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 10511100 of 1609 papers

TitleStatusHype
SETAR-Tree: A Novel and Accurate Tree Algorithm for Global Time Series ForecastingCode1
Similarity-based Feature Extraction for Large-scale Sparse Traffic ForecastingCode0
A Graph Neural Networks based Framework for Topology-Aware Proactive SLA Management in a Latency Critical NFV Application Use-case0
Detecting Elevated Air Pollution Levels by Monitoring Web Search Queries: Deep Learning-Based Time Series Forecasting0
TimeKit: A Time-series Forecasting-based Upgrade Kit for Collaborative Filtering0
Reduced Order Probabilistic Emulation for Physics-Based Thermosphere ModelsCode0
A Comprehensive Survey of Regression Based Loss Functions for Time Series ForecastingCode1
Deep learning for structural health monitoring: An application to heritage structures0
MUSTACHE: Multi-Step-Ahead Predictions for Cache Eviction0
How Features Benefit: Parallel Series Embedding for Multivariate Time Series Forecasting with TransformerCode0
Probabilistic Decomposition Transformer for Time Series ForecastingCode1
TILDE-Q: A Transformation Invariant Loss Function for Time-Series ForecastingCode1
Sinusoidal Frequency Estimation by Gradient DescentCode1
WaveBound: Dynamic Error Bounds for Stable Time Series Forecasting0
SpectraNet: Multivariate Forecasting and Imputation under Distribution Shifts and Missing DataCode1
Multimodal Neural Network For Demand Forecasting0
Temporal-Spatial dependencies ENhanced deep learning model (TSEN) for household leverage series forecasting0
Flipped Classroom: Effective Teaching for Time Series ForecastingCode0
Regularized Graph Structure Learning with Semantic Knowledge for Multi-variates Time-Series ForecastingCode1
Koopman Neural Forecaster for Time Series with Temporal Distribution Shifts0
Temporal Spatial Decomposition and Fusion Network for Time Series Forecasting0
Edge-Varying Fourier Graph Networks for Multivariate Time Series Forecasting0
MTSMAE: Masked Autoencoders for Multivariate Time-Series Forecasting0
Combined Dynamic Virtual Spatiotemporal Graph Mapping for Traffic PredictionCode0
Solar Power Time Series Forecasting Utilising Wavelet Coefficients0
Experimental study of time series forecasting methods for groundwater level predictionCode0
Towards Automatic Forecasting: Evaluation of Time-Series Forecasting Models for Chickenpox Cases Estimation in Hungary0
Masked Multi-Step Multivariate Time Series Forecasting with Future Information0
Retrieval Based Time Series Forecasting0
Review of Time Series Forecasting Methods and Their Applications to Particle Accelerators0
PromptCast: A New Prompt-based Learning Paradigm for Time Series ForecastingCode1
An Attention Free Long Short-Term Memory for Time Series Forecasting0
DynaConF: Dynamic Forecasting of Non-Stationary Time SeriesCode0
FRANS: Automatic Feature Extraction for Time Series Forecasting0
Fairness in Forecasting of Observations of Linear Dynamical SystemsCode0
W-Transformers : A Wavelet-based Transformer Framework for Univariate Time Series ForecastingCode1
Learning Differential Operators for Interpretable Time Series Modeling0
Distributional Drift Adaptation with Temporal Conditional Variational Autoencoder for Multivariate Time Series Forecasting0
Persistence Initialization: A novel adaptation of the Transformer architecture for Time Series Forecasting0
Spatio-Temporal Wind Speed Forecasting using Graph Networks and Novel Transformer ArchitecturesCode1
Towards an AI-based Early Warning System for Bridge Scour0
AA-Forecast: Anomaly-Aware Forecast for Extreme EventsCode1
Expressing Multivariate Time Series as Graphs with Time Series Attention TransformerCode1
KDD CUP 2022 Wind Power Forecasting Team 88VIP Solution0
ODformer: Spatial-Temporal Transformers for Long Sequence Origin-Destination Matrix Forecasting Against Cross Application Scenario0
Uncertainty Quantification for Traffic Forecasting: A Unified Approach0
Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series ForecastingCode2
Forecasting Algorithms for Causal Inference with Panel DataCode0
MFRFNN: Multi-Functional Recurrent Fuzzy Neural Network for Chaotic Time Series PredictionCode1
Predicting Future Mosquito Larval Habitats Using Time Series Climate Forecasting and Deep LearningCode0
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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