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 51–75 of 1609 papers

Title	Date	Tasks	Status	Hype
The Rise of Diffusion Models in Time-Series Forecasting	Jan 5, 2024	Time SeriesTime Series Analysis	CodeCode Available	3
UniRepLKNet: A Universal Perception Large-Kernel ConvNet for Audio, Video, Point Cloud, Time-Series and Image Recognition	Nov 27, 2023	Image ClassificationObject Detection	CodeCode Available	3
Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting	Oct 12, 2023	DecoderProbabilistic Time Series Forecasting	CodeCode Available	3
Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis	Oct 9, 2023	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	3
Greykite: Deploying Flexible Forecasting at Scale at LinkedIn	Jul 15, 2022	Anomaly DetectionTime Series	CodeCode Available	3
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting	Dec 19, 2019	Interpretable Machine LearningTime Series	CodeCode Available	3
Ludwig: a type-based declarative deep learning toolbox	Sep 17, 2019	DecoderDeep Learning	CodeCode Available	3
GluonTS: Probabilistic Time Series Models in Python	Jun 12, 2019	Anomaly DetectionTime Series	CodeCode Available	3
Probabilistic Forecasting with Temporal Convolutional Neural Network	Jun 11, 2019	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	3
N-BEATS: Neural basis expansion analysis for interpretable time series forecasting	May 24, 2019	Time SeriesTime Series Analysis	CodeCode Available	3
MoFE-Time: Mixture of Frequency Domain Experts for Time-Series Forecasting Models	Jul 9, 2025	Mixture-of-ExpertsTime Series	CodeCode Available	2
Time Series Forecasting as Reasoning: A Slow-Thinking Approach with Reinforced LLMs	Jun 12, 2025	PhilosophyPrompt Engineering	CodeCode Available	2
TimePro: Efficient Multivariate Long-term Time Series Forecasting with Variable- and Time-Aware Hyper-state	May 27, 2025	MambaTime Series	CodeCode Available	2
Temporal Query Network for Efficient Multivariate Time Series Forecasting	May 19, 2025	Correlated Time Series ForecastingMultivariate Time Series Forecasting	CodeCode Available	2
Non-stationary Diffusion For Probabilistic Time Series Forecasting	May 7, 2025	DenoisingProbabilistic Time Series Forecasting	CodeCode Available	2
Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation	May 4, 2025	Knowledge DistillationMultivariate Time Series Forecasting	CodeCode Available	2
ZAPBench: A Benchmark for Whole-Brain Activity Prediction in Zebrafish	Mar 4, 2025	Activity PredictionMultivariate Time Series Forecasting	CodeCode Available	2
Patch-wise Structural Loss for Time Series Forecasting	Mar 2, 2025	Time SeriesTime Series Forecasting	CodeCode Available	2
FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting	Feb 26, 2025	Model SelectionTime Series	CodeCode Available	2
TimeKAN: KAN-based Frequency Decomposition Learning Architecture for Long-term Time Series Forecasting	Feb 10, 2025	Representation LearningTime Series	CodeCode Available	2
TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting	Jan 22, 2025	ClusteringTime Series	CodeCode Available	2
xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition	Dec 23, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
WPMixer: Efficient Multi-Resolution Mixing for Long-Term Time Series Forecasting	Dec 22, 2024	Financial AnalysisLoad Forecasting	CodeCode Available	2
Financial Fine-tuning a Large Time Series Model	Dec 13, 2024	Image GenerationPrediction	CodeCode Available	2
Auto-Regressive Moving Diffusion Models for Time Series Forecasting	Dec 12, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2

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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