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SotA/Time Series/Time Series Forecasting

Time Series Forecasting

210 benchmarks1609 papers

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).

<span style="color:grey; opacity: 0.6">( Image credit: ThaiBinh Nguyen )</span>

Benchmarks

Time Series Forecasting on ETTh1 (336) Multivariate

MSEMAE

Time Series Forecasting on ETTh1 (720) Multivariate

MSEMAEMSE

Time Series Forecasting on ETTh2 (720) Multivariate

MSEMAE

Time Series Forecasting on ETTh1 (192) Multivariate

MSEMAE

Time Series Forecasting on ETTh2 (336) Multivariate

MSEMAE

Time Series Forecasting on ETTh1 (96) Multivariate

MSEMAE

Time Series Forecasting on ETTh2 (192) Multivariate

MSEMAE

Time Series Forecasting on ETTh2 (96) Multivariate

MSEMAE

Time Series Forecasting on Weather (192)

MSEMAEAccuracyMSE

Time Series Forecasting on ETTh1 (720) Univariate

MSEMAE

Time Series Forecasting on Electricity

RRSEMSE FLOPs(M)Parameters(K)

Time Series Forecasting on Electricity (96)

MSEMAE

Time Series Forecasting on Weather (96)

MSEMAE

Time Series Forecasting on ETTh2 (720) Univariate

MSEMAE

Time Series Forecasting on Weather (336)

MSEMAEAccuracy

Time Series Forecasting on Weather (720)

MSEMAEAccuracyMSE

Time Series Forecasting on ETTh1 (336) Univariate

MSEMAE

Time Series Forecasting on ETTh2 (336) Univariate

MSEMAE

Time Series Forecasting on Electricity (336)

MSEMAE

Time Series Forecasting on ETTm1 (192) Multivariate

MSEMAEAccuracy

Time Series Forecasting on ETTm1 (96) Multivariate

MSEMAE

Time Series Forecasting on ETTm2 (96) Multivariate

MSEMAE

Time Series Forecasting on Electricity (192)

MSEMAE

Time Series Forecasting on ETTm1 (336) Multivariate

MSEMAE

Time Series Forecasting on ETTm1 (720) Multivariate

MSEMAE

Time Series Forecasting on ETTm2 (192) Multivariate

MSEMAEMSE

Time Series Forecasting on ETTm2 (336) Multivariate

MSEMAE

Time Series Forecasting on ETTm2 (720) Multivariate

MSEMAE

Time Series Forecasting on Electricity (720)

MSEMAE

Time Series Forecasting on USHCN-Daily

MSE

Time Series Forecasting on MLO-Cn2

RMSE

Time Series Forecasting on PeMSD7

9 steps MAE

Time Series Forecasting on ETTh1 (24) Multivariate

MSEMAE

Time Series Forecasting on ETTh1 (96) Univariate

MSEMAE

Time Series Forecasting on ETTh2 (192) Univariate

MSEMAE

Time Series Forecasting on ETTh2 (96) Univariate

MSEMAE

Time Series Forecasting on MuJoCo

MSE (10^-2, 50% missing)

Time Series Forecasting on ETTh1 (192) Univariate

MSEMAE

Time Series Forecasting on ETTh1 (24) Univariate

MAEMSE

Time Series Forecasting on ETTh2 (24) Univariate

MAEMSE

Time Series Forecasting on USNA-Cn2 (short-duration)

RMSE

Time Series Forecasting on VISUELLE

MAEWAPE

Time Series Forecasting on ETTh1 (168) Multivariate

MSEMAE

Time Series Forecasting on ETTh1 (168) Univariate

MSEMAE

Time Series Forecasting on ETTh1 (48) Multivariate

MSEMAEMSE

Time Series Forecasting on ETTh1 (48) Univariate

MSEMAE

Time Series Forecasting on ETTh2 (168) Multivariate

MSEMAE

Time Series Forecasting on ETTh2 (168) Univariate

MSEMAE

Time Series Forecasting on ETTh2 (24) Multivariate

MSEMAE

Time Series Forecasting on ETTh2 (48) Multivariate

MSEMAE

Time Series Forecasting on ETTh2 (48) Univariate

MSEMAE

Time Series Forecasting on PhysioNet Challenge 2012

mse (10^-3)MSE stdev

Time Series Forecasting on Traffic (192)

MSEMAEMSE

Time Series Forecasting on Traffic (336)

MSEMAEMSE

Time Series Forecasting on Traffic (720)

MSEMAEMSE

Time Series Forecasting on Traffic (96)

MSEMAEMSE

Time Series Forecasting on BPI challenge '12

Accuracy

Time Series Forecasting on ETTh1 (48)

MSE

Time Series Forecasting on ETTh1 (96)

MAEMSE

Time Series Forecasting on Extreme Events > Natural Disasters > Hurricane

RMSE

Time Series Forecasting on Helpdesk

Accuracy

Time Series Forecasting on MIMIC-III

NegLLMSE

Time Series Forecasting on Traffic

MSE

Time Series Forecasting on Weather

MSEMAEMSE

Time Series Forecasting on Weather2K1786 (192)

MSE

Time Series Forecasting on Weather2K1786 (720)

MSE

Time Series Forecasting on Weather2K1786 (96)

MSE

Time Series Forecasting on Weather2K850 (96)

MSE

Time Series Forecasting on AEP

12 steps MAPE12 steps RMSEMAPE (%)RMSE

Time Series Forecasting on Consumer Spendings

RMSE

Time Series Forecasting on ETTh1

MAEMSE

Time Series Forecasting on ETTh1 (192)

MSE

Time Series Forecasting on ETTh1 (24)

MSE

Time Series Forecasting on ETTh1 (336)

MSE

Time Series Forecasting on Exchange (192)

MAEMSE

Time Series Forecasting on Exchange (336)

MAEMSE

Time Series Forecasting on Exchange (720)

MAEMSE

Time Series Forecasting on Exchange (96)

MAEMSE

Time Series Forecasting on ExtMarker

JitterMAEMaximum errorRMSEnormalized RMSE

Time Series Forecasting on Illness (24)

MAEMSE

Time Series Forecasting on Illness (36)

MAEMSE

Time Series Forecasting on Illness (48)

MAEMSE

Time Series Forecasting on Illness (60)

AccuracyMSE

Time Series Forecasting on Internet Traffic dataset (A5M)

CRPSKLD

Time Series Forecasting on Korea Composite Stock Price Index

MAPE

Time Series Forecasting on Lorenz dataset

CRPSKLD

Time Series Forecasting on METR-LA

FLOPs(M)MAE @ 12 stepParameters(K)RMSE @ 12 stepMAPE @ 12 step

Time Series Forecasting on Mackey-Glass dataset

CRPSKLD

Time Series Forecasting on PEMS-BAY

FLOPs(M)MAE @ 12 stepMAPE @ 12 stepParameters(K)RMSE @ 12 step

Time Series Forecasting on Solar (192)

MAEMSE

Time Series Forecasting on Solar (336)

MAEMSE

Time Series Forecasting on Solar (720)

MAEMSE

Time Series Forecasting on Solar (96)

MAEMSE

Time Series Forecasting on Solar-Power

RRSEFLOPs(M)Parameters(K)

Time Series Forecasting on VISUELLE2.0

MAE

Time Series Forecasting on Weather2K114 (192)

MSE

Time Series Forecasting on Weather2K114 (336)

MSE

Time Series Forecasting on Weather2K114 (720)

MSE

Time Series Forecasting on Weather2K114 (96)

MSE

Time Series Forecasting on Weather2K1786 (336)

MSE

Time Series Forecasting on Weather2K79 (192)

MSE

Time Series Forecasting on Weather2K79 (336)

MSE

Time Series Forecasting on Weather2K79 (720)

MSE

Time Series Forecasting on Weather2K79 (96)

MSE

Time Series Forecasting on Weather2K850 (192)

MSE

Time Series Forecasting on Weather2K850 (336)

MSE

Time Series Forecasting on Weather2K850 (720)

MSE