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
Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series ForecastingCode1
Contrastive Neural Processes for Self-Supervised LearningCode1
Evolving Multi-Scale Normalization for Time Series Forecasting under Distribution ShiftsCode1
Multi-resolution Time-Series Transformer for Long-term ForecastingCode1
Multi-scale Transformer Pyramid Networks for Multivariate Time Series ForecastingCode1
Multi-horizon short-term load forecasting using hybrid of LSTM and modified split convolutionCode1
Ensembles of Localised Models for Time Series ForecastingCode1
FAITH: Frequency-domain Attention In Two Horizons for Time Series ForecastingCode1
DEFM: Delay E mbedding based Forecast Machine for Time Series Forecasting by Spatiotemporal Information TransformationCode1
Copula Conformal Prediction for Multi-step Time Series ForecastingCode1
Neural Conformal Control for Time Series ForecastingCode1
Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMsCode1
Monash University, UEA, UCR Time Series Extrinsic Regression ArchiveCode1
Multivariate Time Series Forecasting with Transfer Entropy GraphCode1
FACTS: A Factored State-Space Framework For World ModellingCode1
Correlated Time Series Self-Supervised Representation Learning via Spatiotemporal BootstrappingCode1
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural NetworksCode1
Counterfactual Explanations for Time Series ForecastingCode1
Conformal Time-series ForecastingCode1
Monash Time Series Forecasting ArchiveCode1
Enhancing Battery Storage Energy Arbitrage with Deep Reinforcement Learning and Time-Series ForecastingCode1
An Accurate and Fully-Automated Ensemble Model for Weekly Time Series ForecastingCode1
Ensemble Conformalized Quantile Regression for Probabilistic 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
FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series ForecastingCode1
MSHyper: Multi-Scale Hypergraph Transformer for Long-Range Time Series ForecastingCode1
FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series ForecastingCode1
AtsPy: Automated Time Series Forecasting in PythonCode1
Few-Shot Forecasting of Time-Series with Heterogeneous ChannelsCode1
Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecastingCode1
Mixture-of-Linear-Experts for Long-term Time Series ForecastingCode1
FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series ForecastingCode1
MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process Download PDFCode1
A spatio-temporal LSTM model to forecast across multiple temporal and spatial scalesCode1
Adaptive Graph Convolutional Recurrent Network for Traffic ForecastingCode1
Modeling Long- and Short-Term Temporal Patterns with Deep Neural NetworksCode1
First De-Trend then Attend: Rethinking Attention for Time-Series ForecastingCode1
MTBench: A Multimodal Time Series Benchmark for Temporal Reasoning and Question AnsweringCode1
PeakWeather: MeteoSwiss Weather Station Measurements for Spatiotemporal Deep LearningCode1
MegaCRN: Meta-Graph Convolutional Recurrent Network for Spatio-Temporal ModelingCode1
Dynamic Graph Learning-Neural Network for Multivariate Time Series ModelingCode1
MemDA: Forecasting Urban Time Series with Memory-based Drift AdaptationCode1
EarthNet2021: A large-scale dataset and challenge for Earth surface forecasting as a guided video prediction taskCode1
Dynamical Diffusion: Learning Temporal Dynamics with Diffusion ModelsCode1
Meta-learning framework with applications to zero-shot time-series forecastingCode1
Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space ModelsCode1
D-PAD: Deep-Shallow Multi-Frequency Patterns Disentangling for Time Series ForecastingCode1
Deep Autoregressive Models with Spectral AttentionCode1
Mamba or Transformer for Time Series Forecasting? Mixture of Universals (MoU) Is All You NeedCode1
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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