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 10011050 of 1609 papers

TitleStatusHype
FredNormer: Frequency Domain Normalization for Non-stationary Time Series Forecasting0
FreDo: Frequency Domain-based Long-Term Time Series Forecasting0
Frequency-Aware Attention-LSTM for PM_2.5 Time Series Forecasting0
From Known to Unknown: Knowledge-guided Transformer for Time-Series Sales Forecasting in Alibaba0
From Pixels to Predictions: Spectrogram and Vision Transformer for Better Time Series Forecasting0
From RNNs to Foundation Models: An Empirical Study on Commercial Building Energy Consumption0
FTS: A Framework to Find a Faithful TimeSieve0
Fully Automated Correlated Time Series Forecasting in Minutes0
Functional Time Series Forecasting: Functional Singular Spectrum Analysis Approaches0
Future-Guided Learning: A Predictive Approach To Enhance Time-Series Forecasting0
FV-MgNet: Fully Connected V-cycle MgNet for Interpretable Time Series Forecasting0
GEANN: Scalable Graph Augmentations for Multi-Horizon Time Series Forecasting0
GEFCOM 2014 - Probabilistic Electricity Price Forecasting0
Generalisation in fully-connected neural networks for time series forecasting0
Generalized Mixture Model for Extreme Events Forecasting in Time Series Data0
Generative AI-driven forecasting of oil production0
Generative forecasting of brain activity enhances Alzheimer's classification and interpretation0
Generative Probabilistic Time Series Forecasting and Applications in Grid Operations0
Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction0
G-NM: A Group of Numerical Time Series Prediction Models0
Goal-Oriented Time-Series Forecasting: Foundation Framework Design0
Graph Attention Recurrent Neural Networks for Correlated Time Series Forecasting -- Full version0
Graph-Augmented LSTM for Forecasting Sparse Anomalies in Graph-Structured Time Series0
Graph Deep Learning for Time Series Forecasting0
Graph-enabled Reinforcement Learning for Time Series Forecasting with Adaptive Intelligence0
Grey-informed neural network for time-series forecasting0
Grid Frequency Forecasting in University Campuses using Convolutional LSTM0
Hedging with Sparse Reward Reinforcement Learning0
Hidden Markov Model: Tutorial0
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting0
Hierarchical Ensemble-Based Feature Selection for Time Series Forecasting0
Hierarchical Information-Guided Spatio-Temporal Mamba for Stock Time Series Forecasting0
Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting0
Hierarchical Time Series Forecasting with Bayesian Modeling0
Hierarchical Proxy Modeling for Improved HPO in Time Series Forecasting0
High-dimensional Multivariate Time Series Forecasting in IoT Applications using Embedding Non-stationary Fuzzy Time Series0
Higher Order Transformers: Efficient Attention Mechanism for Tensor Structured Data0
High Significant Fault Detection in Azure Core Workload Insights0
HiMTM: Hierarchical Multi-Scale Masked Time Series Modeling for Long-Term Forecasting0
HiPerformer: Hierarchically Permutation-Equivariant Transformer for Time Series Forecasting0
HiPPO-KAN: Efficient KAN Model for Time Series Analysis0
Historical Inertia: A Neglected but Powerful Baseline for Long Sequence Time-series Forecasting0
How Does Forecasting Affect the Convergence of DRL Techniques in O-RAN Slicing?0
How Expressive are Spectral-Temporal Graph Neural Networks for Time Series Forecasting?0
How Much Can A Retailer Sell? Sales Forecasting on Tmall0
How to Train Your Flare Prediction Model: Revisiting Robust Sampling of Rare Events0
HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction0
HUTFormer: Hierarchical U-Net Transformer for Long-Term Traffic Forecasting0
Hybrid Model for Anomaly Detection on Call Detail Records by Time Series Forecasting0
Hybrid Variational Autoencoder for Time Series Forecasting0
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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