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

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Showing 151–175 of 1609 papers

Title	Date	Tasks	Status	Hype
LibCity: An Open Library for Traffic Prediction	Nov 4, 2021	Multivariate Time Series ForecastingPrediction	CodeCode Available	2
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks	Apr 13, 2017	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	2
Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows	Feb 14, 2020	Decision MakingMultivariate Time Series Forecasting	CodeCode Available	2
A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection	Jul 7, 2023	Anomaly DetectionImputation	CodeCode Available	2
DeTPP: Leveraging Object Detection for Robust Long-Horizon Event Prediction	Aug 23, 2024	DiversityPoint Processes	CodeCode Available	2
Learning Deep Time-index Models for Time Series Forecasting	Jul 13, 2022	Inductive BiasMeta-Learning	CodeCode Available	2
Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators	Jan 31, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
Graph-based Time Series Clustering for End-to-End Hierarchical Forecasting	May 30, 2023	ClusteringTime Series	CodeCode Available	1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic Forecasting	May 30, 2023	Spatio-Temporal ForecastingTime Series Forecasting	CodeCode Available	1
Graph Neural Controlled Differential Equations for Traffic Forecasting	Dec 7, 2021	Spatio-Temporal ForecastingTime Series Forecasting	CodeCode Available	1
Graph Neural Networks for Improved El Niño Forecasting	Dec 2, 2020	Deep LearningMultivariate Time Series Forecasting	CodeCode Available	1
BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis	Oct 31, 2023	Contrastive LearningSelf-Supervised Learning	CodeCode Available	1
Generative Pretrained Hierarchical Transformer for Time Series Forecasting	Feb 26, 2024	Few-Shot LearningTime Series	CodeCode Available	1
An Open Source and Reproducible Implementation of LSTM and GRU Networks for Time Series Forecasting	Jun 22, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Adversarial Vulnerabilities in Large Language Models for Time Series Forecasting	Dec 11, 2024	Adversarial AttackTime Series	CodeCode Available	1
AA-Forecast: Anomaly-Aware Forecast for Extreme Events	Aug 21, 2022	Anomaly ForecastingMultivariate Time Series Forecasting	CodeCode Available	1
Adversarial Sparse Transformer for Time Series Forecasting	Dec 1, 2020	Multivariate Time Series ForecastingPrediction	CodeCode Available	1
FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of Experts	Jan 25, 2025	Mixture-of-ExpertsPrediction	CodeCode Available	1
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
An Experimental Review on Deep Learning Architectures for Time Series Forecasting	Mar 22, 2021	Deep LearningTime Series	CodeCode Available	1
Battling the Non-stationarity in Time Series Forecasting via Test-time Adaptation	Jan 9, 2025	Test-time AdaptationTime Series	CodeCode Available	1
A Cross-View Hierarchical Graph Learning Hypernetwork for Skill Demand-Supply Joint Prediction	Jan 31, 2024	DecoderGraph Learning	CodeCode Available	1
BACKTIME: Backdoor Attacks on Multivariate Time Series Forecasting	Oct 3, 2024	EpidemiologyMultivariate Time Series Forecasting	CodeCode Available	1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series Forecasting	Jan 23, 2025	DiversityMultivariate Time Series Forecasting	CodeCode Available	1
GBT: Two-stage transformer framework for non-stationary time series forecasting	Jul 17, 2023	Decoderregression	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	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