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	Score
Probabilistic Forecasting with Temporal Convolutional Neural Network	Jun 11, 2019	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	3	5
Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting	Oct 12, 2023	DecoderProbabilistic Time Series Forecasting	CodeCode Available	3	5
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion	Apr 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	3	5
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain	May 12, 2025	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	3	5
FilterNet: Harnessing Frequency Filters for Time Series Forecasting	Nov 3, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series Forecasting	Oct 2, 2024	Multivariate Time Series ForecastingMultivariate Time Series Forecastingm	CodeCode Available	3	5
Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting	Feb 4, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
AutoTimes: Autoregressive Time Series Forecasters via Large Language Models	Feb 4, 2024	DecoderIn-Context Learning	CodeCode Available	3	5
SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters	May 2, 2024	Time SeriesTime Series Forecasting	CodeCode Available	3	5
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	5
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting	Jun 24, 2021	Time SeriesTime Series Analysis	CodeCode Available	2	5
Mamba-360: Survey of State Space Models as Transformer Alternative for Long Sequence Modelling: Methods, Applications, and Challenges	Apr 24, 2024	Drug DesignInductive Bias	CodeCode Available	2	5
MambaTS: Improved Selective State Space Models for Long-term Time Series Forecasting	May 26, 2024	MambaState Space Models	CodeCode Available	2	5
Model scale versus domain knowledge in statistical forecasting of chaotic systems	Mar 13, 2023	Time SeriesTime Series Analysis	CodeCode Available	2	5
Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting	Oct 31, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift	Oct 13, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
Advancing Spiking Neural Networks for Sequential Modeling with Central Pattern Generators	May 23, 2024	image-classificationImage Classification	CodeCode Available	2	5
Large language models can be zero-shot anomaly detectors for time series?	May 23, 2024	Anomaly DetectionLanguage Modeling	CodeCode Available	2	5
LibCity: An Open Library for Traffic Prediction	Nov 4, 2021	Multivariate Time Series ForecastingPrediction	CodeCode Available	2	5
MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process	Mar 9, 2024	Probabilistic Time Series ForecastingTime Series	CodeCode Available	2	5
KAN4TSF: Are KAN and KAN-based models Effective for Time Series Forecasting?	Aug 21, 2024	Mixture-of-ExpertsTime Series	CodeCode Available	2	5
HoTPP Benchmark: Are We Good at the Long Horizon Events Forecasting?	Jun 20, 2024	BenchmarkingPoint Processes	CodeCode Available	2	5
Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting	May 17, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting	Apr 8, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
A Temporal Kolmogorov-Arnold Transformer for Time Series Forecasting	Jun 4, 2024	DecoderKolmogorov-Arnold Networks	CodeCode Available	2	5

Show:10 25 50

← PrevPage 3 of 65Next →

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	ATFNet	MSE	0.51	—	Unverified
7	MOIRAILarge	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	TiDE	MSE	0.33	—	Unverified
9	PRformer	MSE	0.33	—	Unverified
10	LTBoost (drop_last=false)	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