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 176–200 of 1609 papers

Title	Date	Tasks	Status	Hype
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
Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMs	Apr 10, 2025	Multimodal Large Language ModelTime Series	CodeCode Available	1
Times2D: Multi-Period Decomposition and Derivative Mapping for General Time Series Forecasting	Mar 31, 2025	energy managementTime Series	CodeCode Available	1
DiTEC-WDN: A Large-Scale Dataset of Hydraulic Scenarios across Multiple Water Distribution Networks	Mar 21, 2025	Time Series Forecasting	CodeCode Available	1
MTBench: A Multimodal Time Series Benchmark for Temporal Reasoning and Question Answering	Mar 21, 2025	Question AnsweringTime Series	CodeCode Available	1
Mamba time series forecasting with uncertainty quantification	Mar 13, 2025	MambaProbabilistic Time Series Forecasting	CodeCode Available	1
Small but Mighty: Enhancing Time Series Forecasting with Lightweight LLMs	Mar 5, 2025	Computational EfficiencyDescriptive	CodeCode Available	1
SeqFusion: Sequential Fusion of Pre-Trained Models for Zero-Shot Time-Series Forecasting	Mar 4, 2025	Time SeriesTime Series Forecasting	CodeCode Available	1
Dynamical Diffusion: Learning Temporal Dynamics with Diffusion Models	Mar 2, 2025	Time Series ForecastingVideo Prediction	CodeCode Available	1
ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting	Feb 24, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
TimePFN: Effective Multivariate Time Series Forecasting with Synthetic Data	Feb 22, 2025	Bayesian InferenceFew-Shot Learning	CodeCode Available	1
Disentangling Long-Short Term State Under Unknown Interventions for Online Time Series Forecasting	Feb 18, 2025	DisentanglementTime Series	CodeCode Available	1
A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective	Feb 15, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
AdaPTS: Adapting Univariate Foundation Models to Probabilistic Multivariate Time Series Forecasting	Feb 14, 2025	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	1
Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal Narrative	Feb 13, 2025	ImputationTime Series	CodeCode Available	1
HDT: Hierarchical Discrete Transformer for Multivariate Time Series Forecasting	Feb 12, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
SWIFT: Mapping Sub-series with Wavelet Decomposition Improves Time Series Forecasting	Jan 27, 2025	Edge-computingTime Series	CodeCode Available	1
FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of Experts	Jan 25, 2025	Mixture-of-ExpertsPrediction	CodeCode Available	1
VarDrop: Enhancing Training Efficiency by Reducing Variate Redundancy in Periodic Time Series Forecasting	Jan 24, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series Forecasting	Jan 23, 2025	DiversityMultivariate Time Series Forecasting	CodeCode Available	1
SPAM: Spike-Aware Adam with Momentum Reset for Stable LLM Training	Jan 12, 2025	Time Series Forecasting	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
Neural Conformal Control for Time Series Forecasting	Dec 24, 2024	Conformal PredictionFew-Shot Learning	CodeCode Available	1
TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysis	Dec 17, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Adversarial Vulnerabilities in Large Language Models for Time Series Forecasting	Dec 11, 2024	Adversarial AttackTime 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	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	DLinear	MSE	0.61	—	Unverified
5	MoLE-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	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
10	PRformer	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