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 15511600 of 1609 papers

TitleStatusHype
A Memory-Network Based Solution for Multivariate Time-Series ForecastingCode0
VLSTM: Very Long Short-Term Memory Networks for High-Frequency Trading0
Correlated Time Series Forecasting using Deep Neural Networks: A Summary of Results0
SeriesNet:A Generative Time Series Forecasting Model0
Combining time-series and textual data for taxi demand prediction in event areas: a deep learning approach0
Development and Evaluation of Recurrent Neural Network based Models for Hourly Traffic Volume and AADT Prediction0
A Capsule Network for Traffic Speed Prediction in Complex Road NetworksCode0
Deep Learning for Epidemiological Predictions0
To Post or Not to Post: Using Online Trends to Predict Popularity of Offline Content0
Accurate Uncertainties for Deep Learning Using Calibrated RegressionCode0
Foundations of Sequence-to-Sequence Modeling for Time Series0
Spatio-Temporal Neural Networks for Space-Time Series Forecasting and Relations Discovery0
MOrdReD: Memory-based Ordinal Regression Deep Neural Networks for Time Series ForecastingCode0
Theory and Algorithms for Forecasting Time Series0
Sales forecasting using WaveNet within the framework of the Kaggle competition0
Construction of neural networks for realization of localized deep learning0
Deep Multi-View Spatial-Temporal Network for Taxi Demand PredictionCode0
Brain-inspired photonic signal processor for periodic pattern generation and chaotic system emulation0
Dilated Convolutional Neural Networks for Time Series ForecastingCode0
Bayesian Time Series Forecasting with Change Point and Anomaly Detection0
Spatial-temporal wind field prediction by Artificial Neural Networks0
Temporal Attention augmented Bilinear Network for Financial Time-Series Data AnalysisCode0
Time Series Prediction : Predicting Stock Price0
Deep Learning in Multiple Multistep Time Series Prediction0
Forecasting Across Time Series Databases using Recurrent Neural Networks on Groups of Similar Series: A Clustering ApproachCode0
Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic ForecastingCode1
R2N2: Residual Recurrent Neural Networks for Multivariate Time Series Forecasting0
Deep and Confident Prediction for Time Series at UberCode1
Diffusion Convolutional Recurrent Neural Network: Data-Driven Traffic ForecastingCode1
Empirical analysis of daily cash flow time series and its implications for forecasting0
Neural Decomposition of Time-Series Data for Effective Generalization0
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent NetworksCode2
Position-based Content Attention for Time Series Forecasting with Sequence-to-sequence RNNs0
Modeling Long- and Short-Term Temporal Patterns with Deep Neural NetworksCode1
Conditional Time Series Forecasting with Convolutional Neural NetworksCode0
Robust Online Time Series Prediction with Recurrent Neural Networks0
An Evolving Cascade System Based on A Set Of Neo Fuzzy Nodes0
Adaptive Forecasting of Non-Stationary Nonlinear Time Series Based on the Evolving Weighted Neuro-Neo-Fuzzy-ANARX-Model0
Identification of market trends with string and D2-brane maps0
PSF : Introduction to R Package for Pattern Sequence Based Forecasting Algorithm0
Forecasting Emerging Trends from Scientific Literature0
Learning Theory and Algorithms for Forecasting Non-stationary Time Series0
p-Markov Gaussian Processes for Scalable and Expressive Online Bayesian Nonparametric Time Series Forecasting0
Forecasting Method for Grouped Time Series with the Use of k-Means Algorithm0
Modeling Website Workload Using Neural Networks0
GEFCOM 2014 - Probabilistic Electricity Price Forecasting0
Robust Structured Low-Rank Approximation on the Grassmannian0
Online Learning Algorithm for Time Series Forecasting Suitable for Low Cost Wireless Sensor Networks Nodes0
Sequence to Sequence Learning with Neural NetworksCode0
Meteorological time series forecasting with pruned multi-layer perceptron and 2-stage Levenberg-Marquardt method0
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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