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
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional NetworkCode1
Instance-wise Graph-based Framework for Multivariate Time Series ForecastingCode1
Contrastive Neural Processes for Self-Supervised LearningCode1
Inductive Graph Neural Networks for Spatiotemporal KrigingCode1
Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingCode1
Integrating LSTMs and GNNs for COVID-19 ForecastingCode1
Combating Distribution Shift for Accurate Time Series Forecasting via HypernetworksCode1
How Much Can Time-related Features Enhance Time Series Forecasting?Code1
ImageFlowNet: Forecasting Multiscale Image-Level Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical ImagesCode1
Copula Conformal Prediction for Multi-step Time Series ForecastingCode1
Hierarchical Classification Auxiliary Network for Time Series ForecastingCode1
Improved Online Conformal Prediction via Strongly Adaptive Online LearningCode1
Large Language Models for Financial Aid in Financial Time-series ForecastingCode1
Graph Neural Networks for Improved El Niño ForecastingCode1
Graph Neural Controlled Differential Equations for Traffic ForecastingCode1
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural NetworksCode1
Conformal Time-series ForecastingCode1
Counterfactual Explanations for Time Series ForecastingCode1
Graph-based Time Series Clustering for End-to-End Hierarchical ForecastingCode1
Learning Fast and Slow for Online Time Series ForecastingCode1
Handling Concept Drift in Global 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
CrossLinear: Plug-and-Play Cross-Correlation Embedding for Time Series Forecasting with Exogenous VariablesCode1
A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality ModelingCode1
Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series ForecastingCode1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic ForecastingCode1
HDT: Hierarchical Discrete Transformer for Multivariate Time Series ForecastingCode1
AtsPy: Automated Time Series Forecasting in PythonCode1
LightCTS: A Lightweight Framework for Correlated Time Series ForecastingCode1
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
Coherent Probabilistic Aggregate Queries on Long-horizon ForecastsCode1
Long-Range Transformers for Dynamic Spatiotemporal ForecastingCode1
Generative Pretrained Hierarchical Transformer for Time Series ForecastingCode1
A spatio-temporal LSTM model to forecast across multiple temporal and spatial scalesCode1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series ForecastingCode1
CARD: Channel Aligned Robust Blend Transformer for Time Series ForecastingCode1
Adaptive Graph Convolutional Recurrent Network for Traffic ForecastingCode1
Mamba time series forecasting with uncertainty quantificationCode1
MegaCRN: Meta-Graph Convolutional Recurrent Network for Spatio-Temporal ModelingCode1
MemDA: Forecasting Urban Time Series with Memory-based Drift AdaptationCode1
FrAug: Frequency Domain Augmentation for Time Series ForecastingCode1
FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of ExpertsCode1
FlexTSF: A Universal Forecasting Model for Time Series with Variable RegularitiesCode1
Multi-modal learning for geospatial vegetation forecastingCode1
Deep and Confident Prediction for Time Series at UberCode1
First De-Trend then Attend: Rethinking Attention for Time-Series ForecastingCode1
Deep Autoregressive Models with Spectral AttentionCode1
Forecasting with Deep LearningCode1
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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