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
Time Series Analysis and Modeling to Forecast: a Survey0
Analysis of Empirical Mode Decomposition-based Load and Renewable Time Series Forecasting0
Analysis of Wide and Deep Echo State Networks for Multiscale Spatiotemporal Time Series Forecasting0
Analytics of Business Time Series Using Machine Learning and Bayesian Inference0
An Anomaly Detection Method for Satellites Using Monte Carlo Dropout0
An Attention Free Long Short-Term Memory for Time Series Forecasting0
An End-to-End Time Series Model for Simultaneous Imputation and Forecast0
A network-based transfer learning approach to improve sales forecasting of new products0
An evaluation of time series forecasting models on water consumption data: A case study of Greece0
An Evolving Cascade System Based on A Set Of Neo Fuzzy Nodes0
A New State-of-the-Art Transformers-Based Load Forecaster on the Smart Grid Domain0
A New Unified Deep Learning Approach with Decomposition-Reconstruction-Ensemble Framework for Time Series Forecasting0
An Expectation-Based Network Scan Statistic for a COVID-19 Early Warning System0
An Interval-Valued Time Series Forecasting Scheme With Probability Distribution Features for Electric Power Generation Prediction0
An Introductory Study on Time Series Modeling and Forecasting0
Anomaly Prediction: A Novel Approach with Explicit Delay and Horizon0
A novel decomposed-ensemble time series forecasting framework: capturing underlying volatility information0
A Novel Distributed PV Power Forecasting Approach Based on Time-LLM0
A Novel Hybrid Approach Using an Attention-Based Transformer + GRU Model for Predicting Cryptocurrency Prices0
A novel method of fuzzy time series forecasting based on interval index number and membership value using support vector machine0
A novel stochastic model based on echo state networks for hydrological time series forecasting0
A Pattern Discovery Approach to Multivariate Time Series Forecasting0
Apollo-Forecast: Overcoming Aliasing and Inference Speed Challenges in Language Models for Time Series Forecasting0
Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting0
RAM: Replace Attention with MLP for Efficient Multivariate Time Series Forecasting0
A Primer on Temporal Graph Learning0
Arbitrary Order Meta-Learning with Simple Population-Based Evolution0
A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition0
A Review of Deep Learning with Special Emphasis on Architectures, Applications and Recent Trends0
ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning0
A Scalable and Transferable Time Series Prediction Framework for Demand Forecasting0
A self-organising eigenspace map for time series clustering0
A Self-Supervised Learning-based Approach to Clustering Multivariate Time-Series Data with Missing Values (SLAC-Time): An Application to TBI Phenotyping0
A Spatial-Temporal Decomposition Based Deep Neural Network for Time Series Forecasting0
A Statistical Framework for Model Selection in LSTM Networks0
A Study of Aggregation of Long Time-series Input for LSTM Neural Networks0
A study on Ensemble Learning for Time Series Forecasting and the need for Meta-Learning0
A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting0
A Survey of Deep Learning and Foundation Models for Time Series Forecasting0
A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting0
A Survey on Kolmogorov-Arnold Network0
A Comparative Analysis of Machine Learning and Grey Models0
From S4 to Mamba: A Comprehensive Survey on Structured State Space Models0
A Systematic Literature Review of Spatio-Temporal Graph Neural Network Models for Time Series Forecasting and Classification0
A Systematic Review for Transformer-based Long-term Series Forecasting0
Attention as Robust Representation for Time Series Forecasting0
Attention-based Neural Load Forecasting: A Dynamic Feature Selection Approach0
Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book0
Attention Mechanism for Multivariate Time Series Recurrent Model Interpretability Applied to the Ironmaking Industry0
A unified machine learning approach to time series forecasting applied to demand at emergency departments0
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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