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 1551–1575 of 1609 papers

Title	Date	Tasks	Status
Multi-task Learning for Financial Forecasting	Sep 27, 2018	Multi-Task LearningTime Series	—Unverified
A generalized financial time series forecasting model based on automatic feature engineering using genetic algorithms and support vector machine	Sep 18, 2018	Feature Engineeringfeature selection	—Unverified
On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters	Sep 16, 2018	regressionTime Series	CodeCode Available
Temporal Pattern Attention for Multivariate Time Series Forecasting	Sep 12, 2018	Multivariate Time Series ForecastingTime Series	CodeCode Available
Memristive LSTM network hardware architecture for time-series predictive modeling problem	Sep 10, 2018	Time SeriesTime Series Analysis	—Unverified
A Memory-Network Based Solution for Multivariate Time-Series Forecasting	Sep 6, 2018	Multivariate Time Series ForecastingQuestion Answering	CodeCode Available
VLSTM: Very Long Short-Term Memory Networks for High-Frequency Trading	Sep 5, 2018	Time SeriesTime Series Analysis	—Unverified
Correlated Time Series Forecasting using Deep Neural Networks: A Summary of Results	Aug 29, 2018	Correlated Time Series ForecastingMulti-Task Learning	—Unverified
SeriesNet:A Generative Time Series Forecasting Model	Aug 23, 2018	modelTime Series	—Unverified
Combining time-series and textual data for taxi demand prediction in event areas: a deep learning approach	Aug 16, 2018	Demand ForecastingTime Series	—Unverified
Development and Evaluation of Recurrent Neural Network based Models for Hourly Traffic Volume and AADT Prediction	Aug 15, 2018	ImputationMissing Values	—Unverified
A Capsule Network for Traffic Speed Prediction in Complex Road Networks	Jul 23, 2018	Time SeriesTime Series Analysis	CodeCode Available
Deep Learning for Epidemiological Predictions	Jul 21, 2018	Deep LearningEpidemiology	—Unverified
To Post or Not to Post: Using Online Trends to Predict Popularity of Offline Content	Jul 17, 2018	ArticlesTime Series	—Unverified
Accurate Uncertainties for Deep Learning Using Calibrated Regression	Jul 1, 2018	Deep LearningModel-based Reinforcement Learning	CodeCode Available
Foundations of Sequence-to-Sequence Modeling for Time Series	May 9, 2018	Time SeriesTime Series Analysis	—Unverified
Spatio-Temporal Neural Networks for Space-Time Series Forecasting and Relations Discovery	Apr 23, 2018	DecoderEpidemiology	—Unverified
MOrdReD: Memory-based Ordinal Regression Deep Neural Networks for Time Series Forecasting	Mar 26, 2018	Astronomyregression	CodeCode Available
Theory and Algorithms for Forecasting Time Series	Mar 15, 2018	Time SeriesTime Series Analysis	—Unverified
Sales forecasting using WaveNet within the framework of the Kaggle competition	Mar 11, 2018	Time SeriesTime Series Analysis	—Unverified
Construction of neural networks for realization of localized deep learning	Mar 9, 2018	Deep LearningDimensionality Reduction	—Unverified
Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction	Feb 23, 2018	image-classificationImage Classification	CodeCode Available
Brain-inspired photonic signal processor for periodic pattern generation and chaotic system emulation	Feb 6, 2018	Time SeriesTime Series Analysis	—Unverified
Dilated Convolutional Neural Networks for Time Series Forecasting	Jan 2, 2018	Time SeriesTime Series Analysis	CodeCode Available
Bayesian Time Series Forecasting with Change Point and Anomaly Detection	Jan 1, 2018	Anomaly DetectionChange Point Detection	—Unverified

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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	DLinear	MSE	0.61	—	Unverified
5	MoLE-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	TiDE	MSE	0.33	—	Unverified
9	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
10	PRformer	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	TiDE	MSE	0.38	—	Unverified
4	MoLE-RLinear	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