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 15011550 of 1609 papers

TitleStatusHype
Only the Curve Shape Matters: Training Foundation Models for Zero-Shot Multivariate Time Series Forecasting through Next Curve Shape Prediction0
On the benefits of maximum likelihood estimation for Regression and Forecasting0
On the Convergence of (Stochastic) Gradient Descent for Kolmogorov--Arnold Networks0
On the Cost of Model-Serving Frameworks: An Experimental Evaluation0
On the Opportunities and Challenges of Foundation Models for Geospatial Artificial Intelligence0
On the Post-hoc Explainability of Deep Echo State Networks for Time Series Forecasting, Image and Video Classification0
On the Success Rate of Crossover Operators for Genetic Programming with Offspring Selection0
Optimal Latent Space Forecasting for Large Collections of Short Time Series Using Temporal Matrix Factorization0
Optimally fuzzy temporal memory0
Optimal Prediction Intervals for Macroeconomic Time Series Using Chaos and NSGA II0
Optimal training of finitely-sampled quantum reservoir computers for forecasting of chaotic dynamics0
Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach0
Parallel Extraction of Long-term Trends and Short-term Fluctuation Framework for Multivariate Time Series Forecasting0
Photonic reservoir computer based on frequency multiplexing0
Unlocking the Power of Patch: Patch-Based MLP for Long-Term Time Series Forecasting0
PDRL: Multi-Agent based Reinforcement Learning for Predictive Monitoring0
PECAIQR: A Model for Infectious Disease Applied to the Covid-19 Epidemic0
Periodic Freight Demand Estimation for Large-scale Tactical Planning0
Persistence Initialization: A novel adaptation of the Transformer architecture for Time Series Forecasting0
PFformer: A Position-Free Transformer Variant for Extreme-Adaptive Multivariate Time Series Forecasting0
Physiome-ODE: A Benchmark for Irregularly Sampled Multivariate Time Series Forecasting Based on Biological ODEs0
p-Markov Gaussian Processes for Scalable and Expressive Online Bayesian Nonparametric Time Series Forecasting0
Position-based Content Attention for Time Series Forecasting with Sequence-to-sequence RNNs0
Position: There are no Champions in Long-Term Time Series Forecasting0
Power Line Communication and Sensing Using Time Series Forecasting0
Perceiver-based CDF Modeling for Time Series Forecasting0
Precipitation Nowcasting: Leveraging bidirectional LSTM and 1D CNN0
Predicting Bad Goods Risk Scores with ARIMA Time Series: A Novel Risk Assessment Approach0
Predicting Chaotic System Behavior using Machine Learning Techniques0
Predicting Company Growth by Econophysics informed Machine Learning0
Predicting Electricity Consumption with Random Walks on Gaussian Processes0
Predicting Solar Energy Generation with Machine Learning based on AQI and Weather Features0
Predicting the Future is like Completing a Painting!0
Predicting the structure of dynamic graphs0
Prediction-Coherent LSTM-based Recurrent Neural Network for Safer Glucose Predictions in Diabetic People0
Predictive Process Model Monitoring using Recurrent Neural Networks0
Pre-Finetuning with Impact Duration Awareness for Stock Movement Prediction0
Privacy Amplification by Structured Subsampling for Deep Differentially Private Time Series Forecasting0
Probabilistic load forecasting with Reservoir Computing0
Probabilistic QoS Metric Forecasting in Delay-Tolerant Networks Using Conditional Diffusion Models on Latent Dynamics0
Probabilistic Time Series Forecasting for Adaptive Monitoring in Edge Computing Environments0
Probabilistic Time Series Forecasting of Residential Loads -- A Copula Approach0
Probabilistic Transformer For Time Series Analysis0
Progressive Growing of Neural ODEs0
Prompting-based Temporal Domain Generalization0
PSF : Introduction to R Package for Pattern Sequence Based Forecasting Algorithm0
PSformer: Parameter-efficient Transformer with Segment Attention for Time Series Forecasting0
pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting0
Pyramidal Hidden Markov Model For Multivariate Time Series Forecasting0
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and 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