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

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Showing 1–50 of 1609 papers

Title	Date	Tasks	Status	Hype	Score
TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables	Feb 29, 2024	Time SeriesTime Series Forecasting	CodeCode Available	7	5
Logo-LLM: Local and Global Modeling with Large Language Models for Time Series Forecasting	May 16, 2025	Time SeriesTime Series Forecasting	CodeCode Available	7	5
SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting	Aug 22, 2023	Time SeriesTime Series Forecasting	CodeCode Available	6	5
A decoder-only foundation model for time-series forecasting	Oct 14, 2023	DecoderTime Series	CodeCode Available	6	5
iTransformer: Inverted Transformers Are Effective for Time Series Forecasting	Oct 10, 2023	Time SeriesTime Series Forecasting	CodeCode Available	6	5
AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting	Aug 10, 2023	AutoMLPhilosophy	CodeCode Available	6	5
Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense Mechanisms	Jul 19, 2022	Adversarial AttackMultivariate Time Series Forecasting	CodeCode Available	5	5
BLAST: Balanced Sampling Time Series Corpus for Universal Forecasting Models	May 23, 2025	DiversityTime Series	CodeCode Available	5	5
Scaling Up Your Kernels: Large Kernel Design in ConvNets towards Universal Representations	Oct 10, 2024	Time Series ForecastingVideo Recognition	CodeCode Available	5	5
A Time Series is Worth 64 Words: Long-term Forecasting with Transformers	Nov 27, 2022	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	5	5
aeon: a Python toolkit for learning from time series	Jun 20, 2024	Anomaly DetectionModel Selection	CodeCode Available	5	5
TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting	May 23, 2024	Future predictionTime Series	CodeCode Available	5	5
Long-term Forecasting with TiDE: Time-series Dense Encoder	Apr 17, 2023	Anomaly DetectionDecoder	CodeCode Available	5	5
UniRepLKNet: A Universal Perception Large-Kernel ConvNet for Audio Video Point Cloud Time-Series and Image Recognition	Jan 1, 2024	Time SeriesTime Series Forecasting	CodeCode Available	5	5
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods	Mar 29, 2024	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	5	5
Unified Training of Universal Time Series Forecasting Transformers	Feb 4, 2024	Time SeriesTime Series Forecasting	CodeCode Available	5	5
Timer: Generative Pre-trained Transformers Are Large Time Series Models	Feb 4, 2024	Anomaly DetectionImputation	CodeCode Available	4	5
Timer-XL: Long-Context Transformers for Unified Time Series Forecasting	Oct 7, 2024	Time SeriesTime Series Forecasting	CodeCode Available	4	5
Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts	Sep 24, 2024	Computational EfficiencyMixture-of-Experts	CodeCode Available	4	5
Time-LLM: Time Series Forecasting by Reprogramming Large Language Models	Oct 3, 2023	Time SeriesTime Series Forecasting	CodeCode Available	4	5
Efficient Automated Deep Learning for Time Series Forecasting	May 11, 2022	AutoMLBayesian Optimization	CodeCode Available	4	5
Are Transformers Effective for Time Series Forecasting?	May 26, 2022	Anomaly DetectionRelation Extraction	CodeCode Available	4	5
Zero-shot forecasting of chaotic systems	Sep 24, 2024	AttributeIn-Context Learning	CodeCode Available	4	5
UniTS: A Unified Multi-Task Time Series Model	Feb 29, 2024	Anomaly DetectionImputation	CodeCode Available	4	5
Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series	Jan 8, 2024	CPUFew-Shot Learning	CodeCode Available	4	5
TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting	Mar 14, 2024	Computational EfficiencyMamba	CodeCode Available	3	5
The Rise of Diffusion Models in Time-Series Forecasting	Jan 5, 2024	Time SeriesTime Series Analysis	CodeCode Available	3	5
FilterNet: Harnessing Frequency Filters for Time Series Forecasting	Nov 3, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
The Tabular Foundation Model TabPFN Outperforms Specialized Time Series Forecasting Models Based on Simple Features	Jan 6, 2025	Feature EngineeringTime Series	CodeCode Available	3	5
Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis	Oct 9, 2023	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	3	5
FAN: Fourier Analysis Networks	Oct 3, 2024	Language ModelingLanguage Modelling	CodeCode Available	3	5
Are Language Models Actually Useful for Time Series Forecasting?	Jun 22, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
This Time is Different: An Observability Perspective on Time Series Foundation Models	May 20, 2025	DecoderMultivariate Time Series Forecasting	CodeCode Available	3	5
ElasTST: Towards Robust Varied-Horizon Forecasting with Elastic Time-Series Transformer	Nov 4, 2024	PositionTime Series	CodeCode Available	3	5
Amplifier: Bringing Attention to Neglected Low-Energy Components in Time Series Forecasting	Jan 28, 2025	SpecificityTime Series	CodeCode Available	3	5
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion	Apr 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	3	5
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain	May 12, 2025	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	3	5
Ludwig: a type-based declarative deep learning toolbox	Sep 17, 2019	DecoderDeep Learning	CodeCode Available	3	5
MixLinear: Extreme Low Resource Multivariate Time Series Forecasting with 0.1K Parameters	Oct 2, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	3	5
Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting	Feb 4, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series Forecasting	Oct 2, 2024	Multivariate Time Series ForecastingMultivariate Time Series Forecastingm	CodeCode Available	3	5
N-BEATS: Neural basis expansion analysis for interpretable time series forecasting	May 24, 2019	Time SeriesTime Series Analysis	CodeCode Available	3	5
SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters	May 2, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
Probabilistic Forecasting with Temporal Convolutional Neural Network	Jun 11, 2019	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	3	5
Is Mamba Effective for Time Series Forecasting?	Mar 17, 2024	Computational EfficiencyMamba	CodeCode Available	3	5
Greykite: Deploying Flexible Forecasting at Scale at LinkedIn	Jul 15, 2022	Anomaly DetectionTime Series	CodeCode Available	3	5
CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns	Sep 27, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
SST: Multi-Scale Hybrid Mamba-Transformer Experts for Long-Short Range Time Series Forecasting	Apr 23, 2024	MambaTime Series	CodeCode Available	3	5
Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting	Oct 12, 2023	DecoderProbabilistic Time Series Forecasting	CodeCode Available	3	5
GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation	Oct 14, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5

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All datasets ETTh1 (336) Multivariate ETTh1 (720) Multivariate ETTh2 (336) Multivariate ETTh2 (720) Multivariate ETTh1 (192) Multivariate ETTh2 (192) Multivariate ETTh2 (96) Multivariate ETTh1 (96) Multivariate Weather (192)ETTh1 (720) Univariate Weather (96)Electricity (96)

Benchmark Results

#	Model	Metric	Claimed	Verified	Status
1	Informer	MSE	0.88	—	Unverified
2	QuerySelector	MSE	0.85	—	Unverified
3	Transformer	MSE	0.83	—	Unverified
4	Aaren	MSE	0.65	—	Unverified
5	RPMixer	MSE	0.52	—	Unverified
6	ATFNet	MSE	0.51	—	Unverified
7	MOIRAILarge	MSE	0.51	—	Unverified
8	Autoformer	MSE	0.51	—	Unverified
9	SCINet	MSE	0.5	—	Unverified
10	S-Mamba	MSE	0.49	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	QuerySelector	MSE	1.12	—	Unverified
2	Transformer	MSE	1.11	—	Unverified
3	Informer	MSE	0.94	—	Unverified
4	GLinear	MSE	0.59	—	Unverified
5	SCINet	MSE	0.54	—	Unverified
6	MoLE-DLinear	MSE	0.51	—	Unverified
7	PRformer	MSE	0.49	—	Unverified
8	TEFN	MSE	0.48	—	Unverified
9	DLinear	MSE	0.47	—	Unverified
10	FiLM	MSE	0.47	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Transformer	MSE	2.66	—	Unverified
2	QuerySelector	MSE	2.32	—	Unverified
3	Informer	MSE	1.67	—	Unverified
4	DLinear	MSE	0.45	—	Unverified
5	TEFN	MSE	0.42	—	Unverified
6	MoLE-DLinear	MSE	0.42	—	Unverified
7	FiLM	MSE	0.38	—	Unverified
8	MoLE-RLinear	MSE	0.37	—	Unverified
9	SCINet	MSE	0.37	—	Unverified
10	PRformer	MSE	0.36	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Transformer	MSE	3.18	—	Unverified
2	QuerySelector	MSE	3.07	—	Unverified
3	Informer	MSE	2.34	—	Unverified
4	MoLE-DLinear	MSE	0.61	—	Unverified
5	DLinear	MSE	0.61	—	Unverified
6	SCINet	MSE	0.48	—	Unverified
7	FiLM	MSE	0.44	—	Unverified
8	TEFN	MSE	0.43	—	Unverified
9	TiDE	MSE	0.42	—	Unverified
10	MoLE-RLinear	MSE	0.41	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	MoLE-DLinear	MSE	0.45	—	Unverified
2	TEFN	MSE	0.43	—	Unverified
3	FiLM	MSE	0.41	—	Unverified
4	PatchTST/64	MSE	0.41	—	Unverified
5	TiDE	MSE	0.41	—	Unverified
6	NLinear	MSE	0.41	—	Unverified
7	DiPE-Linear	MSE	0.41	—	Unverified
8	DLinear	MSE	0.41	—	Unverified
9	RLinear	MSE	0.4	—	Unverified
10	MoLE-RLinear	MSE	0.4	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	DLinear	MSE	0.38	—	Unverified
2	TEFN	MSE	0.38	—	Unverified
3	MoLE-DLinear	MSE	0.36	—	Unverified
4	FiLM	MSE	0.36	—	Unverified
5	NLinear	MSE	0.34	—	Unverified
6	PatchTST/64	MSE	0.34	—	Unverified
7	MoLE-RLinear	MSE	0.34	—	Unverified
8	TiDE	MSE	0.33	—	Unverified
9	PRformer	MSE	0.33	—	Unverified
10	LTBoost (drop_last=false)	MSE	0.33	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	DLinear	MSE	0.29	—	Unverified
2	TEFN	MSE	0.29	—	Unverified
3	MoLE-DLinear	MSE	0.29	—	Unverified
4	FiLM	MSE	0.28	—	Unverified
5	NLinear	MSE	0.28	—	Unverified
6	TSMixer	MSE	0.28	—	Unverified
7	DiPE-Linear	MSE	0.28	—	Unverified
8	PatchTST/64	MSE	0.27	—	Unverified
9	MoLE-RLinear	MSE	0.27	—	Unverified
10	TiDE	MSE	0.27	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TEFN	MSE	0.38	—	Unverified
2	MoLE-DLinear	MSE	0.38	—	Unverified
3	TiDE	MSE	0.38	—	Unverified
4	MoLE-RLinear	MSE	0.38	—	Unverified
5	FiLM	MSE	0.37	—	Unverified
6	PatchTST/64	MSE	0.37	—	Unverified
7	DiPE-Linear	MSE	0.37	—	Unverified
8	TSMixer	MSE	0.37	—	Unverified
9	RLinear	MSE	0.37	—	Unverified
10	TTM	MSE	0.36	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TEFN	MSE	0.23	—	Unverified
2	DLinear	MSE	0.22	—	Unverified