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
Understanding the Role of Textual Prompts in LLM for Time Series Forecasting: an Adapter ViewCode1
GBT: Two-stage transformer framework for non-stationary time series forecastingCode1
Parameter Efficient Deep Probabilistic ForecastingCode1
Handling Concept Drift in Global Time Series ForecastingCode1
Non-Stationary Time Series Forecasting Based on Fourier Analysis and Cross Attention MechanismCode1
A spatio-temporal LSTM model to forecast across multiple temporal and spatial scalesCode1
Adaptive Graph Convolutional Recurrent Network for Traffic ForecastingCode1
Forecasting Sparse Movement Speed of Urban Road Networks with Nonstationary Temporal Matrix FactorizationCode1
PeakWeather: MeteoSwiss Weather Station Measurements for Spatiotemporal Deep LearningCode1
Prediction of the Position of External Markers Using a Recurrent Neural Network Trained With Unbiased Online Recurrent Optimization for Safe Lung Cancer RadiotherapyCode1
Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMsCode1
Enhancing Battery Storage Energy Arbitrage with Deep Reinforcement Learning and Time-Series ForecastingCode1
NAST: Non-Autoregressive Spatial-Temporal Transformer for Time Series ForecastingCode1
A Multi-view Multi-task Learning Framework for Multi-variate Time Series ForecastingCode1
Neural Conformal Control for Time Series ForecastingCode1
Graph Neural Networks for Improved El Niño ForecastingCode1
Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecastingCode1
Multivariate Time Series Forecasting with Dynamic Graph Neural ODEsCode1
Time series forecasting with Gaussian Processes needs priorsCode1
HDT: Hierarchical Discrete Transformer for Multivariate Time Series ForecastingCode1
Hierarchical Classification Auxiliary Network for Time Series ForecastingCode1
Ensemble Conformalized Quantile Regression for Probabilistic Time Series ForecastingCode1
SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time SeriesCode1
How Much Can Time-related Features Enhance Time Series Forecasting?Code1
Graph Neural Networks for Multivariate Time Series Regression with Application to Seismic DataCode1
Inductive Graph Neural Networks for Spatiotemporal KrigingCode1
Improved Online Conformal Prediction via Strongly Adaptive Online LearningCode1
ImageFlowNet: Forecasting Multiscale Image-Level Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical ImagesCode1
DEFM: Delay E mbedding based Forecast Machine for Time Series Forecasting by Spatiotemporal Information TransformationCode1
Deep Switching State Space Model (DS^3M) for Nonlinear Time Series Forecasting with Regime SwitchingCode1
Multivariate Probabilistic Time Series Forecasting with Correlated ErrorsCode1
EarthNet2021: A large-scale dataset and challenge for Earth surface forecasting as a guided video prediction taskCode1
CMoS: Rethinking Time Series Prediction Through the Lens of Chunk-wise Spatial CorrelationsCode1
Multi-scale Transformer Pyramid Networks for Multivariate Time Series ForecastingCode1
Multivariate Time Series Forecasting with Transfer Entropy GraphCode1
CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series ForecastingCode1
Dynamic Graph Learning-Neural Network for Multivariate Time Series ModelingCode1
Interpretable Multivariate Time Series Forecasting with Temporal Attention Convolutional Neural NetworksCode1
Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series ForecastingCode1
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional NetworkCode1
Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series ForecastingCode1
Multi-Variate Time Series Forecasting on Variable SubsetsCode1
K^2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series ForecastingCode1
MTBench: A Multimodal Time Series Benchmark for Temporal Reasoning and Question AnsweringCode1
D-PAD: Deep-Shallow Multi-Frequency Patterns Disentangling for Time Series ForecastingCode1
Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal NarrativeCode1
Superiority of Simplicity: A Lightweight Model for Network Device Workload PredictionCode1
Do We Really Need Deep Learning Models for Time Series Forecasting?Code1
MSHyper: Multi-Scale Hypergraph Transformer for Long-Range Time Series ForecastingCode1
Multi-horizon short-term load forecasting using hybrid of LSTM and modified split convolutionCode1
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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