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 401450 of 1609 papers

TitleStatusHype
DiffPLF: A Conditional Diffusion Model for Probabilistic Forecasting of EV Charging LoadCode1
BACKTIME: Backdoor Attacks on Multivariate Time Series ForecastingCode1
Diffusion Auto-regressive Transformer for Effective Self-supervised Time Series ForecastingCode1
A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy PerspectiveCode1
Exploring the Advantages of Transformers for High-Frequency TradingCode1
Diffusion Convolutional Recurrent Neural Network: Data-Driven Traffic ForecastingCode1
FAITH: Frequency-domain Attention In Two Horizons for Time Series ForecastingCode1
Temporal Saliency Detection Towards Explainable Transformer-based Timeseries ForecastingCode1
PrimeNet: Pre-Training for Irregular Multivariate Time SeriesCode1
Discrete Graph Structure Learning for Forecasting Multiple Time SeriesCode1
Probabilistic Decomposition Transformer for Time Series ForecastingCode1
Evolving Multi-Scale Normalization for Time Series Forecasting under Distribution ShiftsCode1
CMoS: Rethinking Time Series Prediction Through the Lens of Chunk-wise Spatial CorrelationsCode1
CARD: Channel Aligned Robust Blend Transformer for Time Series ForecastingCode1
CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series ForecastingCode1
Bellman Conformal Inference: Calibrating Prediction Intervals For Time SeriesCode1
A Comprehensive Survey of Regression Based Loss Functions for Time Series ForecastingCode1
DiTEC-WDN: A Large-Scale Dataset of Hydraulic Scenarios across Multiple Water Distribution NetworksCode1
Benchmarks and Custom Package for Energy ForecastingCode1
MegaCRN: Meta-Graph Convolutional Recurrent Network for Spatio-Temporal ModelingCode1
Meta-learning framework with applications to zero-shot time-series forecastingCode1
Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant LearningCode1
Domain Adversarial Spatial-Temporal Network: A Transferable Framework for Short-term Traffic Forecasting across CitiesCode1
An Evaluation of Deep Learning Models for Stock Market Trend PredictionCode1
Do We Really Need Deep Learning Models for Time Series Forecasting?Code1
FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series ForecastingCode1
Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series ForecastingCode1
Adjusting for Autocorrelated Errors in Neural Networks for Time SeriesCode1
MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process Download PDFCode1
Probabilistic Time Series Forecasting with Structured Shape and Temporal DiversityCode1
Ensembles of Localised Models for Time Series ForecastingCode1
Prediction of the Position of External Markers Using a Recurrent Neural Network Trained With Unbiased Online Recurrent Optimization for Safe Lung Cancer RadiotherapyCode1
Ensemble Conformalized Quantile Regression for Probabilistic Time Series ForecastingCode1
Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMsCode1
Predictive Modeling of Menstrual Cycle Length: A Time Series Forecasting ApproachCode1
Enhancing Battery Storage Energy Arbitrage with Deep Reinforcement Learning and Time-Series ForecastingCode1
A general framework for multi-step ahead adaptive conformal heteroscedastic time series forecastingCode1
Monash Time Series Forecasting ArchiveCode1
Channel-Aware Low-Rank Adaptation in Time Series ForecastingCode1
Practical Forecasting of Cryptocoins Timeseries using Correlation PatternsCode1
Peri-midFormer: Periodic Pyramid Transformer for Time Series AnalysisCode1
Dynamic Graph Learning-Neural Network for Multivariate Time Series ModelingCode1
A Joint Time-frequency Domain Transformer for Multivariate Time Series ForecastingCode1
Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecastingCode1
PETformer: Long-term Time Series Forecasting via Placeholder-enhanced TransformerCode1
Multi-horizon short-term load forecasting using hybrid of LSTM and modified split convolutionCode1
Federated Learning for 5G Base Station Traffic ForecastingCode1
A foundation model with multi-variate parallel attention to generate neuronal activityCode1
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous VariablesCode1
PeakWeather: MeteoSwiss Weather Station Measurements for Spatiotemporal 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
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