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 351400 of 1609 papers

TitleStatusHype
Discovering Predictable Latent Factors for Time Series ForecastingCode1
Multi-resolution Time-Series Transformer for Long-term ForecastingCode1
Graph Neural Networks for Improved El Niño ForecastingCode1
Multi-scale Transformer Pyramid Networks for Multivariate Time Series ForecastingCode1
Disentangling Long-Short Term State Under Unknown Interventions for Online Time Series ForecastingCode1
Multivariate Time Series Forecasting with Transfer Entropy GraphCode1
Multivariate Time Series Forecasting with Dynamic Graph Neural ODEsCode1
Graph Neural Networks for Multivariate Time Series Regression with Application to Seismic DataCode1
A spatio-temporal LSTM model to forecast across multiple temporal and spatial scalesCode1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic ForecastingCode1
Diffusion Convolutional Recurrent Neural Network: Data-Driven Traffic ForecastingCode1
Adaptive Graph Convolutional Recurrent Network for Traffic ForecastingCode1
Discrete Graph Structure Learning for Forecasting Multiple Time SeriesCode1
A Multi-view Multi-task Learning Framework for Multi-variate Time Series ForecastingCode1
Graph-based Time Series Clustering for End-to-End Hierarchical ForecastingCode1
Hierarchical Classification Auxiliary Network for Time Series ForecastingCode1
Integrating LSTMs and GNNs for COVID-19 ForecastingCode1
TS2Vec: Towards Universal Representation of Time SeriesCode1
GBT: Two-stage transformer framework for non-stationary time series forecastingCode1
PeakWeather: MeteoSwiss Weather Station Measurements for Spatiotemporal Deep LearningCode1
Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated RepresentationsCode1
Generative Pretrained Hierarchical Transformer for Time Series ForecastingCode1
Practical Forecasting of Cryptocoins Timeseries using Correlation PatternsCode1
Prediction of the Position of External Markers Using a Recurrent Neural Network Trained With Unbiased Online Recurrent Optimization for Safe Lung Cancer RadiotherapyCode1
FrAug: Frequency Domain Augmentation for Time Series ForecastingCode1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series ForecastingCode1
ForecastPFN: Synthetically-Trained Zero-Shot ForecastingCode1
Diffusion Auto-regressive Transformer for Effective Self-supervised Time Series ForecastingCode1
Deep Switching Auto-Regressive Factorization:Application to Time Series ForecastingCode1
Deep Switching State Space Model (DS^3M) for Nonlinear Time Series Forecasting with Regime SwitchingCode1
FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of ExpertsCode1
Multi-modal learning for geospatial vegetation forecastingCode1
FlexTSF: A Universal Forecasting Model for Time Series with Variable RegularitiesCode1
Forecasting with Deep LearningCode1
First De-Trend then Attend: Rethinking Attention for Time-Series ForecastingCode1
CMoS: Rethinking Time Series Prediction Through the Lens of Chunk-wise Spatial CorrelationsCode1
DeformTime: Capturing Variable Dependencies with Deformable Attention for Time Series ForecastingCode1
Forecasting with Hyper-TreesCode1
auto-sktime: Automated Time Series ForecastingCode1
ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series ForecastingCode1
CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series ForecastingCode1
Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series ForecastingCode1
Financial time series forecasting with multi-modality graph neural networkCode1
ForecastNet: A Time-Variant Deep Feed-Forward Neural Network Architecture for Multi-Step-Ahead Time-Series ForecastingCode1
Few-Shot Forecasting of Time-Series with Heterogeneous ChannelsCode1
Reversible Instance Normalization for Accurate Time-Series Forecasting against Distribution ShiftCode1
Revisiting Long-term Time Series Forecasting: An Investigation on Linear MappingCode1
FiLM: Frequency improved Legendre Memory Model for Long-term Time Series ForecastingCode1
FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series ForecastingCode1
FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series ForecastingCode1
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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