SOTAVerified

Time Series Forecasting

Time Series Forecasting is the task of fitting a model to historical, time-stamped data in order to predict future values. Traditional approaches include moving average, exponential smoothing, and ARIMA, though models as various as RNNs, Transformers, or XGBoost can also be applied. The most popular benchmark is the ETTh1 dataset. Models are typically evaluated using the Mean Square Error (MSE) or Root Mean Square Error (RMSE).

( Image credit: ThaiBinh Nguyen )

Papers

Showing 9511000 of 1609 papers

TitleStatusHype
Regions of Reliability in the Evaluation of Multivariate Probabilistic ForecastsCode0
Forecasting with Sparse but Informative Variables: A Case Study in Predicting Blood Glucose0
Long-term Forecasting with TiDE: Time-series Dense EncoderCode5
On the Opportunities and Challenges of Foundation Models for Geospatial Artificial Intelligence0
The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series ForecastingCode1
Financial Time Series Forecasting using CNN and Transformer0
Two Steps Forward and One Behind: Rethinking Time Series Forecasting with Deep Learning0
Ensemble Modeling for Time Series Forecasting: an Adaptive Robust Optimization ApproachCode0
OFTER: An Online Pipeline for Time Series Forecasting0
Handling Concept Drift in Global Time Series ForecastingCode1
Simple Contrastive Representation Learning for Time Series ForecastingCode1
An evaluation of time series forecasting models on water consumption data: A case study of Greece0
Q-fid: Quantum Circuit Fidelity Improvement with LSTM NetworksCode0
Multi-modal learning for geospatial vegetation forecastingCode1
Towards Diverse and Coherent Augmentation for Time-Series ForecastingCode1
It is all Connected: A New Graph Formulation for Spatio-Temporal Forecasting0
Reducing Air Pollution through Machine Learning0
TsSHAP: Robust model agnostic feature-based explainability for time series forecasting0
Indeterminate Probability TheoryCode0
Late Meta-learning Fusion Using Representation Learning for Time Series Forecasting0
Discovering Predictable Latent Factors for Time Series ForecastingCode1
TKN: Transformer-based Keypoint Prediction Network For Real-time Video Prediction0
Arbitrary Order Meta-Learning with Simple Population-Based Evolution0
Sinkhorn-Flow: Predicting Probability Mass Flow in Dynamical Systems Using Optimal Transport0
Model scale versus domain knowledge in statistical forecasting of chaotic systemsCode2
Comparing statistical and machine learning methods for time series forecasting in data-driven logistics -- A simulation study0
Hybrid Variational Autoencoder for Time Series Forecasting0
Machine Learning Enhanced Hankel Dynamic-Mode Decomposition0
TSMixer: An All-MLP Architecture for Time Series ForecastingCode1
Efficient Certified Training and Robustness Verification of Neural ODEsCode0
Feature Selection with Annealing for Forecasting Financial Time Series0
Genetic algorithm-based hyperparameter optimization of deep learning models for PM2.5 time-series predictionCode0
Your time series is worth a binary image: machine vision assisted deep framework for time series forecastingCode0
Combating Uncertainties in Wind and Distributed PV Energy Sources Using Integrated Reinforcement Learning and Time-Series Forecasting0
Deep Imbalanced Time-series Forecasting via Local Discrepancy DensityCode0
A Self-Supervised Learning-based Approach to Clustering Multivariate Time-Series Data with Missing Values (SLAC-Time): An Application to TBI Phenotyping0
In Search of Deep Learning Architectures for Load Forecasting: A Comparative Analysis and the Impact of the Covid-19 Pandemic on Model Performance0
Chaotic Variational Auto encoder-based Adversarial Machine Learning0
One Fits All:Power General Time Series Analysis by Pretrained LMCode2
LightCTS: A Lightweight Framework for Correlated Time Series ForecastingCode1
Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series ForecastingCode1
The DeepCAR Method: Forecasting Time-Series Data That Have Change PointsCode0
Weather2K: A Multivariate Spatio-Temporal Benchmark Dataset for Meteorological Forecasting Based on Real-Time Observation Data from Ground Weather StationsCode1
Exploring the Advantages of Transformers for High-Frequency TradingCode1
Online Evolutionary Neural Architecture Search for Multivariate Non-Stationary Time Series Forecasting0
FrAug: Frequency Domain Augmentation for Time Series ForecastingCode1
Forecasting with Deep LearningCode1
Improved Online Conformal Prediction via Strongly Adaptive Online LearningCode1
Masked Multi-Step Probabilistic Forecasting for Short-to-Mid-Term Electricity Demand0
SLOTH: Structured Learning and Task-based Optimization for Time Series Forecasting on Hierarchies0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1InformerMSE0.88Unverified
2QuerySelectorMSE0.85Unverified
3TransformerMSE0.83Unverified
4AarenMSE0.65Unverified
5RPMixerMSE0.52Unverified
6MOIRAILargeMSE0.51Unverified
7ATFNetMSE0.51Unverified
8AutoformerMSE0.51Unverified
9SCINetMSE0.5Unverified
10S-MambaMSE0.49Unverified
#ModelMetricClaimedVerifiedStatus
1QuerySelectorMSE1.12Unverified
2TransformerMSE1.11Unverified
3InformerMSE0.94Unverified
4GLinearMSE0.59Unverified
5SCINetMSE0.54Unverified
6MoLE-DLinearMSE0.51Unverified
7PRformerMSE0.49Unverified
8TEFNMSE0.48Unverified
9DLinearMSE0.47Unverified
10FiLMMSE0.47Unverified
#ModelMetricClaimedVerifiedStatus
1TransformerMSE2.66Unverified
2QuerySelectorMSE2.32Unverified
3InformerMSE1.67Unverified
4DLinearMSE0.45Unverified
5TEFNMSE0.42Unverified
6MoLE-DLinearMSE0.42Unverified
7FiLMMSE0.38Unverified
8MoLE-RLinearMSE0.37Unverified
9SCINetMSE0.37Unverified
10PRformerMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TransformerMSE3.18Unverified
2QuerySelectorMSE3.07Unverified
3InformerMSE2.34Unverified
4MoLE-DLinearMSE0.61Unverified
5DLinearMSE0.61Unverified
6SCINetMSE0.48Unverified
7FiLMMSE0.44Unverified
8TEFNMSE0.43Unverified
9TiDEMSE0.42Unverified
10MoLE-RLinearMSE0.41Unverified
#ModelMetricClaimedVerifiedStatus
1MoLE-DLinearMSE0.45Unverified
2TEFNMSE0.43Unverified
3FiLMMSE0.41Unverified
4PatchTST/64MSE0.41Unverified
5TiDEMSE0.41Unverified
6NLinearMSE0.41Unverified
7DiPE-LinearMSE0.41Unverified
8DLinearMSE0.41Unverified
9RLinearMSE0.4Unverified
10MoLE-RLinearMSE0.4Unverified
#ModelMetricClaimedVerifiedStatus
1DLinearMSE0.38Unverified
2TEFNMSE0.38Unverified
3MoLE-DLinearMSE0.36Unverified
4FiLMMSE0.36Unverified
5NLinearMSE0.34Unverified
6PatchTST/64MSE0.34Unverified
7MoLE-RLinearMSE0.34Unverified
8LTBoost (drop_last=false)MSE0.33Unverified
9PRformerMSE0.33Unverified
10TiDEMSE0.33Unverified
#ModelMetricClaimedVerifiedStatus
1DLinearMSE0.29Unverified
2TEFNMSE0.29Unverified
3MoLE-DLinearMSE0.29Unverified
4FiLMMSE0.28Unverified
5NLinearMSE0.28Unverified
6TSMixerMSE0.28Unverified
7DiPE-LinearMSE0.28Unverified
8PatchTST/64MSE0.27Unverified
9MoLE-RLinearMSE0.27Unverified
10TiDEMSE0.27Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.38Unverified
2MoLE-DLinearMSE0.38Unverified
3MoLE-RLinearMSE0.38Unverified
4TiDEMSE0.38Unverified
5FiLMMSE0.37Unverified
6PatchTST/64MSE0.37Unverified
7DiPE-LinearMSE0.37Unverified
8TSMixerMSE0.37Unverified
9RLinearMSE0.37Unverified
10TTMMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.23Unverified
2DLinearMSE0.22Unverified