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 14011450 of 1609 papers

TitleStatusHype
Unsupervised learning for economic risk evaluation in the context of Covid-19 pandemic0
Functional Time Series Forecasting: Functional Singular Spectrum Analysis Approaches0
Analysis of Empirical Mode Decomposition-based Load and Renewable Time Series Forecasting0
Two-Step Meta-Learning for Time-Series Forecasting Ensemble0
Visual Time Series Forecasting: An Image-driven Approach0
Energy consumption forecasting using a stacked nonparametric Bayesian approach0
Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems0
Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model0
Forecasting Emergency Department Capacity Constraints for COVID Isolation Beds0
Predicting the Future is like Completing a Painting!0
Predictive Process Model Monitoring using Recurrent Neural Networks0
Statistical analysis of Wasserstein GANs with applications to time series forecasting0
Time Series Forecasting with Stacked Long Short-Term Memory Networks0
Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy0
Model selection in reconciling hierarchical time seriesCode0
A novel method of fuzzy time series forecasting based on interval index number and membership value using support vector machine0
Variational Dynamic Mixtures0
DATSING: Data Augmented Time Series Forecasting with Adversarial Domain Adaptation0
Nowcasting of COVID-19 confirmed cases: Foundations, trends, and challenges0
Asset Price Forecasting using Recurrent Neural NetworksCode0
Stochastically forced ensemble dynamic mode decomposition for forecasting and analysis of near-periodic systems0
Universal time-series forecasting with mixture predictors0
Few-shot Learning for Time-series Forecasting0
Forecasting Short-term load using Econometrics time series model with T-student Distribution0
Transient Classification in low SNR Gravitational Wave data using Deep Learning0
Evaluation of Local Explanation Methods for Multivariate Time Series Forecasting0
Explainable boosted linear regression for time series forecasting0
Recurrent Graph Tensor Networks: A Low-Complexity Framework for Modelling High-Dimensional Multi-Way Sequence0
Demand Forecasting of Individual Probability Density Functions with Machine Learning0
Prediction-Coherent LSTM-based Recurrent Neural Network for Safer Glucose Predictions in Diabetic People0
LAVARNET: Neural Network Modeling of Causal Variable Relationships for Multivariate Time Series Forecasting0
Pay Attention to Evolution: Time Series Forecasting with Deep Graph-Evolution LearningCode0
Photonic reservoir computer based on frequency multiplexing0
Reinforcement Learning based dynamic weighing of Ensemble Models for Time Series Forecasting0
MTHetGNN: A Heterogeneous Graph Embedding Framework for Multivariate Time Series Forecasting0
Parallel Extraction of Long-term Trends and Short-term Fluctuation Framework for Multivariate Time Series Forecasting0
Image Processing Tools for Financial Time Series Classification0
Regularized Flexible Activation Function Combinations for Deep Neural Networks0
MAGMA: Inference and Prediction with Multi-Task Gaussian ProcessesCode0
Forecasting Brazilian and American COVID-19 cases based on artificial intelligence coupled with climatic exogenous variablesCode0
Short-term forecasting COVID-19 cumulative confirmed cases: Perspectives for BrazilCode0
Attention Mechanism for Multivariate Time Series Recurrent Model Interpretability Applied to the Ironmaking Industry0
A unified machine learning approach to time series forecasting applied to demand at emergency departments0
Classification with 2-D Convolutional Neural Networks for breast cancer diagnosisCode0
Examining COVID-19 Forecasting using Spatio-Temporal Graph Neural NetworksCode0
Forecasting Precipitable Water Vapor Using LSTMsCode0
PECAIQR: A Model for Infectious Disease Applied to the Covid-19 Epidemic0
Fairness in Forecasting and Learning Linear Dynamical Systems0
Traffic transformer: Capturing the continuity and periodicity of time series for traffic forecasting0
Entanglement-Embedded Recurrent Network Architecture: Tensorized Latent State Propagation and Chaos Forecasting0
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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