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
Pre-Finetuning with Impact Duration Awareness for Stock Movement Prediction0
Privacy Amplification by Structured Subsampling for Deep Differentially Private Time Series Forecasting0
Probabilistic load forecasting with Reservoir Computing0
Probabilistic QoS Metric Forecasting in Delay-Tolerant Networks Using Conditional Diffusion Models on Latent Dynamics0
Probabilistic Time Series Forecasting for Adaptive Monitoring in Edge Computing Environments0
Probabilistic Time Series Forecasting of Residential Loads -- A Copula Approach0
Probabilistic Transformer For Time Series Analysis0
Progressive Growing of Neural ODEs0
Prompting-based Temporal Domain Generalization0
PSF : Introduction to R Package for Pattern Sequence Based Forecasting Algorithm0
PSformer: Parameter-efficient Transformer with Segment Attention for Time Series Forecasting0
pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting0
Pyramidal Hidden Markov Model For Multivariate Time Series Forecasting0
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting0
Quantitative Analysis of Forecasting Models:In the Aspect of Online Political Bias0
Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions0
Quantum Kernel-Based Long Short-term Memory for Climate Time-Series Forecasting0
Quantum Long Short-Term Memory (QLSTM) vs Classical LSTM in Time Series Forecasting: A Comparative Study in Solar Power Forecasting0
R2N2: Residual Recurrent Neural Networks for Multivariate Time Series Forecasting0
Rail Crack Propagation Forecasting Using Multi-horizons RNNs0
Randomized Neural Networks for Forecasting Time Series with Multiple Seasonality0
RPMixer: Shaking Up Time Series Forecasting with Random Projections for Large Spatial-Temporal Data0
Rating Multi-Modal Time-Series Forecasting Models (MM-TSFM) for Robustness Through a Causal Lens0
RATSF: Empowering Customer Service Volume Management through Retrieval-Augmented Time-Series Forecasting0
Recognizing Long Grammatical Sequences Using Recurrent Networks Augmented With An External Differentiable Stack0
RECOWNs: Probabilistic Circuits for Trustworthy Time Series Forecasting0
Recurrent Graph Tensor Networks: A Low-Complexity Framework for Modelling High-Dimensional Multi-Way Sequence0
Recurrent Interpolants for Probabilistic Time Series Prediction0
Recurrent Neural Networks for Time Series Forecasting0
Recurrent Stochastic Configuration Networks for Temporal Data Analytics0
Viking: Variational Bayesian Variance Tracking0
Reducing Air Pollution through Machine Learning0
Regularized Flexible Activation Function Combinations for Deep Neural Networks0
Regular Time-series Generation using SGM0
Reinforcement Learning Based Dynamic Model Combination for Time Series Forecasting0
Reinforcement Learning based dynamic weighing of Ensemble Models for Time Series Forecasting0
Relational Conformal Prediction for Correlated Time Series0
Renewable Energy Transition in South America: Predictive Analysis of Generation Capacity by 20500
Resource-aware Mixed-precision Quantization for Enhancing Deployability of Transformers for Time-series Forecasting on Embedded FPGAs0
Rethinking Time Series Forecasting with LLMs via Nearest Neighbor Contrastive Learning0
Retrieval Based Time Series Forecasting0
Review of automated time series forecasting pipelines0
Review of Time Series Forecasting Methods and Their Applications to Particle Accelerators0
RHiOTS: A Framework for Evaluating Hierarchical Time Series Forecasting Algorithms0
RIFLES: Resource-effIcient Federated LEarning via Scheduling0
Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift0
Robust Online Time Series Prediction with Recurrent Neural Networks0
Robust Structured Low-Rank Approximation on the Grassmannian0
Robust Time Series Forecasting with Non-Heavy-Tailed Gaussian Loss-Weighted Sampler0
ROSE: Register Assisted General Time Series Forecasting with Decomposed Frequency Learning0
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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