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 1026–1050 of 1609 papers

Title	Date	Tasks	Status
Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting	Nov 21, 2023	Graph LearningMultivariate Time Series Forecasting	—Unverified
TimeSQL: Improving Multivariate Time Series Forecasting with Multi-Scale Patching and Smooth Quadratic Loss	Nov 19, 2023	Multivariate Time Series ForecastingTime Series	—Unverified
Breaking Boundaries: Balancing Performance and Robustness in Deep Wireless Traffic Forecasting	Nov 16, 2023	Computational EfficiencyTime Series Forecasting	—Unverified
Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting	Nov 14, 2023	Time SeriesTime Series Forecasting	—Unverified
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
Long-term Time Series Forecasting based on Decomposition and Neural Ordinary Differential Equations	Nov 8, 2023	Time SeriesTime Series Forecasting	—Unverified
An adaptive standardisation methodology for Day-Ahead electricity price forecasting	Nov 5, 2023	Time SeriesTime Series Forecasting	CodeCode Available
Deep Double Descent for Time Series Forecasting: Avoiding Undertrained Models	Nov 2, 2023	Data AugmentationTime Series	—Unverified
WinNet: Make Only One Convolutional Layer Effective for Time Series Forecasting	Nov 1, 2023	Time SeriesTime Series Forecasting	CodeCode Available
A Systematic Review for Transformer-based Long-term Series Forecasting	Oct 31, 2023	Time SeriesTime Series Analysis	—Unverified
AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Data	Oct 31, 2023	Multivariate Time Series ForecastingTime Series	—Unverified
Progressive Neural Network for Multi-Horizon Time Series Forecasting	Oct 30, 2023	Time SeriesTime Series Forecasting	CodeCode Available
AMLNet: Adversarial Mutual Learning Neural Network for Non-AutoRegressive Multi-Horizon Time Series Forecasting	Oct 30, 2023	DecoderDiversity	CodeCode Available
Hierarchical Ensemble-Based Feature Selection for Time Series Forecasting	Oct 26, 2023	Feature Importancefeature selection	—Unverified
Quantum Long Short-Term Memory (QLSTM) vs Classical LSTM in Time Series Forecasting: A Comparative Study in Solar Power Forecasting	Oct 25, 2023	BenchmarkingHyperparameter Optimization	—Unverified
Attention-Based Ensemble Pooling for Time Series Forecasting	Oct 24, 2023	Time SeriesTime Series Forecasting	CodeCode Available
Grid Frequency Forecasting in University Campuses using Convolutional LSTM	Oct 24, 2023	Time SeriesTime Series Forecasting	—Unverified
Stock Market Directional Bias Prediction Using ML Algorithms	Oct 24, 2023	Algorithmic TradingPrediction	—Unverified
Graph Deep Learning for Time Series Forecasting	Oct 24, 2023	Deep LearningInductive Bias	—Unverified
Pyramidal Hidden Markov Model For Multivariate Time Series Forecasting	Oct 22, 2023	Multivariate Time Series ForecastingTime Series	—Unverified
Is Channel Independent strategy optimal for Time Series Forecasting?	Oct 18, 2023	ClusteringTime Series	—Unverified
Large Language Model Prediction Capabilities: Evidence from a Real-World Forecasting Tournament	Oct 17, 2023	Language ModelingLanguage Modelling	—Unverified
XRMDN: An Extended Recurrent Mixture Density Network for Short-Term Probabilistic Rider Demand Forecasting with High Volatility	Oct 15, 2023	Decision MakingDemand Forecasting	—Unverified
ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning	Oct 14, 2023	Time SeriesTime Series Forecasting	—Unverified
A novel decomposed-ensemble time series forecasting framework: capturing underlying volatility information	Oct 13, 2023	Time SeriesTime Series Forecasting	—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