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

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Showing 876–900 of 1609 papers

Title	Date	Tasks	Status
NourishNet: Proactive Severity State Forecasting of Food Commodity Prices for Global Warning Systems	Jun 30, 2024	Time SeriesTime Series Forecasting	—Unverified
Conformal time series decomposition with component-wise exchangeability	Jun 24, 2024	Conformal PredictionPrediction	CodeCode Available
Forecasting with Deep Learning: Beyond Average of Average of Average Performance	Jun 24, 2024	Time Series ForecastingUnivariate Time Series Forecasting	CodeCode Available
Meta-learning and Data Augmentation for Stress Testing Forecasting Models	Jun 24, 2024	Data AugmentationMeta-Learning	CodeCode Available
Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inference	Jun 21, 2024	PredictionPrediction Intervals	CodeCode Available
Recurrent Stochastic Configuration Networks for Temporal Data Analytics	Jun 21, 2024	Time Series Forecasting	—Unverified
Understanding Different Design Choices in Training Large Time Series Models	Jun 20, 2024	Time SeriesTime Series Analysis	—Unverified
Robust Time Series Forecasting with Non-Heavy-Tailed Gaussian Loss-Weighted Sampler	Jun 19, 2024	Time SeriesTime Series Forecasting	—Unverified
CUQDS: Conformal Uncertainty Quantification under Distribution Shift for Trajectory Prediction	Jun 17, 2024	Predictionregression	—Unverified
LLMFactor: Extracting Profitable Factors through Prompts for Explainable Stock Movement Prediction	Jun 16, 2024	Sentiment AnalysisTime Series	—Unverified
WindowMixer: Intra-Window and Inter-Window Modeling for Time Series Forecasting	Jun 14, 2024	Missing ValuesTime Series	—Unverified
Reinforced Decoder: Towards Training Recurrent Neural Networks for Time Series Forecasting	Jun 14, 2024	DecoderTime Series	CodeCode Available
Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting	Jun 14, 2024	Hyperparameter OptimizationMulti-Task Learning	—Unverified
Rating Multi-Modal Time-Series Forecasting Models (MM-TSFM) for Robustness Through a Causal Lens	Jun 12, 2024	Time SeriesTime Series Forecasting	—Unverified
Marginalization Consistent Probabilistic Forecasting of Irregular Time Series via Mixture of Separable flows	Jun 11, 2024	Gaussian ProcessesGPR	—Unverified
A Language Model-Guided Framework for Mining Time Series with Distributional Shifts	Jun 7, 2024	Language ModelingLanguage Modelling	—Unverified
Modeling Temporal Dependencies within the Target for Long-Term Time Series Forecasting	Jun 7, 2024	Time SeriesTime Series Forecasting	—Unverified
Deep learning for precipitation nowcasting: A survey from the perspective of time series forecasting	Jun 7, 2024	Deep LearningPrecipitation Forecasting	—Unverified
Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach	Jun 7, 2024	Neural Architecture SearchTime Series	—Unverified
UniTST: Effectively Modeling Inter-Series and Intra-Series Dependencies for Multivariate Time Series Forecasting	Jun 7, 2024	Multivariate Time Series ForecastingTime Series	—Unverified
FPN-fusion: Enhanced Linear Complexity Time Series Forecasting Model	Jun 6, 2024	Time SeriesTime Series Forecasting	CodeCode Available
Chimera: Effectively Modeling Multivariate Time Series with 2-Dimensional State Space Models	Jun 6, 2024	Anomaly DetectionMamba	—Unverified
TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting	Jun 6, 2024	Multivariate Time Series ForecastingTime Series	—Unverified
Stochastic Diffusion: A Diffusion Probabilistic Model for Stochastic Time Series Forecasting	Jun 5, 2024	Audio GenerationTime Series	CodeCode Available
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models	Jun 5, 2024	Mixture-of-ExpertsTime Series	—Unverified

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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	MoLE-DLinear	MSE	0.61	—	Unverified
5	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	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
9	PRformer	MSE	0.33	—	Unverified
10	TiDE	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	MoLE-RLinear	MSE	0.38	—	Unverified
4	TiDE	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