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 1051–1075 of 1609 papers

Title	Date	Tasks	Status
Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions	Oct 11, 2023	Time SeriesTime Series Classification	—Unverified
Generalized Mixture Model for Extreme Events Forecasting in Time Series Data	Oct 11, 2023	PredictionStock Price Prediction	—Unverified
Deep Optimal Timing Strategies for Time Series	Oct 9, 2023	Probabilistic Time Series ForecastingTime Series	CodeCode Available
Performative Time-Series Forecasting	Oct 9, 2023	Time SeriesTime Series Forecasting	CodeCode Available
Prompting-based Temporal Domain Generalization	Oct 3, 2023	Domain GeneralizationTime Series	—Unverified
Perceiver-based CDF Modeling for Time Series Forecasting	Oct 3, 2023	PredictionTime Series	—Unverified
Modality-aware Transformer for Financial Time series Forecasting	Oct 2, 2023	Feature ImportanceTime Series	—Unverified
Embedded Temporal Feature Selection for Time Series Forecasting Using Deep Learning	Oct 1, 2023	Deep Learningfeature selection	CodeCode Available
Balancing Computational Efficiency and Forecast Error in Machine Learning-based Time-Series Forecasting: Insights from Live Experiments on Meteorological Nowcasting	Sep 26, 2023	Computational EfficiencyDrift Detection	—Unverified
Revealing the Power of Masked Autoencoders in Traffic Forecasting	Sep 26, 2023	DecoderMultivariate Time Series Forecasting	CodeCode Available
Enhancing Prediction and Analysis of UK Road Traffic Accident Severity Using AI: Integration of Machine Learning, Econometric Techniques, and Time Series Forecasting in Public Health Research	Sep 23, 2023	AutoMLTime Series	—Unverified
Monotonic Neural Ordinary Differential Equation: Time-series Forecasting for Cumulative Data	Sep 23, 2023	Decision MakingTime Series	—Unverified
Time-Series Forecasting: Unleashing Long-Term Dependencies with Fractionally Differenced Data	Sep 23, 2023	Binary ClassificationSentiment Analysis	—Unverified
Implementing a new fully stepwise decomposition-based sampling technique for the hybrid water level forecasting model in real-world application	Sep 19, 2023	Time SeriesTime Series Forecasting	—Unverified
PDRL: Multi-Agent based Reinforcement Learning for Predictive Monitoring	Sep 19, 2023	Deep Reinforcement Learningreinforcement-learning	—Unverified
Graph-enabled Reinforcement Learning for Time Series Forecasting with Adaptive Intelligence	Sep 18, 2023	Bayesian OptimisationDeep Learning	—Unverified
Quantitative Analysis of Forecasting Models:In the Aspect of Online Political Bias	Sep 11, 2023	MisinformationTime Series	—Unverified
Enhancing Asynchronous Time Series Forecasting with Contrastive Relational Inference	Sep 6, 2023	Point ProcessesTime Series	—Unverified
Encoding Seasonal Climate Predictions for Demand Forecasting with Modular Neural Network	Sep 5, 2023	Demand ForecastingTime Series	—Unverified
Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting	Sep 5, 2023	Deep LearningEconometrics	CodeCode Available
Communication-Efficient Design of Learning System for Energy Demand Forecasting of Electrical Vehicles	Sep 4, 2023	Demand ForecastingFederated Learning	CodeCode Available
Rail Crack Propagation Forecasting Using Multi-horizons RNNs	Sep 4, 2023	Time SeriesTime Series Forecasting	—Unverified
How Does Forecasting Affect the Convergence of DRL Techniques in O-RAN Slicing?	Sep 1, 2023	Deep Reinforcement LearningTime Series Forecasting	—Unverified
MadSGM: Multivariate Anomaly Detection with Score-based Generative Models	Aug 29, 2023	Anomaly DetectionDenoising	—Unverified
Hierarchical Time Series Forecasting with Bayesian Modeling	Aug 28, 2023	Time SeriesTime Series Analysis	—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