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
MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process Download PDFCode1
Graph Neural Networks for Improved El Niño ForecastingCode1
CASA: CNN Autoencoder-based Score Attention for Efficient Multivariate Long-term Time-series ForecastingCode1
Evolving Multi-Scale Normalization for Time Series Forecasting under Distribution ShiftsCode1
MFRFNN: Multi-Functional Recurrent Fuzzy Neural Network for Chaotic Time Series PredictionCode1
FCDNet: Frequency-Guided Complementary Dependency Modeling for Multivariate Time-Series ForecastingCode1
Modeling Long- and Short-Term Temporal Patterns with Deep Neural NetworksCode1
AdaPTS: Adapting Univariate Foundation Models to Probabilistic Multivariate Time Series ForecastingCode1
Attractor Memory for Long-Term Time Series Forecasting: A Chaos PerspectiveCode1
MegaCRN: Meta-Graph Convolutional Recurrent Network for Spatio-Temporal ModelingCode1
Ensemble Conformalized Quantile Regression for Probabilistic Time Series ForecastingCode1
MemDA: Forecasting Urban Time Series with Memory-based Drift AdaptationCode1
Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space ModelsCode1
Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMsCode1
Mamba or Transformer for Time Series Forecasting? Mixture of Universals (MoU) Is All You NeedCode1
Attention based Multi-Modal New Product Sales Time-series ForecastingCode1
Ensembles of Localised Models for Time Series ForecastingCode1
Mamba time series forecasting with uncertainty quantificationCode1
Meta-learning framework with applications to zero-shot time-series forecastingCode1
Enhancing Battery Storage Energy Arbitrage with Deep Reinforcement Learning and Time-Series ForecastingCode1
Attention as an RNNCode1
LTBoost: Boosted Hybrids of Ensemble Linear and Gradient Algorithms for the Long-term Time Series ForecastingCode1
AtsPy: Automated Time Series Forecasting in PythonCode1
FC-GAGA: Fully Connected Gated Graph Architecture for Spatio-Temporal Traffic ForecastingCode1
Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecastingCode1
Low-Rank Autoregressive Tensor Completion for Multivariate Time Series ForecastingCode1
CARD: Channel Aligned Robust Blend Transformer for Time Series ForecastingCode1
Methodology for forecasting and optimization in IEEE-CIS 3rd Technical ChallengeCode1
Multi-horizon short-term load forecasting using hybrid of LSTM and modified split convolutionCode1
LLM-Mixer: Multiscale Mixing in LLMs for Time Series ForecastingCode1
Coherent Probabilistic Aggregate Queries on Long-horizon ForecastsCode1
LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series ForecastingCode1
LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series ForecastersCode1
Long-Range Transformers for Dynamic Spatiotemporal ForecastingCode1
Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla TransformersCode1
Dynamical Diffusion: Learning Temporal Dynamics with Diffusion ModelsCode1
Dynamic Graph Learning-Neural Network for Multivariate Time Series ModelingCode1
EarthNet2021: A large-scale dataset and challenge for Earth surface forecasting as a guided video prediction taskCode1
LightCTS: A Lightweight Framework for Correlated Time Series ForecastingCode1
Long term 5G network traffic forecasting via modeling non-stationarity with deep learningCode1
Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series ForecastingCode1
D-PAD: Deep-Shallow Multi-Frequency Patterns Disentangling for Time Series ForecastingCode1
TS2Vec: Towards Universal Representation of Time SeriesCode1
Learning Gaussian Mixture Representations for Tensor Time Series ForecastingCode1
An Accurate and Fully-Automated Ensemble Model for Weekly Time Series 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
Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series ForecastingCode1
Conformal Time-series ForecastingCode1
Learning to Embed Time Series Patches IndependentlyCode1
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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