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 101–125 of 1609 papers

Title	Date	Tasks	Status	Hype
MambaTS: Improved Selective State Space Models for Long-term Time Series Forecasting	May 26, 2024	MambaState Space Models	CodeCode Available	2
Advancing Spiking Neural Networks for Sequential Modeling with Central Pattern Generators	May 23, 2024	image-classificationImage Classification	CodeCode Available	2
Large language models can be zero-shot anomaly detectors for time series?	May 23, 2024	Anomaly DetectionLanguage Modeling	CodeCode Available	2
GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing	May 18, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting	May 17, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2
Time Evidence Fusion Network: Multi-source View in Long-Term Time Series Forecasting	May 10, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2
Mamba-360: Survey of State Space Models as Transformer Alternative for Long Sequence Modelling: Methods, Applications, and Challenges	Apr 24, 2024	Drug DesignInductive Bias	CodeCode Available	2
ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting	Apr 8, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2
An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting	Mar 25, 2024	PositionTime Series	CodeCode Available	2
Addressing Concept Shift in Online Time Series Forecasting: Detect-then-Adapt	Mar 22, 2024	Data AugmentationTime Series	CodeCode Available	2
CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning	Mar 12, 2024	Knowledge DistillationMultivariate Time Series Forecasting	CodeCode Available	2
S^2IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting	Mar 9, 2024	Prompt LearningTime Series	CodeCode Available	2
MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process	Mar 9, 2024	Probabilistic Time Series ForecastingTime Series	CodeCode Available	2
Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling	Feb 20, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
SAMformer: Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention	Feb 15, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2
Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning	Feb 7, 2024	Contrastive LearningPrediction	CodeCode Available	2
Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals	Feb 4, 2024	Ensemble LearningTime Series	CodeCode Available	2
Self-Supervised Contrastive Learning for Long-term Forecasting	Feb 3, 2024	Contrastive LearningTime Series	CodeCode Available	2
Efficient and Effective Time-Series Forecasting with Spiking Neural Networks	Feb 2, 2024	Model SelectionTime Series	CodeCode Available	2
Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators	Jan 31, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
Fin-GAN: forecasting and classifying financial time series via generative adversarial networks	Jan 31, 2024	Generative Adversarial NetworkProbabilistic Time Series Forecasting	CodeCode Available	2
RWKV-TS: Beyond Traditional Recurrent Neural Network for Time Series Tasks	Jan 17, 2024	Computational EfficiencyTime Series	CodeCode Available	2
MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting	Dec 31, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective	Nov 10, 2023	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	2
Frequency-domain MLPs are More Effective Learners in Time Series Forecasting	Nov 10, 2023	Time SeriesTime Series Forecasting	CodeCode Available	2

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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