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

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 651–675 of 1609 papers

Title	Date	Tasks	Status	Hype
Using ARIMA to Predict the Expansion of Subscriber Data Consumption	Apr 23, 2024	Decision MakingTime Series	—Unverified	0
SST: Multi-Scale Hybrid Mamba-Transformer Experts for Long-Short Range Time Series Forecasting	Apr 23, 2024	MambaTime Series	CodeCode Available	3
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion	Apr 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	3
Advancing Long-Term Multi-Energy Load Forecasting with Patchformer: A Patch and Transformer-Based Approach	Apr 16, 2024	DecoderLoad Forecasting	—Unverified	0
Exploring the Role of Token in Transformer-based Time Series Forecasting	Apr 16, 2024	Time SeriesTime Series Forecasting	—Unverified	0
High Significant Fault Detection in Azure Core Workload Insights	Apr 14, 2024	Fault DetectionTime Series	—Unverified	0
The impact of data set similarity and diversity on transfer learning success in time series forecasting	Apr 9, 2024	DiversityTime Series	—Unverified	0
ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting	Apr 8, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2
Some variation of COBRA in sequential learning setup	Apr 7, 2024	Bayesian OptimisationLoad Forecasting	—Unverified	0
Supervised Autoencoder MLP for Financial Time Series Forecasting	Apr 2, 2024	Time SeriesTime Series Forecasting	—Unverified	0
Multiple model estimation under perspective of random-fuzzy dual interpretation of unknown uncertainty	Apr 1, 2024	Keypoint EstimationPoint Tracking	CodeCode Available	0
From Similarity to Superiority: Channel Clustering for Time Series Forecasting	Mar 31, 2024	ClusteringTime Series	CodeCode Available	0
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods	Mar 29, 2024	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	5
MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection	Mar 29, 2024	channel selectionImage Classification	—Unverified	0
Improved Genetic Algorithm Based on Greedy and Simulated Annealing Ideas for Vascular Robot Ordering Strategy	Mar 28, 2024	global-optimizationTime Series	—Unverified	0
Gegenbauer Graph Neural Networks for Time-varying Signal Reconstruction	Mar 28, 2024	Graph Neural NetworkImputation	CodeCode Available	0
IIP-Mixer:Intra-Inter Patch Mixing Architecture for Battery Remaining Useful Life Prediction	Mar 27, 2024	Time SeriesTime Series Forecasting	—Unverified	0
D-PAD: Deep-Shallow Multi-Frequency Patterns Disentangling for Time Series Forecasting	Mar 26, 2024	Time SeriesTime Series Forecasting	CodeCode Available	1
An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting	Mar 25, 2024	PositionTime Series	CodeCode Available	2
Addressing Concept Shift in Online Time Series Forecasting: Detect-then-Adapt	Mar 22, 2024	Data AugmentationTime Series	CodeCode Available	2
Grey-informed neural network for time-series forecasting	Mar 22, 2024	Time SeriesTime Series Forecasting	—Unverified	0
Explaining deep learning models for ozone pollution prediction via embedded feature selection	Mar 21, 2024	feature selectionTime Series	CodeCode Available	0
An Analysis of Linear Time Series Forecasting Models	Mar 21, 2024	Formregression	CodeCode Available	1
DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models	Mar 21, 2024	DenoisingManagement	—Unverified	0
HySim: An Efficient Hybrid Similarity Measure for Patch Matching in Image Inpainting	Mar 21, 2024	Image InpaintingPatch Matching	—Unverified	0

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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