SOTAVerified

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

Showing 201250 of 1609 papers

TitleStatusHype
WinTSR: A Windowed Temporal Saliency Rescaling Method for Interpreting Time Series Deep Learning ModelsCode1
How Much Can Time-related Features Enhance Time Series Forecasting?Code1
Disentangled Interpretable Representation for Efficient Long-term Time Series ForecastingCode1
Peri-midFormer: Periodic Pyramid Transformer for Time Series AnalysisCode1
FlexTSF: A Universal Forecasting Model for Time Series with Variable RegularitiesCode1
WaveRoRA: Wavelet Rotary Route Attention for Multivariate Time Series ForecastingCode1
FACTS: A Factored State-Space Framework For World ModellingCode1
Enhancing Battery Storage Energy Arbitrage with Deep Reinforcement Learning and Time-Series ForecastingCode1
Large Language Models for Financial Aid in Financial Time-series ForecastingCode1
LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series ForecastingCode1
LTBoost: Boosted Hybrids of Ensemble Linear and Gradient Algorithms for the Long-term Time Series ForecastingCode1
LLM-Mixer: Multiscale Mixing in LLMs for Time Series ForecastingCode1
Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space ModelsCode1
Diffusion Auto-regressive Transformer for Effective Self-supervised Time Series ForecastingCode1
Can LLMs Understand Time Series Anomalies?Code1
Autoregressive Moving-average Attention Mechanism for Time Series ForecastingCode1
BACKTIME: Backdoor Attacks on Multivariate Time Series ForecastingCode1
Evolving Multi-Scale Normalization for Time Series Forecasting under Distribution ShiftsCode1
Practical Forecasting of Cryptocoins Timeseries using Correlation PatternsCode1
Mamba or Transformer for Time Series Forecasting? Mixture of Universals (MoU) Is All You NeedCode1
An Evaluation of Deep Learning Models for Stock Market Trend PredictionCode1
Wave-Mask/Mix: Exploring Wavelet-Based Augmentations for Time Series ForecastingCode1
Risk and cross validation in ridge regression with correlated samplesCode1
Scalable Transformer for High Dimensional Multivariate Time Series ForecastingCode1
Channel-Aware Low-Rank Adaptation in Time Series ForecastingCode1
Revisiting Attention for Multivariate Time Series ForecastingCode1
Addressing Prediction Delays in Time Series Forecasting: A Continuous GRU Approach with Derivative RegularizationCode1
SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time SeriesCode1
ImageFlowNet: Forecasting Multiscale Image-Level Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical ImagesCode1
SAGDFN: A Scalable Adaptive Graph Diffusion Forecasting Network for Multivariate Time Series ForecastingCode1
XXLTraffic: Expanding and Extremely Long Traffic forecasting beyond test adaptationCode1
Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant LearningCode1
DeformTime: Capturing Variable Dependencies with Deformable Attention for Time Series ForecastingCode1
CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series ForecastingCode1
TimeSieve: Extracting Temporal Dynamics through Information BottlenecksCode1
CondTSF: One-line Plugin of Dataset Condensation for Time Series ForecastingCode1
Hierarchical Classification Auxiliary Network for Time Series ForecastingCode1
Scaling Law for Time Series ForecastingCode1
Interpretable Multivariate Time Series Forecasting Using Neural Fourier TransformCode1
Attention as an RNNCode1
FAITH: Frequency-domain Attention In Two Horizons for Time Series ForecastingCode1
Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla TransformersCode1
VCformer: Variable Correlation Transformer with Inherent Lagged Correlation for Multivariate Time Series ForecastingCode1
LaT-PFN: A Joint Embedding Predictive Architecture for In-context Time-series ForecastingCode1
Forecasting with Hyper-TreesCode1
D-PAD: Deep-Shallow Multi-Frequency Patterns Disentangling for Time Series ForecastingCode1
An Analysis of Linear Time Series Forecasting ModelsCode1
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous VariablesCode1
Generative Pretrained Hierarchical Transformer for Time Series ForecastingCode1
DiffPLF: A Conditional Diffusion Model for Probabilistic Forecasting of EV Charging LoadCode1
Show:102550
← PrevPage 5 of 33Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1InformerMSE0.88Unverified
2QuerySelectorMSE0.85Unverified
3TransformerMSE0.83Unverified
4AarenMSE0.65Unverified
5RPMixerMSE0.52Unverified
6MOIRAILargeMSE0.51Unverified
7ATFNetMSE0.51Unverified
8AutoformerMSE0.51Unverified
9SCINetMSE0.5Unverified
10S-MambaMSE0.49Unverified
#ModelMetricClaimedVerifiedStatus
1QuerySelectorMSE1.12Unverified
2TransformerMSE1.11Unverified
3InformerMSE0.94Unverified
4GLinearMSE0.59Unverified
5SCINetMSE0.54Unverified
6MoLE-DLinearMSE0.51Unverified
7PRformerMSE0.49Unverified
8TEFNMSE0.48Unverified
9DLinearMSE0.47Unverified
10FiLMMSE0.47Unverified
#ModelMetricClaimedVerifiedStatus
1TransformerMSE2.66Unverified
2QuerySelectorMSE2.32Unverified
3InformerMSE1.67Unverified
4DLinearMSE0.45Unverified
5TEFNMSE0.42Unverified
6MoLE-DLinearMSE0.42Unverified
7FiLMMSE0.38Unverified
8MoLE-RLinearMSE0.37Unverified
9SCINetMSE0.37Unverified
10PRformerMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TransformerMSE3.18Unverified
2QuerySelectorMSE3.07Unverified
3InformerMSE2.34Unverified
4MoLE-DLinearMSE0.61Unverified
5DLinearMSE0.61Unverified
6SCINetMSE0.48Unverified
7FiLMMSE0.44Unverified
8TEFNMSE0.43Unverified
9TiDEMSE0.42Unverified
10MoLE-RLinearMSE0.41Unverified
#ModelMetricClaimedVerifiedStatus
1MoLE-DLinearMSE0.45Unverified
2TEFNMSE0.43Unverified
3FiLMMSE0.41Unverified
4PatchTST/64MSE0.41Unverified
5TiDEMSE0.41Unverified
6NLinearMSE0.41Unverified
7DiPE-LinearMSE0.41Unverified
8DLinearMSE0.41Unverified
9RLinearMSE0.4Unverified
10MoLE-RLinearMSE0.4Unverified
#ModelMetricClaimedVerifiedStatus
1DLinearMSE0.38Unverified
2TEFNMSE0.38Unverified
3MoLE-DLinearMSE0.36Unverified
4FiLMMSE0.36Unverified
5NLinearMSE0.34Unverified
6PatchTST/64MSE0.34Unverified
7MoLE-RLinearMSE0.34Unverified
8LTBoost (drop_last=false)MSE0.33Unverified
9PRformerMSE0.33Unverified
10TiDEMSE0.33Unverified
#ModelMetricClaimedVerifiedStatus
1DLinearMSE0.29Unverified
2TEFNMSE0.29Unverified
3MoLE-DLinearMSE0.29Unverified
4FiLMMSE0.28Unverified
5NLinearMSE0.28Unverified
6TSMixerMSE0.28Unverified
7DiPE-LinearMSE0.28Unverified
8PatchTST/64MSE0.27Unverified
9MoLE-RLinearMSE0.27Unverified
10TiDEMSE0.27Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.38Unverified
2MoLE-DLinearMSE0.38Unverified
3MoLE-RLinearMSE0.38Unverified
4TiDEMSE0.38Unverified
5FiLMMSE0.37Unverified
6PatchTST/64MSE0.37Unverified
7DiPE-LinearMSE0.37Unverified
8TSMixerMSE0.37Unverified
9RLinearMSE0.37Unverified
10TTMMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.23Unverified
2DLinearMSE0.22Unverified