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
Long-term Time Series Forecasting based on Decomposition and Neural Ordinary Differential Equations0
Loss Functions in Deep Learning: A Comprehensive Review0
Loss Shaping Constraints for Long-Term Time Series Forecasting0
Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting0
LSEAttention is All You Need for Time Series Forecasting0
LSTMs and Deep Residual Networks for Carbohydrate and Bolus Recommendations in Type 1 Diabetes Management0
LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting0
Machine Learning Advances for Time Series Forecasting0
Machine Learning Enhanced Hankel Dynamic-Mode Decomposition0
Macroeconomic Forecasting with Large Language Models0
MadSGM: Multivariate Anomaly Detection with Score-based Generative Models0
Making forecasting self-learning and adaptive -- Pilot forecasting rack0
MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection0
Marginalization Consistent Probabilistic Forecasting of Irregular Time Series via Mixture of Separable flows0
Masked Multi-Step Multivariate Time Series Forecasting with Future Information0
Masked Multi-Step Probabilistic Forecasting for Short-to-Mid-Term Electricity Demand0
Massive feature extraction for explaining and foretelling hydroclimatic time series forecastability at the global scale0
Mathematical Formalism for Memory Compression in Selective State Space Models0
Matrix Is All You Need0
MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer0
MegazordNet: combining statistical and machine learning standpoints for time series forecasting0
Memristive LSTM network hardware architecture for time-series predictive modeling problem0
Metadata Matters for Time Series: Informative Forecasting with Transformers0
MetaEformer: Unveiling and Leveraging Meta-patterns for Complex and Dynamic Systems Load Forecasting0
Meta-Forecasting by combining Global Deep Representations with Local Adaptation0
Two-Step Meta-Learning for Time-Series Forecasting Ensemble0
Meteorological time series forecasting based on MLP modelling using heterogeneous transfer functions0
Meteorological time series forecasting with pruned multi-layer perceptron and 2-stage Levenberg-Marquardt method0
MFF-FTNet: Multi-scale Feature Fusion across Frequency and Temporal Domains for Time Series Forecasting0
MIRA: Medical Time Series Foundation Model for Real-World Health Data0
Mixed pooling of seasonality for time series forecasting: An application to pallet transport data0
MixSeq: Connecting Macroscopic Time Series Forecasting with Microscopic Time Series Data0
Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN)0
Mlinear: Rethink the Linear Model for Time-series Forecasting0
MMformer with Adaptive Transferable Attention: Advancing Multivariate Time Series Forecasting for Environmental Applications0
Modality-aware Transformer for Financial Time series Forecasting0
Modeling and forecasting Spread of COVID-19 epidemic in Iran until Sep 22, 2021, based on deep learning0
MTHetGNN: A Heterogeneous Graph Embedding Framework for Multivariate Time Series Forecasting0
Modeling Regime Shifts in Multiple Time Series0
Modeling Variable Space with Residual Tensor Networks for Multivariate Time Series0
Modeling Website Workload Using Neural Networks0
ModelRadar: Aspect-based Forecast Evaluation0
Monitoring Time Series With Missing Values: a Deep Probabilistic Approach0
Monotonic Neural Ordinary Differential Equation: Time-series Forecasting for Cumulative Data0
MoTime: A Dataset Suite for Multimodal Time Series Forecasting0
MPPN: Multi-Resolution Periodic Pattern Network For Long-Term Time Series Forecasting0
MPR-Net:Multi-Scale Pattern Reproduction Guided Universality Time Series Interpretable Forecasting0
MQRetNN: Multi-Horizon Time Series Forecasting with Retrieval Augmentation0
MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price0
ISMRNN: An Implicitly Segmented RNN Method with Mamba for Long-Term Time Series 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
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