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 376–400 of 1609 papers

Title	Date	Tasks	Status	Hype
Diffusion Auto-regressive Transformer for Effective Self-supervised Time Series Forecasting	Oct 8, 2024	DecoderDenoising	CodeCode Available	1
ForecastPFN: Synthetically-Trained Zero-Shot Forecasting	Nov 3, 2023	Bayesian InferenceTime Series	CodeCode Available	1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series Forecasting	Jan 23, 2025	DiversityMultivariate Time Series Forecasting	CodeCode Available	1
Deep Switching Auto-Regressive Factorization:Application to Time Series Forecasting	Sep 10, 2020	Time SeriesTime Series Analysis	CodeCode Available	1
Deep Switching State Space Model (DS^3M) for Nonlinear Time Series Forecasting with Regime Switching	Jun 4, 2021	Time SeriesTime 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
Multi-modal learning for geospatial vegetation forecasting	Mar 28, 2023	HumanitarianTime Series	CodeCode Available	1
CMoS: Rethinking Time Series Prediction Through the Lens of Chunk-wise Spatial Correlations	May 25, 2025	Time SeriesTime Series Forecasting	CodeCode Available	1
First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting	Dec 15, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Forecasting with Deep Learning	Feb 17, 2023	Deep LearningTime Series	CodeCode Available	1
CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series Forecasting	Jun 8, 2024	AttributeMamba	CodeCode Available	1
Financial time series forecasting with multi-modality graph neural network	Jan 1, 2022	Graph Neural NetworkTime Series	CodeCode Available	1
Radflow: A Recurrent, Aggregated, and Decomposable Model for Networks of Time Series	Feb 15, 2021	ImputationTime Series	CodeCode Available	1
auto-sktime: Automated Time Series Forecasting	Dec 13, 2023	AutoMLBayesian Optimization	CodeCode Available	1
Regularized Graph Structure Learning with Semantic Knowledge for Multi-variates Time-Series Forecasting	Oct 12, 2022	Graph GenerationGraph structure learning	CodeCode Available	1
Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series Forecasting	May 30, 2023	DecoderTime Series	CodeCode Available	1
DEPTS: Deep Expansion Learning for Periodic Time Series Forecasting	Mar 15, 2022	SchedulingTime Series	CodeCode Available	1
Forecasting with Hyper-Trees	May 13, 2024	Inductive BiasTime Series	CodeCode Available	1
Federated Learning for 5G Base Station Traffic Forecasting	Nov 28, 2022	Federated LearningManagement	CodeCode Available	1
Few-Shot Forecasting of Time-Series with Heterogeneous Channels	Apr 7, 2022	ClassificationTime Series	CodeCode Available	1
Revisiting Attention for Multivariate Time Series Forecasting	Jul 18, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series Forecasting	Jun 19, 2023	Inductive BiasTime Series	CodeCode Available	1
Risk and cross validation in ridge regression with correlated samples	Aug 8, 2024	regressionTime Series	CodeCode Available	1
FC-GAGA: Fully Connected Gated Graph Architecture for Spatio-Temporal Traffic Forecasting	Jul 30, 2020	ManagementTime Series	CodeCode Available	1
FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series Forecasting	Dec 2, 2022	Time SeriesTime Series Analysis	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