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 251300 of 1609 papers

TitleStatusHype
PrimeNet: Pre-Training for Irregular Multivariate Time SeriesCode1
LETS Forecast: Learning Embedology for Time Series ForecastingCode1
CASA: CNN Autoencoder-based Score Attention for Efficient Multivariate Long-term Time-series ForecastingCode1
Automated Evolutionary Approach for the Design of Composite Machine Learning PipelinesCode1
A Multi-view Multi-task Learning Framework for Multi-variate Time Series ForecastingCode1
Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal NarrativeCode1
K^2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series ForecastingCode1
KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series ForecastingCode1
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional NetworkCode1
Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla TransformersCode1
AdaPTS: Adapting Univariate Foundation Models to Probabilistic Multivariate Time Series ForecastingCode1
Attractor Memory for Long-Term Time Series Forecasting: A Chaos PerspectiveCode1
Instance-wise Graph-based Framework for Multivariate Time Series ForecastingCode1
Integrating LSTMs and GNNs for COVID-19 ForecastingCode1
Improved Online Conformal Prediction via Strongly Adaptive Online LearningCode1
ImageFlowNet: Forecasting Multiscale Image-Level Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical ImagesCode1
Inductive Graph Neural Networks for Spatiotemporal KrigingCode1
Attention based Multi-Modal New Product Sales Time-series ForecastingCode1
Domain Adaptation for Time Series Forecasting via Attention SharingCode1
CrossLinear: Plug-and-Play Cross-Correlation Embedding for Time Series Forecasting with Exogenous VariablesCode1
Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingCode1
Interpretable Multivariate Time Series Forecasting with Temporal Attention Convolutional Neural NetworksCode1
Hierarchical Classification Auxiliary Network for Time Series ForecastingCode1
Attention as an RNNCode1
AtsPy: Automated Time Series Forecasting in PythonCode1
How Much Can Time-related Features Enhance Time Series Forecasting?Code1
Handling Concept Drift in Global Time Series ForecastingCode1
Counterfactual Explanations for Time Series ForecastingCode1
Graph Neural Networks for Improved El Niño ForecastingCode1
HDT: Hierarchical Discrete Transformer for Multivariate Time Series ForecastingCode1
Combating Distribution Shift for Accurate Time Series Forecasting via HypernetworksCode1
Interpretable Multivariate Time Series Forecasting Using Neural Fourier TransformCode1
GBT: Two-stage transformer framework for non-stationary time series forecastingCode1
Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated RepresentationsCode1
Generative Pretrained Hierarchical Transformer for Time Series ForecastingCode1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series ForecastingCode1
FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of ExpertsCode1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic ForecastingCode1
ForecastNet: A Time-Variant Deep Feed-Forward Neural Network Architecture for Multi-Step-Ahead Time-Series ForecastingCode1
Forecasting with Hyper-TreesCode1
ForecastPFN: Synthetically-Trained Zero-Shot ForecastingCode1
Copula Conformal Prediction for Multi-step Time Series ForecastingCode1
An Accurate and Fully-Automated Ensemble Model for Weekly Time Series ForecastingCode1
Multi-modal learning for geospatial vegetation forecastingCode1
CondTSF: One-line Plugin of Dataset Condensation for Time Series ForecastingCode1
A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality ModelingCode1
Forecasting with Deep LearningCode1
First De-Trend then Attend: Rethinking Attention for Time-Series ForecastingCode1
Conformal Time-series ForecastingCode1
FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series ForecastingCode1
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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