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 151200 of 1609 papers

TitleStatusHype
Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series ForecastingCode2
Learning Deep Time-index Models for Time Series ForecastingCode2
Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion PerspectiveCode2
A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly DetectionCode2
DeTPP: Leveraging Object Detection for Robust Long-Horizon Event PredictionCode2
Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations ModelingCode2
xLSTMTime : Long-term Time Series Forecasting With xLSTMCode2
KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series ForecastingCode1
K^2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series ForecastingCode1
Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal NarrativeCode1
Interpretable Multivariate Time Series Forecasting with Temporal Attention Convolutional Neural NetworksCode1
Interpretable Multivariate Time Series Forecasting Using Neural Fourier TransformCode1
An Open Source and Reproducible Implementation of LSTM and GRU Networks for Time Series ForecastingCode1
Adversarial Vulnerabilities in Large Language Models for Time Series ForecastingCode1
AA-Forecast: Anomaly-Aware Forecast for Extreme EventsCode1
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional NetworkCode1
Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingCode1
Adversarial Sparse Transformer for Time Series ForecastingCode1
Instance-wise Graph-based Framework for Multivariate Time Series ForecastingCode1
Improved Online Conformal Prediction via Strongly Adaptive Online LearningCode1
Inductive Graph Neural Networks for Spatiotemporal KrigingCode1
Integrating LSTMs and GNNs for COVID-19 ForecastingCode1
An Experimental Review on Deep Learning Architectures for Time Series ForecastingCode1
Combating Distribution Shift for Accurate Time Series Forecasting via HypernetworksCode1
A Cross-View Hierarchical Graph Learning Hypernetwork for Skill Demand-Supply Joint PredictionCode1
Breaking Silos: Adaptive Model Fusion Unlocks Better Time Series ForecastingCode1
ImageFlowNet: Forecasting Multiscale Image-Level Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical ImagesCode1
HDT: Hierarchical Discrete Transformer for Multivariate Time Series ForecastingCode1
Handling Concept Drift in Global Time Series ForecastingCode1
Graph Neural Networks for Improved El Niño ForecastingCode1
Graph Neural Controlled Differential Equations for Traffic ForecastingCode1
Hierarchical Classification Auxiliary Network for Time Series ForecastingCode1
Adjusting for Autocorrelated Errors in Neural Networks for Time SeriesCode1
An Evaluation of Deep Learning Models for Stock Market Trend PredictionCode1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic ForecastingCode1
A Comprehensive Survey of Regression Based Loss Functions for Time Series ForecastingCode1
Graph-based Time Series Clustering for End-to-End Hierarchical ForecastingCode1
GBT: Two-stage transformer framework for non-stationary time series forecastingCode1
Generative Pretrained Hierarchical Transformer for Time Series ForecastingCode1
A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy PerspectiveCode1
An Analysis of Linear Time Series Forecasting ModelsCode1
Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated RepresentationsCode1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series ForecastingCode1
FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of ExpertsCode1
FrAug: Frequency Domain Augmentation for Time Series ForecastingCode1
auto-sktime: Automated Time Series ForecastingCode1
Unlocking the Potential of Deep Learning in Peak-Hour Series ForecastingCode1
ForecastNet: A Time-Variant Deep Feed-Forward Neural Network Architecture for Multi-Step-Ahead Time-Series ForecastingCode1
Autoregressive Moving-average Attention Mechanism for Time Series ForecastingCode1
ForecastPFN: Synthetically-Trained Zero-Shot ForecastingCode1
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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