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 1076–1100 of 1609 papers

Title	Date	Tasks	Status
DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series	Aug 26, 2023	Time SeriesTime Series Forecasting	—Unverified
Probabilistic load forecasting with Reservoir Computing	Aug 24, 2023	Computational EfficiencyLoad Forecasting	—Unverified
ST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic Forecasting	Aug 14, 2023	Computational EfficiencyManagement	—Unverified
A Forecaster's Review of Judea Pearl's Causality: Models, Reasoning and Inference, Second Edition, 2009	Aug 10, 2023	Causal InferenceTime Series	—Unverified
DeepTSF: Codeless machine learning operations for time series forecasting	Jul 28, 2023	Load ForecastingManagement	CodeCode Available
A Distance Correlation-Based Approach to Characterize the Effectiveness of Recurrent Neural Networks for Time Series Forecasting	Jul 28, 2023	Time SeriesTime Series Forecasting	—Unverified
HUTFormer: Hierarchical U-Net Transformer for Long-Term Traffic Forecasting	Jul 27, 2023	DecoderTime Series	—Unverified
Emerging Statistical Machine Learning Techniques for Extreme Temperature Forecasting in U.S. Cities	Jul 26, 2023	Gaussian ProcessesTime Series	—Unverified
Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins	Jul 17, 2023	Time Series Forecasting	—Unverified
MPR-Net:Multi-Scale Pattern Reproduction Guided Universality Time Series Interpretable Forecasting	Jul 13, 2023	Time SeriesTime Series Forecasting	—Unverified
GEANN: Scalable Graph Augmentations for Multi-Horizon Time Series Forecasting	Jul 7, 2023	Data AugmentationDecoder	—Unverified
Fourier-Mixed Window Attention: Accelerating Informer for Long Sequence Time-Series Forecasting	Jul 2, 2023	Time SeriesTime Series Forecasting	CodeCode Available
Improving the Transferability of Time Series Forecasting with Decomposition Adaptation	Jun 30, 2023	Multivariate Time Series ForecastingTime Series	—Unverified
Alternative Telescopic Displacement: An Efficient Multimodal Alignment Method	Jun 29, 2023	Arrhythmia DetectionCross-Modal Retrieval	CodeCode Available
Learning Dynamic Graphs from All Contextual Information for Accurate Point-of-Interest Visit Forecasting	Jun 28, 2023	AllDecision Making	CodeCode Available
Comparative Study of Predicting Stock Index Using Deep Learning Models	Jun 24, 2023	Deep LearningTime Series	—Unverified
What Constitutes Good Contrastive Learning in Time-Series Forecasting?	Jun 21, 2023	Contrastive LearningRepresentation Learning	CodeCode Available
G-NM: A Group of Numerical Time Series Prediction Models	Jun 20, 2023	Time SeriesTime Series Forecasting	—Unverified
Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting	Jun 19, 2023	Knowledge GraphsTime Series	—Unverified
Deep Learning for Energy Time-Series Analysis and Forecasting	Jun 15, 2023	Deep LearningDemand Forecasting	—Unverified
GCformer: An Efficient Framework for Accurate and Scalable Long-Term Multivariate Time Series Forecasting	Jun 14, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available
Robustness and Generalization Performance of Deep Learning Models on Cyber-Physical Systems: A Comparative Study	Jun 13, 2023	Data AugmentationTime Series	CodeCode Available
Making forecasting self-learning and adaptive -- Pilot forecasting rack	Jun 12, 2023	Feature EngineeringSelf-Learning	—Unverified
MPPN: Multi-Resolution Periodic Pattern Network For Long-Term Time Series Forecasting	Jun 12, 2023	Time SeriesTime Series Forecasting	—Unverified
QBSD: Quartile-Based Seasonality Decomposition for Cost-Effective RAN KPI Forecasting	Jun 9, 2023	Anomaly DetectionTime Series	CodeCode Available

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