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 776–800 of 1609 papers

Title	Date	Tasks	Status	Hype
CSformer: Combining Channel Independence and Mixing for Robust Multivariate Time Series Forecasting	Dec 11, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
CLeaRForecast: Contrastive Learning of High-Purity Representations for Time Series Forecasting	Dec 10, 2023	Contrastive LearningRepresentation Learning	—Unverified	0
Take an Irregular Route: Enhance the Decoder of Time-Series Forecasting Transformer	Dec 10, 2023	DecoderTime Series	CodeCode Available	1
Enhancing Financial Data Visualization for Investment Decision-Making	Dec 9, 2023	Data VisualizationDecision Making	—Unverified	0
TimeDRL: Disentangled Representation Learning for Multivariate Time-Series	Dec 7, 2023	Inductive BiasRepresentation Learning	CodeCode Available	1
Rethinking Urban Mobility Prediction: A Super-Multivariate Time Series Forecasting Approach	Dec 4, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Enhancing Algorithm Performance Understanding through tsMorph: Generating Semi-Synthetic Time Series for Robust Forecasting Evaluation	Dec 3, 2023	Synthetic Data GenerationTime Series	CodeCode Available	0
MultiResFormer: Transformer with Adaptive Multi-Resolution Modeling for General Time Series Forecasting	Nov 30, 2023	Time SeriesTime Series Forecasting	—Unverified	0
TimelyGPT: Extrapolatable Transformer Pre-training for Long-term Time-Series Forecasting in Healthcare	Nov 29, 2023	DiagnosticTime Series	—Unverified	0
FocusLearn: Fully-Interpretable, High-Performance Modular Neural Networks for Time Series	Nov 28, 2023	Additive modelsfeature selection	CodeCode Available	0
UniRepLKNet: A Universal Perception Large-Kernel ConvNet for Audio, Video, Point Cloud, Time-Series and Image Recognition	Nov 27, 2023	Image ClassificationObject Detection	CodeCode Available	3
Satellite-based feature extraction and multivariate time-series prediction of biotoxin contamination in shellfish	Nov 25, 2023	Time SeriesTime Series Forecasting	—Unverified	0
Understanding the Role of Textual Prompts in LLM for Time Series Forecasting: an Adapter View	Nov 24, 2023	Anomaly DetectionFew-Shot Learning	CodeCode Available	1
Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting	Nov 21, 2023	Graph LearningMultivariate Time Series Forecasting	—Unverified	0
TimeSQL: Improving Multivariate Time Series Forecasting with Multi-Scale Patching and Smooth Quadratic Loss	Nov 19, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
Breaking Boundaries: Balancing Performance and Robustness in Deep Wireless Traffic Forecasting	Nov 16, 2023	Computational EfficiencyTime Series Forecasting	—Unverified	0
Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting	Nov 14, 2023	Time SeriesTime Series Forecasting	—Unverified	0
A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods	Nov 13, 2023	Explainable artificial intelligenceExplainable Artificial Intelligence (XAI)	—Unverified	0
FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective	Nov 10, 2023	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	2
Frequency-domain MLPs are More Effective Learners in Time Series Forecasting	Nov 10, 2023	Time SeriesTime Series Forecasting	CodeCode Available	2
Long-term Time Series Forecasting based on Decomposition and Neural Ordinary Differential Equations	Nov 8, 2023	Time SeriesTime Series Forecasting	—Unverified	0
Multi-resolution Time-Series Transformer for Long-term Forecasting	Nov 7, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
An adaptive standardisation methodology for Day-Ahead electricity price forecasting	Nov 5, 2023	Time SeriesTime Series Forecasting	CodeCode Available	0
ForecastPFN: Synthetically-Trained Zero-Shot Forecasting	Nov 3, 2023	Bayesian InferenceTime Series	CodeCode Available	1
Deep Double Descent for Time Series Forecasting: Avoiding Undertrained Models	Nov 2, 2023	Data AugmentationTime Series	—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	DLinear	MSE	0.61	—	Unverified
5	MoLE-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	TiDE	MSE	0.33	—	Unverified
9	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
10	PRformer	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	TiDE	MSE	0.38	—	Unverified
4	MoLE-RLinear	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