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 551–575 of 1609 papers

Title	Date	Tasks	Status	Score
Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting	Sep 5, 2023	Deep LearningEconometrics	CodeCode Available	5
DeepTSF: Codeless machine learning operations for time series forecasting	Jul 28, 2023	Load ForecastingManagement	CodeCode Available	5
Optimal starting point for time series forecasting	Sep 25, 2024	Time SeriesTime Series Forecasting	CodeCode Available	5
Powerformer: A Transformer with Weighted Causal Attention for Time-series Forecasting	Feb 10, 2025	Inductive BiasTime Series	CodeCode Available	5
Autoregressive Convolutional Recurrent Neural Network for Univariate and Multivariate Time Series Prediction	Mar 6, 2019	Time SeriesTime Series Analysis	CodeCode Available	5
Multivariate de Bruijn Graphs: A Symbolic Graph Framework for Time Series Forecasting	May 28, 2025	Time SeriesTime Series Forecasting	CodeCode Available	5
Deep Optimal Timing Strategies for Time Series	Oct 9, 2023	Probabilistic Time Series ForecastingTime Series	CodeCode Available	5
Multiple model estimation under perspective of random-fuzzy dual interpretation of unknown uncertainty	Apr 1, 2024	Keypoint EstimationPoint Tracking	CodeCode Available	5
MTS-UNMixers: Multivariate Time Series Forecasting via Channel-Time Dual Unmixing	Nov 26, 2024	MambaMultivariate Time Series Forecasting	CodeCode Available	5
Multimodal Physical Activity Forecasting in Free-Living Clinical Settings: Hunting Opportunities for Just-in-Time Interventions	Oct 12, 2024	regressionTime Series Forecasting	CodeCode Available	5
Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing	Jul 3, 2024	Time SeriesTime Series Forecasting	CodeCode Available	5
Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction	Feb 23, 2018	image-classificationImage Classification	CodeCode Available	5
Deep Markov Spatio-Temporal Factorization	Mar 22, 2020	ClusteringTime Series	CodeCode Available	5
An adaptive standardisation methodology for Day-Ahead electricity price forecasting	Nov 5, 2023	Time SeriesTime Series Forecasting	CodeCode Available	5
FocusLearn: Fully-Interpretable, High-Performance Modular Neural Networks for Time Series	Nov 28, 2023	Additive modelsfeature selection	CodeCode Available	5
Deep Learning for Time Series Forecasting: The Electric Load Case	Jul 22, 2019	Deep Learningimage-classification	CodeCode Available	5
Model Selection for Time Series Forecasting: Empirical Analysis of Different Estimators	Apr 1, 2021	Model SelectionTime Series	CodeCode Available	5
AutoFITS: Automatic Feature Engineering for Irregular Time Series	Dec 29, 2021	Feature EngineeringIrregular Time Series	CodeCode Available	5
Modeling the Dynamics of Growth in Master-Planned Communities	Aug 26, 2024	NavigateTime Series	CodeCode Available	5
Model selection in reconciling hierarchical time series	Oct 21, 2020	modelModel Selection	CodeCode Available	5
MOrdReD: Memory-based Ordinal Regression Deep Neural Networks for Time Series Forecasting	Mar 26, 2018	Astronomyregression	CodeCode Available	5
Deep Imbalanced Time-series Forecasting via Local Discrepancy Density	Feb 27, 2023	Time SeriesTime Series Analysis	CodeCode Available	5
Minimal Time Series Transformer	Mar 12, 2025	Time SeriesTime Series Forecasting	CodeCode Available	5
Model Compression for Dynamic Forecast Combination	Apr 5, 2021	modelModel Compression	CodeCode Available	5
MFRS: A Multi-Frequency Reference Series Approach to Scalable and Accurate Time-Series Forecasting	Mar 11, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	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	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