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 976–1000 of 1609 papers

Title	Date	Tasks	Status
LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting	Feb 25, 2024	Computational EfficiencyTime Series	—Unverified
Predicting Outcomes in Video Games with Long Short Term Memory Networks	Feb 24, 2024	Decision MakingTime Series	CodeCode Available
Deep Coupling Network For Multivariate Time Series Forecasting	Feb 23, 2024	Multivariate Time Series ForecastingTime Series	—Unverified
Adaptive time series forecasting with markovian variance switching	Feb 22, 2024	Learning TheoryLoad Forecasting	—Unverified
Generative Probabilistic Time Series Forecasting and Applications in Grid Operations	Feb 21, 2024	Decision MakingProbabilistic Time Series Forecasting	—Unverified
When and How: Learning Identifiable Latent States for Nonstationary Time Series Forecasting	Feb 20, 2024	Time SeriesTime Series Forecasting	—Unverified
Structural Knowledge Informed Continual Multivariate Time Series Forecasting	Feb 20, 2024	Continual LearningGraph structure learning	—Unverified
RPMixer: Shaking Up Time Series Forecasting with Random Projections for Large Spatial-Temporal Data	Feb 16, 2024	AllDiversity	—Unverified
Large Language Models for Forecasting and Anomaly Detection: A Systematic Literature Review	Feb 15, 2024	Anomaly ClassificationAnomaly Detection	—Unverified
Loss Shaping Constraints for Long-Term Time Series Forecasting	Feb 14, 2024	Time SeriesTime Series Forecasting	—Unverified
Only the Curve Shape Matters: Training Foundation Models for Zero-Shot Multivariate Time Series Forecasting through Next Curve Shape Prediction	Feb 12, 2024	Multivariate Time Series ForecastingTime Series	—Unverified
Sparse-VQ Transformer: An FFN-Free Framework with Vector Quantization for Enhanced Time Series Forecasting	Feb 8, 2024	Computational EfficiencyMultivariate Time Series Forecasting	—Unverified
Attention as Robust Representation for Time Series Forecasting	Feb 8, 2024	Multivariate Time Series ForecastingTime Series	—Unverified
A Novel Hyperdimensional Computing Framework for Online Time Series Forecasting on the Edge	Feb 3, 2024	Time SeriesTime Series Forecasting	CodeCode Available
LLMs learn governing principles of dynamical systems, revealing an in-context neural scaling law	Feb 1, 2024	Language ModelingLanguage Modelling	CodeCode Available
Distillation Enhanced Time Series Forecasting Network with Momentum Contrastive Learning	Jan 31, 2024	Contrastive LearningData Augmentation	CodeCode Available
Encoding Temporal Statistical-space Priors via Augmented Representation	Jan 30, 2024	Time SeriesTime Series Forecasting	—Unverified
Addressing Distribution Shift in Time Series Forecasting with Instance Normalization Flows	Jan 30, 2024	Time SeriesTime Series Forecasting	—Unverified
Dynamic Long-Term Time-Series Forecasting via Meta Transformer Networks	Jan 25, 2024	Time SeriesTime Series Forecasting	CodeCode Available
A Survey of Deep Learning and Foundation Models for Time Series Forecasting	Jan 25, 2024	Deep LearningKnowledge Graphs	—Unverified
Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting	Jan 22, 2024	Time SeriesTime Series Analysis	—Unverified
Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting	Jan 22, 2024	Decision MakingFederated Learning	—Unverified
Time Series Forecasting of HIV/AIDS in the Philippines Using Deep Learning: Does COVID-19 Epidemic Matter?	Jan 11, 2024	Time SeriesTime Series Forecasting	—Unverified
HiMTM: Hierarchical Multi-Scale Masked Time Series Modeling for Long-Term Forecasting	Jan 10, 2024	DecoderDemand Forecasting	—Unverified
Hypercomplex neural network in time series forecasting of stock data	Jan 9, 2024	Hyperparameter OptimizationTime 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