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 301–325 of 1609 papers

Title	Date	Tasks	Status	Hype
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
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks	May 24, 2020	Graph LearningGraph Neural Network	CodeCode Available	1
Conformal Time-series Forecasting	Dec 1, 2021	Conformal PredictionDecision Making	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
Graph-based Time Series Clustering for End-to-End Hierarchical Forecasting	May 30, 2023	ClusteringTime Series	CodeCode Available	1
Generative Pretrained Hierarchical Transformer for Time Series Forecasting	Feb 26, 2024	Few-Shot LearningTime Series	CodeCode Available	1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series Forecasting	Jan 23, 2025	DiversityMultivariate Time Series Forecasting	CodeCode Available	1
An Accurate and Fully-Automated Ensemble Model for Weekly Time Series Forecasting	Oct 16, 2020	Meta-Learningregression	CodeCode Available	1
Copula Conformal Prediction for Multi-step Time Series Forecasting	Dec 6, 2022	Conformal PredictionPrediction	CodeCode Available	1
FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of Experts	Jan 25, 2025	Mixture-of-ExpertsPrediction	CodeCode Available	1
How Much Can Time-related Features Enhance Time Series Forecasting?	Dec 2, 2024	Computational EfficiencyTime Series	CodeCode Available	1
ImageFlowNet: Forecasting Multiscale Image-Level Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical Images	Jun 20, 2024	Decision MakingMedical Image Analysis	CodeCode Available	1
Improved Online Conformal Prediction via Strongly Adaptive Online Learning	Feb 15, 2023	Conformal Predictionimage-classification	CodeCode Available	1
Instance-wise Graph-based Framework for Multivariate Time Series Forecasting	Sep 14, 2021	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Correlated Time Series Self-Supervised Representation Learning via Spatiotemporal Bootstrapping	Jun 12, 2023	Correlated Time Series ForecastingRepresentation Learning	CodeCode Available	1
CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting	Jun 4, 2024	Dataset CondensationTime Series	CodeCode Available	1
A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling	Dec 16, 2021	Multivariate Time Series ForecastingPrediction Intervals	CodeCode Available	1
ForecastPFN: Synthetically-Trained Zero-Shot Forecasting	Nov 3, 2023	Bayesian InferenceTime Series	CodeCode Available	1
Forecasting with Hyper-Trees	May 13, 2024	Inductive BiasTime Series	CodeCode Available	1
Forecasting with Deep Learning	Feb 17, 2023	Deep LearningTime Series	CodeCode Available	1
ForecastNet: A Time-Variant Deep Feed-Forward Neural Network Architecture for Multi-Step-Ahead Time-Series Forecasting	Feb 11, 2020	Deep LearningTime Series	CodeCode Available	1
FrAug: Frequency Domain Augmentation for Time Series Forecasting	Feb 18, 2023	Anomaly DetectionData Augmentation	CodeCode Available	1
A spatio-temporal LSTM model to forecast across multiple temporal and spatial scales	Aug 26, 2021	Missing ValuesTime Series Analysis	CodeCode Available	1
FlexTSF: A Universal Forecasting Model for Time Series with Variable Regularities	Oct 30, 2024	Irregular Time SeriesMissing Values	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	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	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
9	PRformer	MSE	0.33	—	Unverified
10	TiDE	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	MoLE-RLinear	MSE	0.38	—	Unverified
4	TiDE	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