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 101–125 of 1609 papers

Title	Date	Tasks	Status	Hype
Learning the Simplest Neural ODE	May 4, 2025	Time SeriesTime Series Forecasting	—Unverified	0
Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation	May 4, 2025	Knowledge DistillationMultivariate Time Series Forecasting	CodeCode Available	2
CASA: CNN Autoencoder-based Score Attention for Efficient Multivariate Long-term Time-series Forecasting	May 4, 2025	Time SeriesTime Series Forecasting	CodeCode Available	1
Enhanced Prediction Model for Time Series Characterized by GARCH via Interval Type-2 Fuzzy Inference System	May 3, 2025	Time SeriesTime Series Forecasting	—Unverified	0
Dual-Forecaster: A Multimodal Time Series Model Integrating Descriptive and Predictive Texts	May 2, 2025	DescriptiveTime Series	—Unverified	0
Feature Optimization for Time Series Forecasting via Novel Randomized Uphill Climbing	May 2, 2025	GPUMultivariate Time Series Forecasting	—Unverified	0
Unlocking the Potential of Linear Networks for Irregular Multivariate Time Series Forecasting	May 1, 2025	Missing ValuesMultivariate Time Series Forecasting	—Unverified	0
Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated Representations	May 1, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Temporal Attention Evolutional Graph Convolutional Network for Multivariate Time Series Forecasting	May 1, 2025	Multivariate Time Series ForecastingPrediction	—Unverified	0
Probabilistic Time Series Forecasting of Residential Loads -- A Copula Approach	Apr 30, 2025	Density EstimationProbabilistic Time Series Forecasting	—Unverified	0
Multimodal Conditioned Diffusive Time Series Forecasting	Apr 28, 2025	Time SeriesTime Series Forecasting	—Unverified	0
Bridging Short- and Long-Term Dependencies: A CNN-Transformer Hybrid for Financial Time Series Forecasting	Apr 27, 2025	Decision MakingTime Series	—Unverified	0
TSRM: A Lightweight Temporal Feature Encoding Architecture for Time Series Forecasting and Imputation	Apr 26, 2025	ImputationMultivariate Time Series Forecasting	CodeCode Available	1
Goal-Oriented Time-Series Forecasting: Foundation Framework Design	Apr 24, 2025	Decision MakingPrediction	—Unverified	0
iTFKAN: Interpretable Time Series Forecasting with Kolmogorov-Arnold Network	Apr 23, 2025	Time SeriesTime Series Forecasting	—Unverified	0
A Novel Hybrid Approach Using an Attention-Based Transformer + GRU Model for Predicting Cryptocurrency Prices	Apr 23, 2025	Time Series Forecasting	—Unverified	0
Online model learning with data-assimilated reservoir computers	Apr 23, 2025	Dimensionality ReductionState Estimation	—Unverified	0
Evaluating Temporal Plasticity in Foundation Time Series Models for Incremental Fine-tuning	Apr 20, 2025	Continual LearningIncremental Learning	—Unverified	0
MMformer with Adaptive Transferable Attention: Advancing Multivariate Time Series Forecasting for Environmental Applications	Apr 18, 2025	Meta-LearningMultivariate Time Series Forecasting	—Unverified	0
Can Local Representation Alignment RNNs Solve Temporal Tasks?	Apr 18, 2025	Anomaly DetectionTime Series Forecasting	—Unverified	0
TimeCapsule: Solving the Jigsaw Puzzle of Long-Term Time Series Forecasting with Compressed Predictive Representations	Apr 17, 2025	Time SeriesTime Series Forecasting	CodeCode Available	1
Can Competition Enhance the Proficiency of Agents Powered by Large Language Models in the Realm of News-driven Time Series Forecasting?	Apr 14, 2025	Time SeriesTime Series Forecasting	—Unverified	0
Adapting to the Unknown: Robust Meta-Learning for Zero-Shot Financial Time Series Forecasting	Apr 13, 2025	Meta-LearningTime Series	—Unverified	0
ms-Mamba: Multi-scale Mamba for Time-Series Forecasting	Apr 10, 2025	MambaTime Series	—Unverified	0
Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMs	Apr 10, 2025	Multimodal Large Language ModelTime Series	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	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