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

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 251–275 of 1609 papers

Title	Date	Tasks	Status	Hype
Combating Distribution Shift for Accurate Time Series Forecasting via Hypernetworks	Feb 22, 2022	Domain AdaptationTime Series	CodeCode Available	1
Improved Online Conformal Prediction via Strongly Adaptive Online Learning	Feb 15, 2023	Conformal Predictionimage-classification	CodeCode Available	1
Time series forecasting with Gaussian Processes needs priors	Sep 17, 2020	Gaussian ProcessesTime Series	CodeCode Available	1
Forecasting Sparse Movement Speed of Urban Road Networks with Nonstationary Temporal Matrix Factorization	Mar 20, 2022	Missing ValuesMultivariate Time Series Forecasting	CodeCode Available	1
Conformal Time-series Forecasting	Dec 1, 2021	Conformal PredictionDecision Making	CodeCode Available	1
How Much Can Time-related Features Enhance Time Series Forecasting?	Dec 2, 2024	Computational EfficiencyTime Series	CodeCode Available	1
Inductive Graph Neural Networks for Spatiotemporal Kriging	Jun 13, 2020	Graph Neural NetworkTime Series	CodeCode Available	1
Interpretable Multivariate Time Series Forecasting Using Neural Fourier Transform	May 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Automated Evolutionary Approach for the Design of Composite Machine Learning Pipelines	Jun 26, 2021	BIG-bench Machine LearningManagement	CodeCode Available	1
A Multi-view Multi-task Learning Framework for Multi-variate Time Series Forecasting	Sep 2, 2021	AttributeMulti-Task Learning	CodeCode Available	1
CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting	Jun 4, 2024	Dataset CondensationTime Series	CodeCode Available	1
Hierarchical Classification Auxiliary Network for Time Series Forecasting	May 29, 2024	ClassificationTime Series	CodeCode Available	1
Handling Concept Drift in Global Time Series Forecasting	Apr 4, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
HDT: Hierarchical Discrete Transformer for Multivariate Time Series Forecasting	Feb 12, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Graph Neural Controlled Differential Equations for Traffic Forecasting	Dec 7, 2021	Spatio-Temporal ForecastingTime Series Forecasting	CodeCode Available	1
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks	May 24, 2020	Graph LearningGraph Neural Network	CodeCode Available	1
Graph Neural Networks for Improved El Niño Forecasting	Dec 2, 2020	Deep LearningMultivariate Time Series Forecasting	CodeCode Available	1
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional Network	Aug 31, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
AdaPTS: Adapting Univariate Foundation Models to Probabilistic Multivariate Time Series Forecasting	Feb 14, 2025	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	1
Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective	Feb 18, 2024	Time SeriesTime Series Forecasting	CodeCode Available	1
Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated Representations	May 1, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
GBT: Two-stage transformer framework for non-stationary time series forecasting	Jul 17, 2023	Decoderregression	CodeCode Available	1
Attention based Multi-Modal New Product Sales Time-series Forecasting	Aug 23, 2020	DecoderNew Product Sales Forecasting	CodeCode Available	1
Generative Pretrained Hierarchical Transformer for Time Series Forecasting	Feb 26, 2024	Few-Shot LearningTime Series	CodeCode Available	1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic Forecasting	May 30, 2023	Spatio-Temporal ForecastingTime Series Forecasting	CodeCode Available	1

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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	MOIRAILarge	MSE	0.51	—	Unverified
7	ATFNet	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	DLinear	MSE	0.61	—	Unverified
5	MoLE-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	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
10	PRformer	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