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 301350 of 1609 papers

TitleStatusHype
Predictive Modeling of Menstrual Cycle Length: A Time Series Forecasting ApproachCode1
Long term 5G network traffic forecasting via modeling non-stationarity with deep learningCode1
Learning Gaussian Mixture Representations for Tensor Time Series ForecastingCode1
Improving day-ahead Solar Irradiance Time Series Forecasting by Leveraging Spatio-Temporal ContextCode1
Graph-based Time Series Clustering for End-to-End Hierarchical ForecastingCode1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic ForecastingCode1
Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series ForecastingCode1
A Joint Time-frequency Domain Transformer for Multivariate Time Series ForecastingCode1
Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series ForecastingCode1
CARD: Channel Aligned Robust Blend Transformer for Time Series ForecastingCode1
Revisiting Long-term Time Series Forecasting: An Investigation on Linear MappingCode1
Sequential Latent Variable Models for Few-Shot High-Dimensional Time-Series ForecastingCode1
The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series ForecastingCode1
Handling Concept Drift in Global Time Series ForecastingCode1
Simple Contrastive Representation Learning for Time Series ForecastingCode1
Multi-modal learning for geospatial vegetation forecastingCode1
Towards Diverse and Coherent Augmentation for Time-Series ForecastingCode1
Discovering Predictable Latent Factors for Time Series ForecastingCode1
TSMixer: An All-MLP Architecture for Time Series ForecastingCode1
LightCTS: A Lightweight Framework for Correlated Time Series ForecastingCode1
Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series ForecastingCode1
Weather2K: A Multivariate Spatio-Temporal Benchmark Dataset for Meteorological Forecasting Based on Real-Time Observation Data from Ground Weather StationsCode1
Exploring the Advantages of Transformers for High-Frequency TradingCode1
FrAug: Frequency Domain Augmentation for Time Series ForecastingCode1
Forecasting with Deep LearningCode1
Improved Online Conformal Prediction via Strongly Adaptive Online LearningCode1
Taming Local Effects in Graph-based Spatiotemporal ForecastingCode1
StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time SeriesCode1
Ti-MAE: Self-Supervised Masked Time Series AutoencodersCode1
A Transformer-based Diffusion Probabilistic Model for Heart Rate and Blood Pressure Forecasting in Intensive Care UnitCode1
Sepformer-based Models: More Efficient Models for Long Sequence Time-Series ForecastingCode1
Temporal Saliency Detection Towards Explainable Transformer-based Timeseries ForecastingCode1
First De-Trend then Attend: Rethinking Attention for Time-Series ForecastingCode1
MegaCRN: Meta-Graph Convolutional Recurrent Network for Spatio-Temporal ModelingCode1
Copula Conformal Prediction for Multi-step Time Series ForecastingCode1
FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series ForecastingCode1
Federated Learning for 5G Base Station Traffic ForecastingCode1
Spatio-Temporal Meta-Graph Learning for Traffic ForecastingCode1
SETAR-Tree: A Novel and Accurate Tree Algorithm for Global Time Series ForecastingCode1
A Comprehensive Survey of Regression Based Loss Functions for Time Series ForecastingCode1
Probabilistic Decomposition Transformer for Time Series ForecastingCode1
TILDE-Q: A Transformation Invariant Loss Function for Time-Series ForecastingCode1
Sinusoidal Frequency Estimation by Gradient DescentCode1
SpectraNet: Multivariate Forecasting and Imputation under Distribution Shifts and Missing DataCode1
Regularized Graph Structure Learning with Semantic Knowledge for Multi-variates Time-Series ForecastingCode1
PromptCast: A New Prompt-based Learning Paradigm for Time Series ForecastingCode1
W-Transformers : A Wavelet-based Transformer Framework for Univariate Time Series ForecastingCode1
Spatio-Temporal Wind Speed Forecasting using Graph Networks and Novel Transformer ArchitecturesCode1
AA-Forecast: Anomaly-Aware Forecast for Extreme EventsCode1
Expressing Multivariate Time Series as Graphs with Time Series Attention TransformerCode1
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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
4DLinearMSE0.61Unverified
5MoLE-DLinearMSE0.61Unverified
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
8TiDEMSE0.33Unverified
9LTBoost (drop_last=false)MSE0.33Unverified
10PRformerMSE0.33Unverified
#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
3TiDEMSE0.38Unverified
4MoLE-RLinearMSE0.38Unverified
5FiLMMSE0.37Unverified
6PatchTST/64MSE0.37Unverified
7DiPE-LinearMSE0.37Unverified
8TSMixerMSE0.37Unverified
9RLinearMSE0.37Unverified
10TTMMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.23Unverified
2DLinearMSE0.22Unverified