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 1351–1375 of 1609 papers

Title	Date	Tasks	Status	Hype
Sparsifying Networks via Subdifferential Inclusion	Jan 1, 2021	image-classificationImage Classification	—Unverified	0
Ensembles of Localised Models for Time Series Forecasting	Dec 30, 2020	ClusteringTime Series	CodeCode Available	1
Global Models for Time Series Forecasting: A Simulation Study	Dec 23, 2020	Time SeriesTime Series Analysis	CodeCode Available	0
Machine Learning Advances for Time Series Forecasting	Dec 23, 2020	BIG-bench Machine LearningTime Series	—Unverified	0
COVID-19 Outbreak Prediction and Analysis using Self Reported Symptoms	Dec 21, 2020	DiagnosticTime Series Analysis	—Unverified	0
Series Saliency: Temporal Interpretation for Multivariate Time Series Forecasting	Dec 16, 2020	Data AugmentationMultivariate Time Series Forecasting	—Unverified	0
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting	Dec 14, 2020	DecoderMultivariate Time Series Forecasting	CodeCode Available	1
An Expectation-Based Network Scan Statistic for a COVID-19 Early Warning System	Dec 8, 2020	Time SeriesTime Series Analysis	—Unverified	0
Dynamic Clustering in Federated Learning	Dec 7, 2020	ClusteringFederated Learning	—Unverified	0
Graph Neural Networks for Improved El Niño Forecasting	Dec 2, 2020	Deep LearningMultivariate Time Series Forecasting	CodeCode Available	1
Adversarial Sparse Transformer for Time Series Forecasting	Dec 1, 2020	Multivariate Time Series ForecastingPrediction	CodeCode Available	1
Deep Rao-Blackwellised Particle Filters for Time Series Forecasting	Dec 1, 2020	DecoderTime Series	—Unverified	0
Probabilistic Time Series Forecasting with Shape and Temporal Diversity	Dec 1, 2020	DiversityPoint Processes	CodeCode Available	1
Functional Time Series Forecasting: Functional Singular Spectrum Analysis Approaches	Nov 26, 2020	Time SeriesTime Series Analysis	—Unverified	0
Unsupervised learning for economic risk evaluation in the context of Covid-19 pandemic	Nov 26, 2020	Time SeriesTime Series Analysis	—Unverified	0
Analysis of Empirical Mode Decomposition-based Load and Renewable Time Series Forecasting	Nov 23, 2020	Time SeriesTime Series Analysis	—Unverified	0
Two-Step Meta-Learning for Time-Series Forecasting Ensemble	Nov 20, 2020	DiversityMeta-Learning	—Unverified	0
Visual Time Series Forecasting: An Image-driven Approach	Nov 18, 2020	QuantizationTime Series	—Unverified	0
Energy consumption forecasting using a stacked nonparametric Bayesian approach	Nov 11, 2020	Time SeriesTime Series Analysis	—Unverified	0
Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems	Nov 11, 2020	Deep LearningTime Series	—Unverified	0
Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model	Nov 10, 2020	ManagementTime Series	—Unverified	0
Forecasting Emergency Department Capacity Constraints for COVID Isolation Beds	Nov 9, 2020	Time SeriesTime Series Analysis	—Unverified	0
Predicting the Future is like Completing a Painting!	Nov 9, 2020	Image InpaintingPhilosophy	—Unverified	0
Statistical analysis of Wasserstein GANs with applications to time series forecasting	Nov 5, 2020	Time SeriesTime Series Analysis	—Unverified	0
Predictive Process Model Monitoring using Recurrent Neural Networks	Nov 5, 2020	modelPredictive Process Monitoring	—Unverified	0

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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