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 11511200 of 1609 papers

TitleStatusHype
Multivariate Time Series Forecasting with Latent Graph Inference0
Automated Few-Shot Time Series Forecasting based on Bi-level Programming0
KPF-AE-LSTM: A Deep Probabilistic Model for Net-Load Forecasting in High Solar Scenarios0
Boosted Ensemble Learning based on Randomized NNs for Time Series Forecasting0
ONE-NAS: An Online NeuroEvolution based Neural Architecture Search for Time Series Forecasting0
Robust Probabilistic Time Series ForecastingCode1
A Differential Attention Fusion Model Based on Transformer for Time Series Forecasting0
Learning Fast and Slow for Online Time Series ForecastingCode1
Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series ForecastingCode1
Combating Distribution Shift for Accurate Time Series Forecasting via HypernetworksCode1
Dynamic Relation Discovery and Utilization in Multi-Entity Time Series Forecasting0
Multi-Objective Model Selection for Time Series Forecasting0
Multivariate Time Series Forecasting with Dynamic Graph Neural ODEsCode1
Ensemble Conformalized Quantile Regression for Probabilistic Time Series ForecastingCode1
Domain Adversarial Spatial-Temporal Network: A Transferable Framework for Short-term Traffic Forecasting across CitiesCode1
KENN: Enhancing Deep Neural Networks by Leveraging Knowledge for Time Series Forecasting0
TACTiS: Transformer-Attentional Copulas for Time SeriesCode1
HERMES: Hybrid Error-corrector Model with inclusion of External Signals for nonstationary fashion time seriesCode0
Self-Adaptive Forecasting for Improved Deep Learning on Non-Stationary Time-Series0
CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series ForecastingCode2
Review of automated time series forecasting pipelines0
ETSformer: Exponential Smoothing Transformers for Time-series ForecastingCode2
Methodology for forecasting and optimization in IEEE-CIS 3rd Technical ChallengeCode1
N-HiTS: Neural Hierarchical Interpolation for Time Series ForecastingCode2
Balanced Graph Structure Learning for Multivariate Time Series ForecastingCode0
Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts0
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction0
Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series ForecastingCode1
An Interval-Valued Time Series Forecasting Scheme With Probability Distribution Features for Electric Power Generation Prediction0
Time Series Forecasting Using Fuzzy Cognitive Maps: A Survey0
Introducing Randomized High Order Fuzzy Cognitive Maps as Reservoir Computing Models: A Case Study in Solar Energy and Load Forecasting0
Graph Neural Networks for Multivariate Time Series Regression with Application to Seismic DataCode1
Financial time series forecasting with multi-modality graph neural networkCode1
AutoFITS: Automatic Feature Engineering for Irregular Time SeriesCode0
Cognitive Computing to Optimize IT Services0
A CNN-BiLSTM Model with Attention Mechanism for Earthquake PredictionCode0
Neural Echo State Network using oscillations of gas bubbles in water0
AutoCTS: Automated Correlated Time Series Forecasting -- Extended Version0
SSDNet: State Space Decomposition Neural Network for Time Series ForecastingCode0
A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality ModelingCode1
Optimal Latent Space Forecasting for Large Collections of Short Time Series Using Temporal Matrix Factorization0
Scale-Aware Neural Architecture Search for Multivariate Time Series ForecastingCode1
Autoregressive Quantile Flows for Predictive Uncertainty Estimation0
Graph Neural Controlled Differential Equations for Traffic ForecastingCode1
Optimal activity and battery scheduling algorithm using load and solar generation forecastCode0
Dynamic Graph Learning-Neural Network for Multivariate Time Series ModelingCode1
Parameter Efficient Deep Probabilistic ForecastingCode1
Combining Embeddings and Fuzzy Time Series for High-Dimensional Time Series Forecasting in Internet of Energy Applications0
Conformal Time-series ForecastingCode1
Probabilistic Transformer For Time Series Analysis0
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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
4DLinearMSE0.61Unverified
5MoLE-DLinearMSE0.61Unverified
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
8TiDEMSE0.33Unverified
9LTBoost (drop_last=false)MSE0.33Unverified
10PRformerMSE0.33Unverified
#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
3TiDEMSE0.38Unverified
4MoLE-RLinearMSE0.38Unverified
5FiLMMSE0.37Unverified
6PatchTST/64MSE0.37Unverified
7DiPE-LinearMSE0.37Unverified
8TSMixerMSE0.37Unverified
9RLinearMSE0.37Unverified
10TTMMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.23Unverified
2DLinearMSE0.22Unverified