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
Photonic reservoir computer based on frequency multiplexing0
Attention based Multi-Modal New Product Sales Time-series ForecastingCode1
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
FC-GAGA: Fully Connected Gated Graph Architecture for Spatio-Temporal Traffic ForecastingCode1
Regularized Flexible Activation Function Combinations for Deep Neural Networks0
Short-term forecasting COVID-19 cumulative confirmed cases: Perspectives for BrazilCode0
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
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
Superiority of Simplicity: A Lightweight Model for Network Device Workload PredictionCode1
Classification with 2-D Convolutional Neural Networks for breast cancer diagnosisCode0
Examining COVID-19 Forecasting using Spatio-Temporal Graph Neural NetworksCode0
Adaptive Graph Convolutional Recurrent Network for Traffic ForecastingCode1
Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approachCode1
Forecasting Precipitable Water Vapor Using LSTMsCode0
Time Series Extrinsic RegressionCode1
Monash University, UEA, UCR Time Series Extrinsic Regression ArchiveCode1
Low-Rank Autoregressive Tensor Completion for Multivariate Time Series ForecastingCode1
PECAIQR: A Model for Infectious Disease Applied to the Covid-19 Epidemic0
Inductive Graph Neural Networks for Spatiotemporal KrigingCode1
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
Hybrid Model for Anomaly Detection on Call Detail Records by Time Series Forecasting0
A machine learning approach for forecasting hierarchical time series0
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural NetworksCode1
Emotion-Inspired Deep Structure (EiDS) for EEG Time Series Forecasting0
DEFM: Delay E mbedding based Forecast Machine for Time Series Forecasting by Spatiotemporal Information TransformationCode1
AtsPy: Automated Time Series Forecasting in PythonCode1
Echo State Networks trained by Tikhonov least squares are L2(μ) approximators of ergodic dynamical systems0
A network-based transfer learning approach to improve sales forecasting of new products0
If You Like It, GAN It. Probabilistic Multivariate Times Series Forecast With GANCode0
Multivariate Time Series Forecasting with Transfer Entropy GraphCode1
Time Series Forecasting With Deep Learning: A Survey0
Improving the Decision-Making Process of Self-Adaptive Systems by Accounting for Tactic Volatility0
Deep Learning for Time Series Forecasting: Tutorial and Literature SurveyCode2
Characterizing the memory capacity of transmon qubit reservoirs0
Hidden Markov Neural Networks0
Industrial Forecasting with Exponentially Smoothed Recurrent Neural Networks0
Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN)0
Recognizing Long Grammatical Sequences Using Recurrent Networks Augmented With An External Differentiable Stack0
ForecastTB An R Package as a Test-Bench for Time Series Forecasting Application of Wind Speed and Solar Radiation Modeling0
Coronavirus Optimization Algorithm: A bioinspired metaheuristic based on the COVID-19 propagation modelCode0
Correlated daily time series and forecasting in the M4 competitionCode0
Zero-shot and few-shot time series forecasting with ordinal regression recurrent neural networks0
Deep Markov Spatio-Temporal FactorizationCode0
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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