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 11011150 of 1609 papers

TitleStatusHype
Non-parametric Probabilistic Time Series Forecasting via Innovations Representation0
Cross-LKTCN: Modern Convolution Utilizing Cross-Variable Dependency for Multivariate Time Series Forecasting Dependency for Multivariate Time Series Forecasting0
An End-to-End Time Series Model for Simultaneous Imputation and Forecast0
PHILNet: A Novel Efficient Approach for Time Series Forecasting using Deep LearningCode0
EAMDrift: An interpretable self retrain model for time series0
Adaptive Sparsity Level during Training for Efficient Time Series Forecasting with TransformersCode0
A New Deep Learning Architecture withInductive Bias Balance for Transformer Oil Temperature ForecastingCode0
Better Batch for Deep Probabilistic Time Series ForecastingCode0
Theoretical Guarantees of Learning Ensembling Strategies with Applications to Time Series Forecasting0
TLNets: Transformation Learning Networks for long-range time-series prediction0
Stecformer: Spatio-temporal Encoding Cascaded Transformer for Multivariate Long-term Time Series Forecasting0
Feature-aligned N-BEATS with Sinkhorn divergenceCode0
Limited Resource Allocation in a Non-Markovian World: The Case of Maternal and Child Healthcare0
Short-Term Electricity Load Forecasting Using the Temporal Fusion Transformer: Effect of Grid Hierarchies and Data Sources0
pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting0
Differential Convolutional Fuzzy Time Series Forecasting0
HiPerformer: Hierarchically Permutation-Equivariant Transformer for Time Series Forecasting0
A Generic Approach to Integrating Time into Spatial-Temporal Forecasting via Conditional Neural Fields0
How Expressive are Spectral-Temporal Graph Neural Networks for Time Series Forecasting?0
Mlinear: Rethink the Linear Model for Time-series Forecasting0
Explainable Parallel RCNN with Novel Feature Representation for Time Series ForecastingCode0
Joint Graph Learning and Model Fitting in Laplacian Regularized Stratified ModelsCode0
Forecast reconciliation for vaccine supply chain optimization0
Diffusion Models for Time Series Applications: A Survey0
Expanding the Prediction Capacity in Long Sequence Time-Series Forecasting0
Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-20220
Enhancing Wind Power Forecast Precision via Multi-head Attention Transformer: An Investigation on Single-step and Multi-step Forecasting0
Regions of Reliability in the Evaluation of Multivariate Probabilistic ForecastsCode0
Forecasting with Sparse but Informative Variables: A Case Study in Predicting Blood Glucose0
On the Opportunities and Challenges of Foundation Models for Geospatial Artificial Intelligence0
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
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
It is all Connected: A New Graph Formulation for Spatio-Temporal Forecasting0
TsSHAP: Robust model agnostic feature-based explainability for time series forecasting0
Reducing Air Pollution through Machine Learning0
Indeterminate Probability TheoryCode0
Late Meta-learning Fusion Using Representation Learning for Time Series Forecasting0
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
Hybrid Variational Autoencoder for Time Series Forecasting0
Comparing statistical and machine learning methods for time series forecasting in data-driven logistics -- A simulation study0
Machine Learning Enhanced Hankel Dynamic-Mode Decomposition0
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
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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