Browse State-of-the-Art › Time Series Forecasting
Time Series Forecasting
714 papers with code · 86 benchmarks · 46 datasets archive 2025-07-28
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 )
Description from the archive archive 2025-07-28.
Benchmarks archive 2025-07-28
86 leaderboard tables shown for this task, 86 with rows (a “benchmark” on this site is a table with at least one row, as on /sota), ordered by row count. “Best model” is the first row in the archive's own order at snapshot; nothing is re-ranked here and metric direction is not recorded in the archive. PwC's Trend sparklines are not in the archive, so that column is omitted. 10 shown of 86 until expanded.
Syntology column: samples harvested from the paper's repositories and executed on synthesized fixtures; “ran” is not a correctness claim and does not order the table. A dash means no Syntology record for that paper, not a recorded non-run. Read from the graph 2026-09-24.
Libraries
Not in the archive: the export carries no per-task library table, so there is nothing to show at snapshot 2025-07-28.
Datasets archive 2025-07-28
46 datasets whose archive record lists this task, ordered by the archive's paper count. 30 shown of 46 until expanded.
Subtasks archive 2025-07-28
6 subtasks in the archive's task tree.
Parent tasks archive 2025-07-28
Most implemented papers archive 2025-07-28
30 shown of 714 papers with code (1,609 tagged with this task in all), ordered by repositories listed in the archive, not by stars (the archive holds no stars, so PwC's “Social” and “Latest” sorts cannot be reproduced). Papers without a page here are shown as plain text.
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10 Sep 2014 74 repositories listed Syntology ran 11 of 25 samples · 14 unverified · 9 pointer-only (licence)Our method uses a multilayered Long Short-Term Memory (LSTM) to map the input sequence to a vector of a fixed dimensionality, and then another deep LSTM to decode the target sequence from the vector.
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19 Dec 2019 36 repositories listed Syntology ran 5 of 10 samples · 5 unverified · 5 pointer-only (licence)Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.
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21 Mar 2017 21 repositories listed Syntology ran 0 of 7 samples · 7 unverifiedMultivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation.
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6 Jul 2017 19 repositories listed Syntology ran 17 of 35 samples · 18 unverified · 15 pointer-only (licence)Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain.
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13 Apr 2017 19 repositories listed Syntology ran 3 of 3 samples · 0 unverified · 3 pointer-only (licence)Probabilistic forecasting, i.
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24 May 2019 18 repositories listed Syntology ran 10 of 39 samples · 29 unverified · 3 pointer-only (licence)We focus on solving the univariate times series point forecasting problem using deep learning.
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14 Dec 2020 14 repositories listed Syntology ran 62 of 76 samples · 14 unverified · 13 pointer-only (licence)Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning.
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10 Oct 2023 11 repositories listed Syntology ran 8 of 10 samples · 2 unverifiedThese forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp.
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26 May 2022 10 repositories listed Syntology ran 13 of 19 samples · 6 unverified · 13 pointer-only (licence)Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task.
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21 Aug 2022 9 repositories listedMoreover, the framework employs a dynamic uncertainty optimization algorithm that reduces the uncertainty of forecasts in an online manner.
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27 Nov 2022 8 repositories listed Syntology ran 7 of 30 samples · 23 unverifiedOur channel-independent patch time series Transformer (PatchTST) can improve the long-term forecasting accuracy significantly when compared with that of SOTA Transformer-based models.
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12 Jun 2019 8 repositories listed Syntology ran 0 of 18 samples · 18 unverifiedWe introduce Gluon Time Series (GluonTS, available at https://gluon-ts.
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14 Sep 2017 7 repositories listed Syntology ran 3 of 3 samples · 0 unverified · 3 pointer-only (licence)Timely accurate traffic forecast is crucial for urban traffic control and guidance.
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17 Jun 2021 6 repositories listed Syntology ran 1 of 6 samples · 5 unverifiedOne unique property of time series is that the temporal relations are largely preserved after downsampling into two sub-sequences.
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6 Sep 2017 6 repositories listed Syntology ran 2 of 2 samples · 0 unverified · 2 pointer-only (licence)Reliable uncertainty estimation for time series prediction is critical in many fields, including physics, biology, and manufacturing.
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9 Oct 2023 5 repositories listed Syntology ran 5 of 12 samples · 7 unverified · 4 pointer-only (licence)Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently.
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30 May 2023 5 repositories listed Syntology ran 0 of 21 samples · 21 unverifiedPyPOTS is an open-source Python library dedicated to data mining and analysis on multivariate partially-observed time series, i.
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17 Apr 2023 5 repositories listed Syntology ran 0 of 3 samples · 3 unverifiedRecent work has shown that simple linear models can outperform several Transformer based approaches in long term time-series forecasting.
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10 Mar 2023 5 repositories listedExtending them, in this paper, we investigate the capabilities of linear models for time-series forecasting and present Time-Series Mixer (TSMixer), a novel architecture designed by stacking multi-layer perceptrons…
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23 Jan 2020 5 repositories listed Syntology ran 3 of 3 samples · 0 unverified · 3 pointer-only (licence)In this paper, we present a new approach to time series forecasting.
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11 Jun 2019 5 repositories listed Syntology ran 0 of 8 samples · 8 unverifiedWe present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting.
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7 Mar 2019 5 repositories listedThe explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks.
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18 Jun 2024 4 repositories listedDespite the development of numerous deep learning algorithms for time series imputation, the community lacks standardized and comprehensive benchmark platforms to effectively evaluate imputation performance across…
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22 Aug 2023 4 repositories listedTo address these issues, we propose two novel strategies to reduce the number of iterations in RNNs for LTSF tasks: Segment-wise Iterations and Parallel Multi-step Forecasting (PMF).
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30 Jan 2022 4 repositories listed Syntology ran 0 of 4 samples · 4 unverifiedRecent progress in neural forecasting accelerated improvements in the performance of large-scale forecasting systems.
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19 Jun 2021 4 repositories listed Syntology ran 11 of 23 samples · 12 unverifiedFurthermore, to obtain the representation of an arbitrary sub-sequence in the time series, we can apply a simple aggregation over the representations of corresponding timestamps.
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7 Jul 2019 4 repositories listedDue to their prevalence, time series forecasting is crucial in multiple domains.
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19 Nov 2018 4 repositories listedNatural spatiotemporal processes can be highly non-stationary in many ways, e.
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12 Sep 2018 4 repositories listedTo obtain accurate prediction, it is crucial to model long-term dependency in time series data, which can be achieved to some good extent by recurrent neural network (RNN) with attention mechanism.
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4 May 2025 3 repositories listed Syntology ran 5 of 7 samples · 2 unverifiedTo address this problem, we introduce TimeKD, an efficient MTSF framework that leverages the calibrated language models and privileged knowledge distillation.
Syntology lines on 22 of the papers shown; no Syntology record for the others (a paper without an arXiv id cannot be joined to the graph, and absence from the graph layer is not a recorded non-run). “Ran” means the sample executed on a synthesized fixture, not that the paper's result was reproduced. Read from the graph 2026-09-24.
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