TASK	DATASET	MODEL	METRIC NAME	METRIC VALUE	GLOBAL RANK
Time Series Forecasting	ETTh1 (192) Multivariate	SegRNN	MSE	0.385	# 3
Time Series Forecasting	ETTh1 (192) Multivariate	SegRNN	MAE	0.402	# 6
Time Series Forecasting	ETTh1 (192) Univariate	SegRNN	MSE	0.068	# 2
Time Series Forecasting	ETTh1 (192) Univariate	SegRNN	MAE	0.208	# 2
Time Series Forecasting	ETTh1 (336) Multivariate	SegRNN	MSE	0.401	# 2
Time Series Forecasting	ETTh1 (336) Multivariate	SegRNN	MAE	0.417	# 10
Time Series Forecasting	ETTh1 (336) Univariate	SegRNN	MSE	0.073	# 1
Time Series Forecasting	ETTh1 (336) Univariate	SegRNN	MAE	0.215	# 10
Time Series Forecasting	ETTh1 (720) Multivariate	SegRNN	MSE	0.434	# 1
Time Series Forecasting	ETTh1 (720) Multivariate	SegRNN	MAE	0.447	# 11
Time Series Forecasting	ETTh1 (720) Univariate	SegRNN	MSE	0.085	# 3
Time Series Forecasting	ETTh1 (720) Univariate	SegRNN	MAE	0.233	# 10
Time Series Forecasting	ETTh1 (96) Multivariate	SegRNN	MSE	0.341	# 1
Time Series Forecasting	ETTh1 (96) Multivariate	SegRNN	MAE	0.376	# 5
Time Series Forecasting	ETTh1 (96) Univariate	SegRNN	MSE	0.053	# 1
Time Series Forecasting	ETTh1 (96) Univariate	SegRNN	MAE	0.18	# 2
Time Series Forecasting	ETTh2 (192) Multivariate	SegRNN	MSE	0.321	# 2
Time Series Forecasting	ETTh2 (192) Multivariate	SegRNN	MAE	0.36	# 6
Time Series Forecasting	ETTh2 (192) Univariate	SegRNN	MSE	0.158	# 2
Time Series Forecasting	ETTh2 (192) Univariate	SegRNN	MAE	0.317	# 5
Time Series Forecasting	ETTh2 (336) Multivariate	SegRNN	MSE	0.325	# 2
Time Series Forecasting	ETTh2 (336) Multivariate	SegRNN	MAE	0.374	# 10
Time Series Forecasting	ETTh2 (336) Univariate	SegRNN	MSE	0.18	# 5
Time Series Forecasting	ETTh2 (336) Univariate	SegRNN	MAE	0.345	# 6
Time Series Forecasting	ETTh2 (720) Multivariate	SegRNN	MSE	0.394	# 3
Time Series Forecasting	ETTh2 (720) Multivariate	SegRNN	MAE	0.424	# 10
Time Series Forecasting	ETTh2 (720) Univariate	SegRNN	MSE	0.205	# 3
Time Series Forecasting	ETTh2 (720) Univariate	SegRNN	MAE	0.365	# 3
Time Series Forecasting	ETTh2 (96) Multivariate	SegRNN	MSE	0.263	# 2
Time Series Forecasting	ETTh2 (96) Multivariate	SegRNN	MAE	0.32	# 6
Time Series Forecasting	ETTh2 (96) Univariate	SegRNN	MSE	0.121	# 2
Time Series Forecasting	ETTh2 (96) Univariate	SegRNN	MAE	0.272	# 4
Time Series Forecasting	Weather (192)	SegRNN	MSE	0.186	# 1
Time Series Forecasting	Weather (192)	SegRNN	MAE	0.227	# 1
Time Series Forecasting	Weather (336)	SegRNN	MSE	0.237	# 1
Time Series Forecasting	Weather (336)	SegRNN	MAE	0.269	# 1
Time Series Forecasting	Weather (720)	SegRNN	MSE	0.31	# 1
Time Series Forecasting	Weather (720)	SegRNN	MAE	0.32	# 1
Time Series Forecasting	Weather (96)	SegRNN	MSE	0.142	# 1
Time Series Forecasting	Weather (96)	SegRNN	MAE	0.181	# 1

Badge	Markdown
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-336-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-336-2?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-720-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-720-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-96-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-96-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-96-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-96-2?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-weather-192)](https://paperswithcode.com/sota/time-series-forecasting-on-weather-192?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-weather-336)](https://paperswithcode.com/sota/time-series-forecasting-on-weather-336?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-weather-720)](https://paperswithcode.com/sota/time-series-forecasting-on-weather-720?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-weather-96)](https://paperswithcode.com/sota/time-series-forecasting-on-weather-96?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-192-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-192-2?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-336-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-336-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-192-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-192-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-192-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-192-2?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-336-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-336-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-96-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-96-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-96-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-96-2?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-192-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-192-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth1-720-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth1-720-2?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-720-1)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-720-1?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-720-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-720-2?p=segrnn-segment-recurrent-neural-network-for)`
	`[![PWC](https://img.shields.io/endpoint.svg?url=https://paperswithcode.com/badge/segrnn-segment-recurrent-neural-network-for/time-series-forecasting-on-etth2-336-2)](https://paperswithcode.com/sota/time-series-forecasting-on-etth2-336-2?p=segrnn-segment-recurrent-neural-network-for)`

SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting

22 Aug 2023 · Shengsheng Lin, Weiwei Lin, Wentai Wu, Feiyu Zhao, Ruichao Mo, Haotong Zhang ·

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards Transformer, MLP, and CNN approaches. The substantial number of recurrent iterations are the fundamental reasons behind the limitations of RNNs in LTSF. To address these issues, we propose two novel strategies to reduce the number of iterations in RNNs for LTSF tasks: Segment-wise Iterations and Parallel Multi-step Forecasting (PMF). RNNs that combine these strategies, namely SegRNN, significantly reduce the required recurrent iterations for LTSF, resulting in notable improvements in forecast accuracy and inference speed. Extensive experiments demonstrate that SegRNN not only outperforms SOTA Transformer-based models but also reduces runtime and memory usage by more than 78%. These achievements provide strong evidence that RNNs continue to excel in LTSF tasks and encourage further exploration of this domain with more RNN-based approaches. The source code is coming soon.

PDF Abstract

Code

Add Remove Mark official

lss-1138/SegRNN official

hughxx/tsf-new-paper-taste

103

Tasks

Add Remove

Time Series

Time Series Forecasting

Datasets

ETT Electricity Weather

Results from the Paper

Edit

Ranked #1 on Time Series Forecasting on Weather (720)

Get a GitHub badge

Task	Dataset	Model	Metric Name	Metric Value	Global Rank	Benchmark
Time Series Forecasting	ETTh1 (192) Multivariate	SegRNN	MSE	0.385	# 3	Compare
Time Series Forecasting	ETTh1 (192) Multivariate	SegRNN	MAE	0.402	# 6	Compare
Time Series Forecasting	ETTh1 (192) Univariate	SegRNN	MSE	0.068	# 2	Compare
Time Series Forecasting	ETTh1 (192) Univariate	SegRNN	MAE	0.208	# 2	Compare
Time Series Forecasting	ETTh1 (336) Multivariate	SegRNN	MSE	0.401	# 2	Compare
Time Series Forecasting	ETTh1 (336) Multivariate	SegRNN	MAE	0.417	# 10	Compare
Time Series Forecasting	ETTh1 (336) Univariate	SegRNN	MSE	0.073	# 1	Compare
Time Series Forecasting	ETTh1 (336) Univariate	SegRNN	MAE	0.215	# 10	Compare
Time Series Forecasting	ETTh1 (720) Multivariate	SegRNN	MSE	0.434	# 1	Compare
Time Series Forecasting	ETTh1 (720) Multivariate	SegRNN	MAE	0.447	# 11	Compare
Time Series Forecasting	ETTh1 (720) Univariate	SegRNN	MSE	0.085	# 3	Compare
Time Series Forecasting	ETTh1 (720) Univariate	SegRNN	MAE	0.233	# 10	Compare
Time Series Forecasting	ETTh1 (96) Multivariate	SegRNN	MSE	0.341	# 1	Compare
Time Series Forecasting	ETTh1 (96) Multivariate	SegRNN	MAE	0.376	# 5	Compare
Time Series Forecasting	ETTh1 (96) Univariate	SegRNN	MSE	0.053	# 1	Compare
Time Series Forecasting	ETTh1 (96) Univariate	SegRNN	MAE	0.18	# 2	Compare
Time Series Forecasting	ETTh2 (192) Multivariate	SegRNN	MSE	0.321	# 2	Compare
Time Series Forecasting	ETTh2 (192) Multivariate	SegRNN	MAE	0.36	# 6	Compare
Time Series Forecasting	ETTh2 (192) Univariate	SegRNN	MSE	0.158	# 2	Compare
Time Series Forecasting	ETTh2 (192) Univariate	SegRNN	MAE	0.317	# 5	Compare
Time Series Forecasting	ETTh2 (336) Multivariate	SegRNN	MSE	0.325	# 2	Compare
Time Series Forecasting	ETTh2 (336) Multivariate	SegRNN	MAE	0.374	# 10	Compare
Time Series Forecasting	ETTh2 (336) Univariate	SegRNN	MSE	0.18	# 5	Compare
Time Series Forecasting	ETTh2 (336) Univariate	SegRNN	MAE	0.345	# 6	Compare
Time Series Forecasting	ETTh2 (720) Multivariate	SegRNN	MSE	0.394	# 3	Compare
Time Series Forecasting	ETTh2 (720) Multivariate	SegRNN	MAE	0.424	# 10	Compare
Time Series Forecasting	ETTh2 (720) Univariate	SegRNN	MSE	0.205	# 3	Compare
Time Series Forecasting	ETTh2 (720) Univariate	SegRNN	MAE	0.365	# 3	Compare
Time Series Forecasting	ETTh2 (96) Multivariate	SegRNN	MSE	0.263	# 2	Compare
Time Series Forecasting	ETTh2 (96) Multivariate	SegRNN	MAE	0.32	# 6	Compare
Time Series Forecasting	ETTh2 (96) Univariate	SegRNN	MSE	0.121	# 2	Compare
Time Series Forecasting	ETTh2 (96) Univariate	SegRNN	MAE	0.272	# 4	Compare
Time Series Forecasting	Weather (192)	SegRNN	MSE	0.186	# 1	Compare
Time Series Forecasting	Weather (192)	SegRNN	MAE	0.227	# 1	Compare
Time Series Forecasting	Weather (336)	SegRNN	MSE	0.237	# 1	Compare
Time Series Forecasting	Weather (336)	SegRNN	MAE	0.269	# 1	Compare
Time Series Forecasting	Weather (720)	SegRNN	MSE	0.31	# 1	Compare
Time Series Forecasting	Weather (720)	SegRNN	MAE	0.32	# 1	Compare
Time Series Forecasting	Weather (96)	SegRNN	MSE	0.142	# 1	Compare
Time Series Forecasting	Weather (96)	SegRNN	MAE	0.181	# 1	Compare

Methods

Add Remove

Absolute Position Encodings • Adam • BPE • Dense Connections • Dropout • Label Smoothing • Layer Normalization • Linear Layer • Multi-Head Attention • Position-Wise Feed-Forward Layer • Residual Connection • Scaled Dot-Product Attention • Softmax • Transformer

Edit Social Preview

SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting

Code Edit Add Remove Mark official

Tasks Edit Add Remove

Datasets Edit

Results from the Paper Edit

Methods Edit Add Remove

Code

Add Remove Mark official

Tasks

Add Remove

Datasets

Results from the Paper

Edit

Methods

Add Remove