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

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Showing 526–550 of 1609 papers

Title	Date	Tasks	Status	Score
An Evaluation of Standard Statistical Models and LLMs on Time Series Forecasting	Aug 9, 2024	Sentiment AnalysisText Generation	CodeCode Available	5
Optimal starting point for time series forecasting	Sep 25, 2024	Time SeriesTime Series Forecasting	CodeCode Available	5
Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data	Sep 28, 2024	PredictionTime Series	CodeCode Available	5
Pay Attention to Evolution: Time Series Forecasting with Deep Graph-Evolution Learning	Aug 28, 2020	Ensemble LearningTime Series	CodeCode Available	5
Better Batch for Deep Probabilistic Time Series Forecasting	May 26, 2023	Decision MakingProbabilistic Time Series Forecasting	CodeCode Available	5
On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters	Sep 16, 2018	regressionTime Series	CodeCode Available	5
On projection methods for functional time series forecasting	May 10, 2021	Time SeriesTime Series Analysis	CodeCode Available	5
DIT4BEARs Smart Roads Internship	Jul 14, 2021	FrictionTime Series Forecasting	CodeCode Available	5
Distillation Enhanced Time Series Forecasting Network with Momentum Contrastive Learning	Jan 31, 2024	Contrastive LearningData Augmentation	CodeCode Available	5
Not All Frequencies Are Created Equal:Towards a Dynamic Fusion of Frequencies in Time-Series Forecasting	Jul 17, 2024	AllTime Series	CodeCode Available	5
Optimal activity and battery scheduling algorithm using load and solar generation forecast	Dec 6, 2021	Missing ValuesScheduling	CodeCode Available	5
PDETime: Rethinking Long-Term Multivariate Time Series Forecasting from the perspective of partial differential equations	Feb 25, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	5
Non-collective Calibrating Strategy for Time Series Forecasting	May 29, 2025	Time SeriesTime Series Forecasting	CodeCode Available	5
Classification with 2-D Convolutional Neural Networks for breast cancer diagnosis	Jul 7, 2020	ClassificationDiagnostic	CodeCode Available	5
Dilated Convolutional Neural Networks for Time Series Forecasting	Jan 2, 2018	Time SeriesTime Series Analysis	CodeCode Available	5
Differentially Private Multivariate Time Series Forecasting of Aggregated Human Mobility With Deep Learning: Input or Gradient Perturbation?	May 1, 2022	Decision MakingDeep Learning	CodeCode Available	5
AverageTime: Enhance Long-Term Time Series Forecasting with Simple Averaging	Dec 30, 2024	Time SeriesTime Series Analysis	CodeCode Available	5
AutoXPCR: Automated Multi-Objective Model Selection for Time Series Forecasting	Dec 20, 2023	AutoMLMeta-Learning	CodeCode Available	5
Analyzing Deep Transformer Models for Time Series Forecasting via Manifold Learning	Oct 17, 2024	Time SeriesTime Series Forecasting	CodeCode Available	5
Multimodal Physical Activity Forecasting in Free-Living Clinical Settings: Hunting Opportunities for Just-in-Time Interventions	Oct 12, 2024	regressionTime Series Forecasting	CodeCode Available	5
Multiple model estimation under perspective of random-fuzzy dual interpretation of unknown uncertainty	Apr 1, 2024	Keypoint EstimationPoint Tracking	CodeCode Available	5
Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing	Jul 3, 2024	Time SeriesTime Series Forecasting	CodeCode Available	5
MOrdReD: Memory-based Ordinal Regression Deep Neural Networks for Time Series Forecasting	Mar 26, 2018	Astronomyregression	CodeCode Available	5
Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting	Sep 5, 2023	Deep LearningEconometrics	CodeCode Available	5
DeepTSF: Codeless machine learning operations for time series forecasting	Jul 28, 2023	Load ForecastingManagement	CodeCode Available	5

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All datasets ETTh1 (336) Multivariate ETTh1 (720) Multivariate ETTh2 (336) Multivariate ETTh2 (720) Multivariate ETTh1 (192) Multivariate ETTh2 (192) Multivariate ETTh2 (96) Multivariate ETTh1 (96) Multivariate Weather (192)ETTh1 (720) Univariate Weather (96)Electricity (96)

Benchmark Results

#	Model	Metric	Claimed	Verified	Status
1	Informer	MSE	0.88	—	Unverified
2	QuerySelector	MSE	0.85	—	Unverified
3	Transformer	MSE	0.83	—	Unverified
4	Aaren	MSE	0.65	—	Unverified
5	RPMixer	MSE	0.52	—	Unverified
6	MOIRAILarge	MSE	0.51	—	Unverified
7	ATFNet	MSE	0.51	—	Unverified
8	Autoformer	MSE	0.51	—	Unverified
9	SCINet	MSE	0.5	—	Unverified
10	S-Mamba	MSE	0.49	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	QuerySelector	MSE	1.12	—	Unverified
2	Transformer	MSE	1.11	—	Unverified
3	Informer	MSE	0.94	—	Unverified
4	GLinear	MSE	0.59	—	Unverified
5	SCINet	MSE	0.54	—	Unverified
6	MoLE-DLinear	MSE	0.51	—	Unverified
7	PRformer	MSE	0.49	—	Unverified
8	TEFN	MSE	0.48	—	Unverified
9	DLinear	MSE	0.47	—	Unverified
10	FiLM	MSE	0.47	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Transformer	MSE	2.66	—	Unverified
2	QuerySelector	MSE	2.32	—	Unverified
3	Informer	MSE	1.67	—	Unverified
4	DLinear	MSE	0.45	—	Unverified
5	TEFN	MSE	0.42	—	Unverified
6	MoLE-DLinear	MSE	0.42	—	Unverified
7	FiLM	MSE	0.38	—	Unverified
8	MoLE-RLinear	MSE	0.37	—	Unverified
9	SCINet	MSE	0.37	—	Unverified
10	PRformer	MSE	0.36	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Transformer	MSE	3.18	—	Unverified
2	QuerySelector	MSE	3.07	—	Unverified
3	Informer	MSE	2.34	—	Unverified
4	MoLE-DLinear	MSE	0.61	—	Unverified
5	DLinear	MSE	0.61	—	Unverified
6	SCINet	MSE	0.48	—	Unverified
7	FiLM	MSE	0.44	—	Unverified
8	TEFN	MSE	0.43	—	Unverified
9	TiDE	MSE	0.42	—	Unverified
10	MoLE-RLinear	MSE	0.41	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	MoLE-DLinear	MSE	0.45	—	Unverified
2	TEFN	MSE	0.43	—	Unverified
3	FiLM	MSE	0.41	—	Unverified
4	PatchTST/64	MSE	0.41	—	Unverified
5	TiDE	MSE	0.41	—	Unverified
6	NLinear	MSE	0.41	—	Unverified
7	DiPE-Linear	MSE	0.41	—	Unverified
8	DLinear	MSE	0.41	—	Unverified
9	RLinear	MSE	0.4	—	Unverified
10	MoLE-RLinear	MSE	0.4	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	DLinear	MSE	0.38	—	Unverified
2	TEFN	MSE	0.38	—	Unverified
3	MoLE-DLinear	MSE	0.36	—	Unverified
4	FiLM	MSE	0.36	—	Unverified
5	NLinear	MSE	0.34	—	Unverified
6	PatchTST/64	MSE	0.34	—	Unverified
7	MoLE-RLinear	MSE	0.34	—	Unverified
8	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
9	PRformer	MSE	0.33	—	Unverified
10	TiDE	MSE	0.33	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	DLinear	MSE	0.29	—	Unverified
2	TEFN	MSE	0.29	—	Unverified
3	MoLE-DLinear	MSE	0.29	—	Unverified
4	FiLM	MSE	0.28	—	Unverified
5	NLinear	MSE	0.28	—	Unverified
6	TSMixer	MSE	0.28	—	Unverified
7	DiPE-Linear	MSE	0.28	—	Unverified
8	PatchTST/64	MSE	0.27	—	Unverified
9	MoLE-RLinear	MSE	0.27	—	Unverified
10	TiDE	MSE	0.27	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TEFN	MSE	0.38	—	Unverified
2	MoLE-DLinear	MSE	0.38	—	Unverified
3	MoLE-RLinear	MSE	0.38	—	Unverified
4	TiDE	MSE	0.38	—	Unverified
5	FiLM	MSE	0.37	—	Unverified
6	PatchTST/64	MSE	0.37	—	Unverified
7	DiPE-Linear	MSE	0.37	—	Unverified
8	TSMixer	MSE	0.37	—	Unverified
9	RLinear	MSE	0.37	—	Unverified
10	TTM	MSE	0.36	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TEFN	MSE	0.23	—	Unverified
2	DLinear	MSE	0.22	—	Unverified