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 76–100 of 1609 papers

Title	Date	Tasks	Status	Hype
Logo-LLM: Local and Global Modeling with Large Language Models for Time Series Forecasting	May 16, 2025	Time SeriesTime Series Forecasting	CodeCode Available	7
Context-Aware Probabilistic Modeling with LLM for Multimodal Time Series Forecasting	May 16, 2025	Time SeriesTime Series Forecasting	—Unverified	0
IISE PG&E Energy Analytics Challenge 2025: Hourly-Binned Regression Models Beat Transformers in Load Forecasting	May 16, 2025	Computational EfficiencyDeep Learning	—Unverified	0
Context parroting: A simple but tough-to-beat baseline for foundation models in scientific machine learning	May 16, 2025	In-Context LearningTime Series	—Unverified	0
Effective Probabilistic Time Series Forecasting with Fourier Adaptive Noise-Separated Diffusion	May 16, 2025	Computational EfficiencyDenoising	—Unverified	0
Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline	May 16, 2025	AstronomyIrregular Time Series	—Unverified	0
Informed Forecasting: Leveraging Auxiliary Knowledge to Boost LLM Performance on Time Series Forecasting	May 15, 2025	Time SeriesTime Series Forecasting	—Unverified	0
Avocado Price Prediction Using a Hybrid Deep Learning Model: TCN-MLP-Attention Architecture	May 15, 2025	ImputationTime Series Forecasting	—Unverified	0
ChronoSteer: Bridging Large Language Model and Time Series Foundation Model via Synthetic Data	May 15, 2025	Language ModelingLanguage Modelling	—Unverified	0
Does Scaling Law Apply in Time Series Forecasting?	May 15, 2025	Time SeriesTime Series Forecasting	—Unverified	0
FAS-LLM: Large Language Model-Based Channel Prediction for OTFS-Enabled Satellite-FAS Links	May 14, 2025	Language ModelingLanguage Modelling	—Unverified	0
Feature Fitted Online Conformal Prediction for Deep Time Series Forecasting Model	May 13, 2025	Conformal PredictionPrediction	CodeCode Available	0
SPAT: Sensitivity-based Multihead-attention Pruning on Time Series Forecasting Models	May 13, 2025	MambaMultivariate Time Series Forecasting	—Unverified	0
A Multi-scale Representation Learning Framework for Long-Term Time Series Forecasting	May 13, 2025	Representation LearningTime Series	—Unverified	0
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain	May 12, 2025	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	3
Matrix Is All You Need	May 11, 2025	AllGPU	—Unverified	0
Enhancing Time Series Forecasting via a Parallel Hybridization of ARIMA and Polynomial Classifiers	May 11, 2025	Time SeriesTime Series Forecasting	—Unverified	0
Non-Stationary Time Series Forecasting Based on Fourier Analysis and Cross Attention Mechanism	May 11, 2025	Financial AnalysisTime Series	CodeCode Available	1
Accurate and Efficient Multivariate Time Series Forecasting via Offline Clustering	May 9, 2025	ClusteringMultivariate Time Series Forecasting	—Unverified	0
Retrieval Augmented Time Series Forecasting	May 7, 2025	RetrievalTime Series	CodeCode Available	1
Non-stationary Diffusion For Probabilistic Time Series Forecasting	May 7, 2025	DenoisingProbabilistic Time Series Forecasting	CodeCode Available	2
STRGCN: Capturing Asynchronous Spatio-Temporal Dependencies for Irregular Multivariate Time Series Forecasting	May 7, 2025	Multivariate Time Series ForecastingTime Series	—Unverified	0
FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series Forecasting	May 7, 2025	Computational EfficiencyMultivariate Time Series Forecasting	CodeCode Available	1
Less is More: Efficient Weight Farcasting with 1-Layer Neural Network	May 5, 2025	Computational EfficiencyLarge Language Model	—Unverified	0
SCFormer: Structured Channel-wise Transformer with Cumulative Historical State for Multivariate Time Series Forecasting	May 5, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	0

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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	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