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TSFpaper

This repository contains a reading list of papers on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the type of model.

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Awesome Time Series Forecasting/Prediction Papers

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This repository contains a reading list of papers (400+ papers !!!) on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the type of model. This repository is still being continuously improved. In addition to papers that have been accepted by top conferences or journals, the repository also includes the latest papers from arXiv. If you have found any relevant papers that need to be included in this repository, please feel free to submit a pull request (PR) or open an issue. If you find this repository useful, please give it a 🌟.

Each paper may apply to one or several types of forecasting, including univariate time series forecasting, multivariate time series forecasting, and spatio-temporal forecasting, which are also marked in the Type column. If covariates and exogenous variables are not considered, univariate time series forecasting involves predicting the future of one variable with the history of this variable, while multivariate time series forecasting involves predicting the future of C variables with the history of C variables. Note that repeating univariate forecasting multiple times can also achieve the goal of multivariate forecasting, which is called channel-independent. However, univariate forecasting methods cannot extract relationships between variables, so the basis for distinguishing between univariate and multivariate forecasting methods is whether the method involves interaction between variables. Besides, in the era of deep learning, many univariate models can be easily modified to directly process multiple variables for multivariate forecasting. And multivariate models generally can be directly used for univariate forecasting. Here we classify solely based on the model's description in the original paper. Spatio-temporal forecasting is often used in traffic and weather forecasting, and it adds a spatial dimension compared to univariate and multivariate forecasting. In spatio-temporal forecasting, if each measurement point has only one variable, it is equivalent to multivariate forecasting. Therefore, the distinction between spatio-temporal forecasting and multivariate forecasting is not clear. Spatio-temporal models can usually be directly applied to multivariate forecasting, and multivariate models can also be used for spatio-temporal forecasting with minor modifications. Here we also classify solely based on the model's description in the original paper.

  • univariate time series forecasting univariate time series forecasting: , where is the history length, is the prediction horizon length.
  • multivariate time series forecasting multivariate time series forecasting: , where is the number of variables (channels).
  • spatio-temporal forecasting spatio-temporal forecasting: , where is the spatial dimension (number of measurement points). However, some spatio-temporal models set the output channel to 1, and even the input channel to 1, which is actually equivalent to multivariate time series forecasting.
  • Irregular_time_series irregular time series: observation/sampling times are irregular.

News.

🚩 2023/11/1: I have marked some recommended papers with 🌟 (Just my personal preference 😉).

🚩 2023/11/1: I have added a new category Irregular_time_series: models specifically designed for irregular time series.

🚩 2023/11/1: I also recommend you to check out some other GitHub repositories about awesome time series papers: time-series-transformers-review, awesome-AI-for-time-series-papers, time-series-papers, deep-learning-time-series.

🚩 2023/11/3: There are some popular toolkits or code libraries that integrate many time series models: PyPOTS, Time-Series-Library, Prophet, Darts, Kats, tsai, GluonTS, PyTorchForecasting, tslearn, AutoGluon, flow-forecast, PyFlux.

🚩 2023/12/28: Since the topic of LLM(Large Language Model)+TS(Time Series) has been popular recently, I have introduced a category (LLM) to include related papers. This is distinguished from the Pretrain category. Pretrain mainly contains papers which design agent tasks (contrastive or generative) suitable for time series, and only use large-scale time series data for pre-training.

🚩 2024/4/1: Some researchers have introduced the recently popular Mamba model into the field of time series forecasting, which can be found in the SSM (State Space Model) table.

🚩 2024/6/7: I will mark some hot papers with 🔥 (Papers with over 100 citations).

🚩 2024/9/10: I am preparing to open a new GitHub repository to collect papers related to Video Spatio-Temporal Forecasting (VSTF). The mapping function for VSTF is , where and are the height and width of each frame. Compared to spatio-temporal forecasting mentioned before, it replaces with . This setup is commonly used in video prediction and weather forecasting. Stay tuned!

🚩 2024/10/23: I have introduced a new table (Multimodal) to include papers that utilize multimodal data (such as relevant text) to assist in forecasting and a new table (KAN) to include papers that utilize Kolmogorov–Arnold Networks.

🚩 2024/12/30: Christoph Bergmeir raised insightful questions about the benchmarks in the field of time series forecasting during his talk at NIPS 2024. This critique is highly valuable and well worth watching. I strongly recommend watching this talk before embarking on time series research.

🚩 2025/06/02: I have divided the papers in the Pretrain & Representation Table into two groups: Representation Learning and Foundation Models. The former focuses on designing pretrain tasks (such as contrastive learning and masked modeling), while the latter typically provides time series foundation models pre-trained on large-scale time series datasets.

Survey & Benchmark.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
15-11-23 Multi-step ACOMP 2015 Comparison of Strategies for Multi-step-Ahead Prediction of Time Series Using Neural Network None
19-06-11 STData🔥 TKDE 2020 Deep learning for spatio-temporal data mining: A survey None
19-06-20 DL🔥 SENSJ 2019 A Review of Deep Learning Models for Time Series Prediction None
20-09-27 DL🔥 Arxiv 2020 Time Series Forecasting With Deep Learning: A Survey None
22-02-15 Transformer🔥 IJCAI 2023 Transformers in Time Series: A Survey PaperList
23-03-25 STGNN🔥 TKDE 2023 Spatio-Temporal Graph Neural Networks for Predictive Learning in Urban Computing: A Survey None
23-05-01 Diffusion Arxiv 2023 Diffusion Models for Time Series Applications: A Survey None
23-06-14 LargeST NIPS 2023 LargeST: A Benchmark Dataset for Large-Scale Traffic Forecasting largest
23-06-16 SSL🔥 TPAMI 2024 Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects None
23-06-20 OpenSTL NIPS 2023 OpenSTL: A Comprehensive Benchmark of Spatio-Temporal Predictive Learning Benchmark
23-07-07 GNN🔥 TPAMI 2024 A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection PaperList
23-10-09 BasicTS TKDE 2024 Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis BasicTS
23-10-11 ProbTS Arxiv 2023 ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction Horizons ProbTS
23-10-16 LargeModel Arxiv 2023 Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlook PaperList
23-12-28 TSPP Arxiv 2023 TSPP: A Unified Benchmarking Tool for Time-series Forecasting TSPP
24-01-05 Diffusion Arxiv 2024 The Rise of Diffusion Models in Time-Series Forecasting None
24-02-15 LLM🔥 Arxiv 2024 Large Language Models for Forecasting and Anomaly Detection: A Systematic Literature Review None
24-03-21 FM KDD 2024 Foundation Models for Time Series Analysis: A Tutorial and Survey None
24-03-29 TFB🌟🔥 VLDB 2024 TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods TFB
24-04-24 Mamba-360 Arxiv 2024 Mamba-360: Survey of State Space Models as Transformer Alternative for Long Sequence Modelling: Methods, Applications, and Challenges Mamba-360
24-04-29 Diffusion Arxiv 2024 A Survey on Diffusion Models for Time Series and Spatio-Temporal Data PaperList
24-05-03 FoundationModels Arxiv 2024 A Survey of Time Series Foundation Models: Generalizing Time Series Representation with Large Language Model PaperList
24-07-18 TSLib🌟 Arxiv 2024 Deep Time Series Models: A Comprehensive Survey and Benchmark TSLib
24-07-29 Transformer Arxiv 2024 Survey and Taxonomy: The Role of Data-Centric AI in Transformer-Based Time Series Forecasting None
24-10-14 GIFT-Eval Arxiv 2024 GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation None
24-10-15 FoundTS Arxiv 2024 FoundTS: Comprehensive and Unified Benchmarking of Foundation Models for Time Series Forecasting FoundTS
24-10-24 Architecture AIR 2025 A Comprehensive Survey of Time Series Forecasting: Architectural Diversity and Open Challenges None
24-10-29 STGNN Arxiv 2024 A Systematic Literature Review of Spatio-Temporal Graph Neural Network Models for Time Series Forecasting and Classification None
24-12-19 Benchmark🌟 AAAI 2025 Cherry-Picking in Time Series Forecasting: How to Select Datasets to Make Your Model Shine bench
25-02-11 Physiome-ODE ICLR 2025 Physiome-ODE: A Benchmark for Irregularly Sampled Multivariate Time Series Forecasting Based on Biological ODEs Physiome-ODE
25-02-15 Channel-Strategy Arxiv 2025 A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective CS4TS
25-02-17 Positional-Encoding Arxiv 2025 Positional Encoding in Transformer-Based Time Series Models: A Survey pe-benchmark
25-02-19 LTSF Arxiv 2025 Position: There are no Champions in Long-Term Time Series Forecasting None
25-02-26 FinTSB Arxiv 2025 FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting FinTSB
25-03-13 DL Arxiv 2025 Deep Learning for Time Series Forecasting: A Survey None
25-04-05 FoundationModels Arxiv 2025 Foundation Models for Time Series: A Survey None
25-04-10 Survey Arxiv 2025 A Comprehensive Survey of Time Series Forecasting: Concepts, Challenges, and Future Directions PaperList

Transformer.

Date Method Type Conference Paper Title and Paper Interpretation (In Chinese) Code
19-06-29 LogTrans🔥 univariate time series forecasting NIPS 2019 Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting flowforecast
19-12-19 TFT🌟🔥 univariate time series forecasting IJoF 2021 Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting tft
20-01-23 InfluTrans🔥 univariate time series forecasting Arxiv 2020 Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case influenza transformer
20-06-05 AST 🔥 univariate time series forecasting NIPS 2020 Adversarial Sparse Transformer for Time Series Forecasting AST
20-12-14 Informer🌟🔥 multivariate time series forecasting AAAI 2021 Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Informer
21-05-22 ProTran multivariate time series forecasting NIPS 2021 Probabilistic Transformer for Time Series Analysis None
21-06-24 Autoformer🌟🔥 multivariate time series forecasting NIPS 2021 Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Autoformer
21-09-17 Aliformer univariate time series forecasting Arxiv 2021 From Known to Unknown: Knowledge-guided Transformer for Time-Series Sales Forecasting in Alibaba None
21-10-05 Pyraformer🔥 multivariate time series forecasting ICLR 2022 Pyraformer: Low-complexity Pyramidal Attention for Long-range Time Series Modeling and Forecasting Pyraformer
22-01-14 Preformer🔥 multivariate time series forecasting ICASSP 2023 Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series Forecasting Preformer
22-01-30 FEDformer🌟🔥 multivariate time series forecasting ICML 2022 FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting FEDformer
22-02-03 ETSformer 🔥 multivariate time series forecasting Arxiv 2022 ETSformer: Exponential Smoothing Transformers for Time-series Forecasting etsformer
22-02-07 TACTiS multivariate time series forecasting ICML 2022 TACTiS: Transformer-Attentional Copulas for Time Series TACTiS
22-04-28 Triformer multivariate time series forecasting IJCAI 2022 Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting Triformer
22-05-27 TDformer multivariate time series forecasting NIPSW 2022 First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting TDformer
22-05-28 Non-stationary Transformer 🔥 multivariate time series forecasting NIPS 2022 Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting Non-stationary Transformers
22-06-08 Scaleformer multivariate time series forecasting ICLR 2023 Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting Scaleformer
22-08-14 Quatformer multivariate time series forecasting KDD 2022 Learning to Rotate: Quaternion Transformer for Complicated Periodical Time Series Forecasting Quatformer
22-08-30 Persistence Initialization univariate time series forecasting Arxiv 2022 Persistence Initialization: A novel adaptation of the Transformer architecture for Time Series Forecasting None
22-09-08 W-Transformers univariate time series forecasting ICMLA 2022 W-Transformers: A Wavelet-based Transformer Framework for Univariate Time Series Forecasting w-transformer
22-09-22 Crossformer 🔥 multivariate time series forecasting ICLR 2023 Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting Crossformer
22-09-22 PatchTST🌟🔥 univariate time series forecasting ICLR 2023 A Time Series is Worth 64 Words: Long-term Forecasting with Transformers PatchTST
22-11-29 AirFormer spatio-temporal forecasting AAAI 2023 AirFormer: Predicting Nationwide Air Quality in China with Transformers AirFormer
22-12-06 TVT multivariate time series forecasting Arxiv 2022 A K-variate Time Series Is Worth K Words: Evolution of the Vanilla Transformer Architecture for Long-term Multivariate Time Series Forecasting None
23-01-05 Conformer multivariate time series forecasting ICDE 2023 Towards Long-Term Time-Series Forecasting: Feature, Pattern, and Distribution Conformer
23-01-19 PDFormer🔥 spatio-temporal forecasting AAAI 2023 PDFormer: Propagation Delay-Aware Dynamic Long-Range Transformer for Traffic Flow Prediction PDFormer
23-03-01 ViTST Irregular_time_series NIPS 2023 Time Series as Images: Vision Transformer for Irregularly Sampled Time Series ViTST
23-05-20 CARD multivariate time series forecasting ICLR 2024 CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting CARD
23-05-24 JTFT multivariate time series forecasting NN 2024 A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting None
23-05-30 HSTTN spatio-temporal forecasting IJCAI 2023 Long-term Wind Power Forecasting with Hierarchical Spatial-Temporal Transformer None
23-05-30 Client multivariate time series forecasting Arxiv 2023 Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series Forecasting Client
23-05-30 Taylorformer univariate time series forecasting Arxiv 2023 Taylorformer: Probabilistic Predictions for Time Series and other Processes Taylorformer
23-06-05 Corrformer🌟 spatio-temporal forecasting NMI 2023 Interpretable weather forecasting for worldwide stations with a unified deep model Corrformer
23-06-14 GCformer multivariate time series forecasting CIKM 2023 GCformer: An Efficient Solution for Accurate and Scalable Long-Term Multivariate Time Series Forecasting GCformer
23-07-04 SageFormer multivariate time series forecasting IoT 2024 SageFormer: Series-Aware Graph-Enhanced Transformers for Multivariate Time Series Forecasting SageFormer
23-07-10 DifFormer multivariate time series forecasting TPAMI 2023 DifFormer: Multi-Resolutional Differencing Transformer With Dynamic Ranging for Time Series Analysis None
23-07-27 HUTFormer spatio-temporal forecasting Arxiv 2023 HUTFormer: Hierarchical U-Net Transformer for Long-Term Traffic Forecasting None
23-08-07 DSformer multivariate time series forecasting CIKM 2023 DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction None
23-08-09 SBT multivariate time series forecasting KDD 2023 Sparse Binary Transformers for Multivariate Time Series Modeling None
23-08-09 PETformer multivariate time series forecasting Arxiv 2023 PETformer: Long-term Time Series Forecasting via Placeholder-enhanced Transformer None
23-10-02 TACTiS-2 multivariate time series forecasting ICLR 2024 TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series None
23-10-03 PrACTiS multivariate time series forecasting Arxiv 2023 PrACTiS: Perceiver-Attentional Copulas for Time Series None
23-10-10 iTransformer🔥 multivariate time series forecasting ICLR 2024 iTransformer: Inverted Transformers Are Effective for Time Series Forecasting iTransformer
23-10-26 ContiFormer Irregular_time_series NIPS 2023 ContiFormer: Continuous-Time Transformer for Irregular Time Series Modeling ContiFormer
23-10-31 BasisFormer multivariate time series forecasting NIPS 2023 BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis basisformer
23-11-07 MTST univariate time series forecasting AISTATS 2023 Multi-resolution Time-Series Transformer for Long-term Forecasting MTST
23-11-30 MultiResFormer univariate time series forecasting Arxiv 2023 MultiResFormer: Transformer with Adaptive Multi-Resolution Modeling for General Time Series Forecasting None
23-12-10 FPPformer univariate time series forecasting IOT 2023 Take an Irregular Route: Enhance the Decoder of Time-Series Forecasting Transformer FPPformer
23-12-11 Dozerformer univariate time series forecasting Arxiv 2023 Dozerformer: Sequence Adaptive Sparse Transformer for Multivariate Time Series Forecasting None
23-12-11 CSformer multivariate time series forecasting Arxiv 2023 Dance of Channel and Sequence: An Efficient Attention-Based Approach for Multivariate Time Series Forecasting None
23-12-23 MASTER multivariate time series forecasting AAAI 2024 MASTER: Market-Guided Stock Transformer for Stock Price Forecasting MASTER
23-12-30 PCA+former multivariate time series forecasting Arxiv 2023 Transformer Multivariate Forecasting: Less is More? None
24-01-16 PDF univariate time series forecasting ICLR 2024 Periodicity Decoupling Framework for Long-term Series Forecasting PDF
24-01-16 Pathformer multivariate time series forecasting ICLR 2024 Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting pathformer
24-01-16 VQ-TR multivariate time series forecasting ICLR 2024 VQ-TR: Vector Quantized Attention for Time Series Forecasting None
24-01-22 HDformer multivariate time series forecasting Arxiv 2024 The Bigger the Better? Rethinking the Effective Model Scale in Long-term Time Series Forecasting None
24-02-04 Minusformer multivariate time series forecasting Arxiv 2024 Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals Minusformer
24-02-08 AttnEmbed univariate time series forecasting Arxiv 2024 Attention as Robust Representation for Time Series Forecasting AttnEmbed
24-02-15 SAMformer multivariate time series forecasting ICML 2024 Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention SAMformer
24-02-25 PDETime multivariate time series forecasting Arxiv 2024 PDETime: Rethinking Long-Term Multivariate Time Series Forecasting from the perspective of partial differential equations None
24-02-29 TimeXer multivariate time series forecasting NIPS 2024 TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables TimeXer
24-03-05 InjectTST multivariate time series forecasting Arxiv 2024 InjectTST: A Transformer Method of Injecting Global Information into Independent Channels for Long Time Series Forecasting None
24-03-13 Caformer multivariate time series forecasting Arxiv 2024 Caformer: Rethinking Time Series Analysis from Causal Perspective None
24-03-14 MCformer multivariate time series forecasting Arxiv 2024 MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer None
24-04-08 ATFNet univariate time series forecasting Arxiv 2024 ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting ATFNet
24-04-12 TSLANet univariate time series forecasting ICML 2024 TSLANet: Rethinking Transformers for Time Series Representation Learning TSLANet
24-04-16 T2B-PE multivariate time series forecasting Arxiv 2024 Intriguing Properties of Positional Encoding in Time Series Forecasting T2B-PE
24-05-14 DGCformer multivariate time series forecasting Arxiv 2024 DGCformer: Deep Graph Clustering Transformer for Multivariate Time Series Forecasting None
24-05-19 VCformer multivariate time series forecasting Arxiv 2024 VCformer: Variable Correlation Transformer with Inherent Lagged Correlation for Multivariate Time Series Forecasting VCformer
24-05-22 GridTST multivariate time series forecasting Arxiv 2024 Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla Transformers GridTST
24-05-23 ICTSP multivariate time series forecasting ICLR 2025 In-context Time Series Predictor None
24-05-27 CATS univariate time series forecasting NIPS 2024 Are Self-Attentions Effective for Time Series Forecasting? CATS
24-06-06 TwinS multivariate time series forecasting Arxiv 2024 TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting None
24-06-07 UniTST multivariate time series forecasting Arxiv 2024 UniTST: Effectively Modeling Inter-Series and Intra-Series Dependencies for Multivariate Time Series Forecasting None
24-06-11 DeformTime multivariate time series forecasting Arxiv 2024 DeformTime: Capturing Variable Dependencies with Deformable Attention for Time Series Forecasting DeformTime
24-06-13 Fredformer multivariate time series forecasting KDD 2024 Fredformer: Frequency Debiased Transformer for Time Series Forecasting Fredformer
24-07-18 FSatten-SOatten multivariate time series forecasting Arxiv 2024 Revisiting Attention for Multivariate Time Series Forecasting FSatten-SOatten
24-07-18 MTE univariate time series forecasting Arxiv 2024 Long Input Sequence Network for Long Time Series Forecasting MTE
24-07-31 FreqTSF multivariate time series forecasting Arxiv 2024 FreqTSF: Time Series Forecasting Via Simulating Frequency Kramer-Kronig Relations None
24-08-05 DRFormer univariate time series forecasting CIKM 2024 DRFormer: Multi-Scale Transformer Utilizing Diverse Receptive Fields for Long Time-Series Forecasting DRFormer
24-08-08 STHD multivariate time series forecasting CIKM 2024 Scalable Transformer for High Dimensional Multivariate Time Series Forecasting STHD
24-08-16 S3Attention multivariate time series forecasting Arxiv 2024 S3Attention: Improving Long Sequence Attention with Smoothed Skeleton Sketching S3Attention
24-08-19 PMformer multivariate time series forecasting Arxiv 2024 Partial-Multivariate Model for Forecasting None
24-08-19 sTransformer multivariate time series forecasting Arxiv 2024 sTransformer: A Modular Approach for Extracting Inter-Sequential and Temporal Information for Time-Series Forecasting None
24-08-20 PRformer multivariate time series forecasting Arxiv 2024 PRformer: Pyramidal Recurrent Transformer for Multivariate Time Series Forecasting PRformer
24-09-25 DeformableTST univariate time series forecasting NIPS 2024 DeformableTST: Transformer for Time Series Forecasting without Over-reliance on Patching DeformableTST
24-09-30 CTLPE Irregular_time_series Arxiv 2024 Continuous-Time Linear Positional Embedding for Irregular Time Series Forecasting None
24-10-02 TiVaT multivariate time series forecasting Arxiv 2024 TiVaT: Joint-Axis Attention for Time Series Forecasting with Lead-Lag Dynamics None
24-10-04 ARMA univariate time series forecasting Arxiv 2024 Autoregressive Moving-average Attention Mechanism for Time Series Forecasting ARMA-Attention
24-10-06 TimeBridge multivariate time series forecasting ICML 2025 TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting TimeBridge
24-10-30 WaveRoRA multivariate time series forecasting Arxiv 2024 WaveRoRA: Wavelet Rotary Route Attention for Multivariate Time Series Forecasting None
24-10-31 Ada-MSHyper multivariate time series forecasting NIPS 2024 Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting Ada-MSHyper
24-11-03 PSformer multivariate time series forecasting Arxiv 2024 PSformer: Parameter-efficient Transformer with Segment Attention for Time Series Forecasting None
24-11-04 ElasTST univariate time series forecasting NIPS 2024 ElasTST: Towards Robust Varied-Horizon Forecasting with Elastic Time-Series Transformer elastst
24-11-07 Peri-midFormer univariate time series forecasting NIPS 2024 Peri-midFormer: Periodic Pyramid Transformer for Time Series Analysis Peri-midFormer
24-12-02 MuSiCNet Irregular_time_series IJCAIW 2024 MuSiCNet: A Gradual Coarse-to-Fine Framework for Irregularly Sampled Multivariate Time Series Analysis None
24-12-04 HOT multivariate time series forecasting Arxiv 2024 Higher Order Transformers: Efficient Attention Mechanism for Tensor Structured Data None
24-12-16 EDformer multivariate time series forecasting Arxiv 2024 EDformer: Embedded Decomposition Transformer for Interpretable Multivariate Time Series Predictions EDformer
24-12-17 TimeCHEAT Irregular_time_series AAAI 2025 TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysis None
24-12-25 Ister multivariate time series forecasting Arxiv 2024 Ister: Inverted Seasonal-Trend Decomposition Transformer for Explainable Multivariate Time Series Forecasting None
25-01-06 Sensorformer multivariate time series forecasting Arxiv 2025 Sensorformer: Cross-patch attention with global-patch compression is effective for high-dimensional multivariate time series forecasting Sensorformer
25-01-14 LiPFormer univariate time series forecasting ICDE 2025 Towards Lightweight Time Series Forecasting: a Patch-wise Transformer with Weak Data Enriching None
25-01-22 T-Graphormer spatio-temporal forecasting Arxiv 2025 T-Graphormer: Using Transformers for Spatiotemporal Forecasting None
25-01-23 FreEformer multivariate time series forecasting Arxiv 2025 FreEformer: Frequency Enhanced Transformer for Multivariate Time Series Forecasting None
25-01-23 SimMTSF multivariate time series forecasting ICLR 2025 A Simple Baseline for Multivariate Time Series Forecasting None
25-01-24 VarDrop multivariate time series forecasting AAAI 2025 VarDrop: Enhancing Training Efficiency by Reducing Variate Redundancy in Periodic Time Series Forecasting VarDrop
25-01-28 Spikformer multivariate time series forecasting Arxiv 2025 Toward Relative Positional Encoding in Spiking Transformers None
25-02-10 Powerformer univariate time series forecasting Arxiv 2025 Powerformer: A Transformer with Weighted Causal Attention for Time-series Forecasting None
25-02-11 SAMoVAR multivariate time series forecasting Arxiv 2025 Linear Transformers as VAR Models: Aligning Autoregressive Attention Mechanisms with Autoregressive Forecasting SAMoVAR
25-02-12 HDT multivariate time series forecasting AAAI 2025 HDT: Hierarchical Discrete Transformer for Multivariate Time Series Forecasting HDT
25-02-13 FaCT multivariate time series forecasting Arxiv 2025 Channel Dependence, Limited Lookback Windows, and the Simplicity of Datasets: How Biased is Time Series Forecasting? None
25-02-17 S2TX multivariate time series forecasting Arxiv 2025 S2TX: Cross-Attention Multi-Scale State-Space Transformer for Time Series Forecasting None
25-02-19 AutoFormer-TS multivariate time series forecasting Arxiv 2025 Learning Novel Transformer Architecture for Time-series Forecasting None
25-02-27 PFformer multivariate time series forecasting PAKDD 2025 PFformer: A Position-Free Transformer Variant for Extreme-Adaptive Multivariate Time Series Forecasting None
25-03-03 ContexTST univariate time series forecasting Arxiv 2025 Unify and Anchor: A Context-Aware Transformer for Cross-Domain Time Series Forecasting None
25-03-07 PPDformer multivariate time series forecasting ICASSP 2025 PPDformer: Channel-Specific Periodic Patch Division for Time Series Forecasting PPDformer
25-03-10 Attn-L-Reg multivariate time series forecasting Arxiv 2025 Enhancing Time Series Forecasting via Logic-Inspired Regularization None
25-03-11 MFRS multivariate time series forecasting Arxiv 2025 MFRS: A Multi-Frequency Reference Series Approach to Scalable and Accurate Time-Series Forecasting MFRS
25-03-13 EiFormer spatio-temporal forecasting Arxiv 2025 Towards Efficient Large Scale Spatial-Temporal Time Series Forecasting via Improved Inverted Transformers None
25-03-22 Sentinel multivariate time series forecasting Arxiv 2025 Sentinel: Multi-Patch Transformer with Temporal and Channel Attention for Time Series Forecasting None
25-03-31 CITRAS multivariate time series forecasting Arxiv 2025 CITRAS: Covariate-Informed Transformer for Time Series Forecasting None
25-04-02 Times2D multivariate time series forecasting AAAI 2025 Times2D: Multi-Period Decomposition and Derivative Mapping for General Time Series Forecasting Times2D
25-04-17 TimeCapsule multivariate time series forecasting KDD 2025 TimeCapsule: Solving the Jigsaw Puzzle of Long-Term Time Series Forecasting with Compressed Predictive Representations None
25-04-26 TSRM univariate time series forecasting Arxiv 2025 TSRM: A Lightweight Temporal Feature Encoding Architecture for Time Series Forecasting and Imputation TSRM
25-05-01 Gateformer multivariate time series forecasting Arxiv 2025 Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated Representations Gateformer
25-05-04 CASA multivariate time series forecasting IJCAI 2025 CASA: CNN Autoencoder-based Score Attention for Efficient Multivariate Long-term Time-series Forecasting casa
25-05-05 SCFormer multivariate time series forecasting Arxiv 2025 SCFormer: Structured Channel-wise Transformer with Cumulative Historical State for Multivariate Time Series Forecasting SCFormer
25-05-19 TQNet multivariate time series forecasting ICML 2025 Temporal Query Network for Efficient Multivariate Time Series Forecasting TQNet
25-05-20 LMHR spatio-temporal forecasting Arxiv 2025 Leveraging Multivariate Long-Term History Representation for Time Series Forecasting None
25-05-21 Sonnet multivariate time series forecasting Arxiv 2025 Sonnet: Spectral Operator Neural Network for Multivariable Time Series Forecasting Sonnet
25-05-22 CAIFormer multivariate time series forecasting Arxiv 2025 CAIFormer: A Causal Informed Transformer for Multivariate Time Series Forecasting None
25-06-10 ChannelTokenFormer multivariate time series forecasting Arxiv 2025 Towards Robust Real-World Multivariate Time Series Forecasting: A Unified Framework for Dependency, Asynchrony, and Missingness None

RNN.

Date Method Type Conference Paper Title and Paper Interpretation (In Chinese) Code
17-03-21 LSTNet🌟🔥 multivariate time series forecasting SIGIR 2018 Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks LSTNet
17-04-07 DA-RNN🔥 univariate time series forecasting IJCAI 2017 A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction DARNN
17-04-13 DeepAR🌟🔥 univariate time series forecasting IJoF 2019 DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks DeepAR
17-11-29 MQRNN🔥 univariate time series forecasting NIPSW 2017 A Multi-Horizon Quantile Recurrent Forecaster MQRNN
18-06-23 mWDN🔥 univariate time series forecasting KDD 2018 Multilevel Wavelet Decomposition Network for Interpretable Time Series Analysis mWDN
18-09-06 MTNet multivariate time series forecasting AAAI 2019 A Memory-Network Based Solution for Multivariate Time-Series Forecasting MTNet
19-05-28 DF-Model🔥 multivariate time series forecasting ICML 2019 Deep Factors for Forecasting None
19-07-18 ESLSTM🔥 univariate time series forecasting IJoF 2020 A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting None
19-07-25 MH-TAL🔥 univariate time series forecasting KDD 2019 Multi-Horizon Time Series Forecasting with Temporal Attention Learning None
21-11-22 CRU Irregular_time_series ICML 2022 Modeling Irregular Time Series with Continuous Recurrent Units CRU
22-05-16 C2FAR univariate time series forecasting NIPS 2022 C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting C2FAR
23-06-02 RNN-ODE-Adap multivariate time series forecasting Arxiv 2023 Neural Differential Recurrent Neural Network with Adaptive Time Steps RNN_ODE_Adap
23-08-22 SegRNN univariate time series forecasting Arxiv 2023 SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting SegRNN
23-10-05 PA-RNN univariate time series forecasting NIPS 2023 Sparse Deep Learning for Time Series Data: Theory and Applications None
23-11-03 WITRAN univariate time series forecasting NIPS 2023 WITRAN: Water-wave Information Transmission and Recurrent Acceleration Network for Long-range Time Series Forecasting WITRAN
23-12-14 DAN multivariate time series forecasting AAAI 2024 Learning from Polar Representation: An Extreme-Adaptive Model for Long-Term Time Series Forecasting DAN
23-12-22 SutraNets univariate time series forecasting NIPS 2023 SutraNets: Sub-series Autoregressive Networks for Long-Sequence, Probabilistic Forecasting None
24-01-17 RWKV-TS multivariate time series forecasting Arxiv 2024 RWKV-TS: Beyond Traditional Recurrent Neural Network for Time Series Tasks RWKV-TS
24-06-04 TGLRN spatio-temporal forecasting Arxiv 2024 Temporal Graph Learning Recurrent Neural Network for Traffic Forecasting None
24-06-29 CONTIME multivariate time series forecasting KDD 2024 Addressing Prediction Delays in Time Series Forecasting: A Continuous GRU Approach with Derivative Regularization CONTIME
24-07-14 xLSTMTime multivariate time series forecasting Arxiv 2024 xLSTMTime: Long-term Time Series Forecasting With xLSTM xLSTMTime
24-07-29 TFFM multivariate time series forecasting CIKM 2024 Multiscale Representation Enhanced Temporal Flow Fusion Model for Long-Term Workload Forecasting None
24-08-19 P-sLSTM univariate time series forecasting Arxiv 2024 Unlocking the Power of LSTM for Long Term Time Series Forecasting None
24-10-22 xLSTM-Mixer multivariate time series forecasting Arxiv 2024 xLSTM-Mixer: Multivariate Time Series Forecasting by Mixing via Scalar Memories xlstm-mixer

MLP.

Date Method Type Conference Paper Title and Paper Interpretation (In Chinese) Code
19-05-24 NBeats🌟 univariate time series forecasting ICLR 2020 N-BEATS: Neural Basis Expansion Analysis For Interpretable Time Series Forecasting NBeats
21-04-12 NBeatsX univariate time series forecasting IJoF 2022 Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx NBeatsX
22-01-30 N-HiTS🌟 univariate time series forecasting AAAI 2023 N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting N-HiTS
22-05-15 DEPTS univariate time series forecasting ICLR 2022 DEPTS: Deep Expansion Learning for Periodic Time Series Forecasting DEPTS
22-05-24 FreDo univariate time series forecasting Arxiv 2022 FreDo: Frequency Domain-based Long-Term Time Series Forecasting None
22-05-26 DLinear🌟 univariate time series forecasting AAAI 2023 Are Transformers Effective for Time Series Forecasting? DLinear
22-06-24 TreeDRNet multivariate time series forecasting Arxiv 2022 TreeDRNet: A Robust Deep Model for Long Term Time Series Forecasting None
22-07-04 LightTS multivariate time series forecasting Arxiv 2022 Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures LightTS
22-08-10 STID multivariate time series forecasting CIKM 2022 Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting STID
23-01-30 SimST spatio-temporal forecasting Arxiv 2023 Do We Really Need Graph Neural Networks for Traffic Forecasting? None
23-02-09 MTS-Mixers multivariate time series forecasting Arxiv 2023 MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing MTS-Mixers
23-03-10 TSMixer multivariate time series forecasting Arxiv 2023 TSMixer: An all-MLP Architecture for Time Series Forecasting None
23-04-17 TiDE🌟 multivariate time series forecasting Arxiv 2023 Long-term Forecasting with TiDE: Time-series Dense Encoder TiDE
23-05-18 RTSF univariate time series forecasting Arxiv 2023 Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mapping RTSF
23-05-30 Koopa🌟 multivariate time series forecasting NIPS 2023 Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors Koopa
23-06-14 CI-TSMixer multivariate time series forecasting KDD 2023 TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting None
23-07-06 FITS🌟 univariate time series forecasting ICLR 2024 FITS: Modeling Time Series with 10k Parameters FITS
23-08-14 ST-MLP spatio-temporal forecasting Arxiv 2023 ST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic Forecasting None
23-08-25 TFDNet multivariate time series forecasting Arxiv 2023 TFDNet: Time-Frequency Enhanced Decomposed Network for Long-term Time Series Forecasting None
23-11-10 FreTS multivariate time series forecasting NIPS 2023 Frequency-domain MLPs are More Effective Learners in Time Series Forecasting FreTS
23-12-11 MoLE multivariate time series forecasting AISTATS 2024 Mixture-of-Linear-Experts for Long-term Time Series Forecasting MoLE
23-12-22 STL multivariate time series forecasting Arxiv 2023 Spatiotemporal-Linear: Towards Universal Multivariate Time Series Forecasting None
24-01-04 U-Mixer multivariate time series forecasting AAAI 2024 U-Mixer: An Unet-Mixer Architecture with Stationarity Correction for Time Series Forecasting None
24-01-16 TimeMixer multivariate time series forecasting ICLR 2024 TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting TimeMixer
24-02-16 RPMixer spatio-temporal forecasting Arxiv 2024 Random Projection Layers for Multidimensional Time Sires Forecasting None
24-02-20 IDEA univariate time series forecasting Arxiv 2024 When and How: Learning Identifiable Latent States for Nonstationary Time Series Forecasting None
24-03-04 CATS multivariate time series forecasting ICML 2024 CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables None
24-03-21 OLS multivariate time series forecasting ICML 2024 An Analysis of Linear Time Series Forecasting Models None
24-03-24 HDMixer multivariate time series forecasting AAAI 2024 HDMixer: Hierarchical Dependency with Extendable Patch for Multivariate Time Series Forecasting HDMixer
24-04-22 SOFTS multivariate time series forecasting NIPS 2024 SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion SOFTS
24-05-02 SparseTSF univariate time series forecasting ICML 2024 SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters SparseTSF
24-05-10 TEFN multivariate time series forecasting Arxiv 2024 Time Evidence Fusion Network: Multi-source View in Long-Term Time Series Forecasting TEFN
24-05-22 PDMLP multivariate time series forecasting Arxiv 2024 PDMLP: Patch-based Decomposed MLP for Long-Term Time Series Forecasting None
24-06-06 AMD multivariate time series forecasting Arxiv 2024 Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting AMD
24-06-07 TimeSieve multivariate time series forecasting Arxiv 2024 TimeSieve: Extracting Temporal Dynamics through Information Bottlenecks TimeSieve
24-06-29 DERITS multivariate time series forecasting IJCAI 2024 Deep Frequency Derivative Learning for Non-stationary Time Series Forecasting None
24-07-15 ODFL univariate time series forecasting Arxiv 2024 Omni-Dimensional Frequency Learner for General Time Series Analysis None
24-07-17 FreDF multivariate time series forecasting MM 2024 Not All Frequencies Are Created Equal: Towards a Dynamic Fusion of Frequencies in Time-Series Forecasting None
24-09-26 PGN univariate time series forecasting NIPS 2024 PGN: The RNN's New Successor is Effective for Long-Range Time Series Forecasting TPGN
24-09-27 CycleNet univariate time series forecasting NIPS 2024 CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns CycleNet
24-10-02 MMFNet univariate time series forecasting Arxiv 2024 MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series Forecasting None
24-10-02 MixLinear univariate time series forecasting Arxiv 2024 MixLinear: Extreme Low Resource Multivariate Time Series Forecasting with 0.1K Parameters None
24-10-07 NFM multivariate time series forecasting Arxiv 2024 Neural Fourier Modelling: A Highly Compact Approach to Time-Series Analysis NFM
24-10-13 TFPS univariate time series forecasting Arxiv 2024 Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift TFPS
24-10-21 LTBoost multivariate time series forecasting CIKM 2024 LTBoost: Boosted Hybrids of Ensemble Linear and Gradient Algorithms for the Long-term Time Series Forecasting LTBoost
24-10-22 LiNo multivariate time series forecasting Arxiv 2024 LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series Forecasting LiNo
24-11-03 FilterNet univariate time series forecasting NIPS 2024 FilterNet: Harnessing Frequency Filters for Time Series Forecasting FilterNet
24-11-26 DiPE-Linear multivariate time series forecasting Arxiv 2024 Disentangled Interpretable Representation for Efficient Long-term Time Series Forecasting DiPE-Linear
24-12-02 FSMLP multivariate time series forecasting Arxiv 2024 FSMLP: Modelling Channel Dependencies With Simplex Theory Based Multi-Layer Perceptions In Frequency Domain FSMLP
24-12-09 LMS-AutoTSF multivariate time series forecasting Arxiv 2024 LMS-AutoTSF: Learnable Multi-Scale Decomposition and Integrated Autocorrelation for Time Series Forecasting LMS-TSF
24-12-14 DUET🔥 multivariate time series forecasting KDD 2025 DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting DUET
24-12-18 PreMixer spatio-temporal forecasting Arxiv 2024 PreMixer: MLP-Based Pre-training Enhanced MLP-Mixers for Large-scale Traffic Forecasting None
24-12-22 WPMixer univariate time series forecasting AAAI 2025 WPMixer: Efficient Multi-Resolution Mixing for Long-Term Time Series Forecasting None
24-12-30 AverageLinear multivariate time series forecasting Arxiv 2024 AverageLinear: Enhance Long-Term Time series forcasting with simple averaging None
25-01-25 FreqMoE multivariate time series forecasting AISTATS 2025 FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of Experts FreqMoE
25-01-27 SWIFT univariate time series forecasting Arxiv 2025 SWIFT: Mapping Sub-series with Wavelet Decomposition Improves Time Series Forecasting swift
25-01-28 Amplifier multivariate time series forecasting AAAI 2025 Amplifier: Bringing Attention to Neglected Low-Energy Components in Time Series Forecasting amplifier
25-01-31 BEAT univariate time series forecasting Arxiv 2025 BEAT: Balanced Frequency Adaptive Tuning for Long-Term Time-Series Forecasting None
25-02-05 MTLinear multivariate time series forecasting AISTATS 2025 A Multi-Task Learning Approach to Linear Multivariate Forecasting MTLinear
25-02-08 TSAA multivariate time series forecasting TMLR Data Augmentation Policy Search for Long-Term Forecasting TSAA
25-02-14 HADL univariate time series forecasting Arxiv 2025 HADL Framework for Noise Resilient Long-Term Time Series Forecasting HADL
25-02-17 IMTS-Mixer Irregular_time_series Arxiv 2025 IMTS-Mixer: Mixer-Networks for Irregular Multivariate Time Series Forecasting IMTS-Mixer
25-02-20 TimeDistill univariate time series forecasting Arxiv 2025 TimeDistill: Efficient Long-Term Time Series Forecasting with MLP via Cross-Architecture Distillation None
25-02-24 ReFocus multivariate time series forecasting Arxiv 2025 ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting refocus
25-02-27 FIA-Net multivariate time series forecasting Arxiv 2025 Efficient Time Series Forecasting via Hyper-Complex Models and Frequency Aggregation FIA-Net
25-02-28 UltraSTF spatio-temporal forecasting Arxiv 2025 A Compact Model for Large-Scale Time Series Forecasting None
25-03-04 CDFM multivariate time series forecasting Arxiv 2025 Lightweight Channel-wise Dynamic Fusion Model: Non-stationary Time Series Forecasting via Entropy Analysis None
25-03-30 SFNN univariate time series forecasting Arxiv 2025 Simple Feedfoward Neural Networks are Almost All You Need for Time Series Forecasting None
25-04-02 DRAN spatio-temporal forecasting Arxiv 2025 DRAN: A Distribution and Relation Adaptive Network for Spatio-temporal Forecasting None
25-04-11 FilterTS multivariate time series forecasting AAAI 2025 FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series Forecasting FilterTS
25-05-01 AiT Irregular_time_series Arxiv 2025 Unlocking the Potential of Linear Networks for Irregular Multivariate Time Series Forecasting None
25-05-07 RAFT multivariate time series forecasting ICML 2025 Retrieval Augmented Time Series Forecasting RAFT
25-05-12 OLinear multivariate time series forecasting Arxiv 2025 OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain OLinear
25-05-13 MDMixer multivariate time series forecasting Arxiv 2025 A Multi-scale Representation Learning Framework for Long-Term Time Series Forecasting None
25-05-15 ALinear univariate time series forecasting Arxiv 2025 Does Scaling Law Apply in Time Series Forecasting? None
25-05-16 APN Irregular_time_series Arxiv 2025 Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline None
25-05-17 WaveTS univariate time series forecasting Arxiv 2025 Multi-Order Wavelet Derivative Transform for Deep Time Series Forecasting None
25-05-20 CRAFT univariate time series forecasting Arxiv 2025 CRAFT: Time Series Forecasting with Cross-Future Behavior Awareness CRAFT
25-05-25 CMoS multivariate time series forecasting ICML 2025 CMoS: Rethinking Time Series Prediction Through the Lens of Chunk-wise Spatial Correlations CMoS
25-05-29 CrossLinear multivariate time series forecasting KDD 2025 CrossLinear: Plug-and-Play Cross-Correlation Embedding for Time Series Forecasting with Exogenous Variables CrossLinear

TCN/CNN.

Date Method Type Conference Paper Title and Paper Interpretation (In Chinese) Code
19-05-09 DeepGLO🌟 multivariate time series forecasting NIPS 2019 Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting deepglo
19-05-22 DSANet multivariate time series forecasting CIKM 2019 DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting DSANet
19-12-11 MLCNN multivariate time series forecasting AAAI 2020 Towards Better Forecasting by Fusing Near and Distant Future Visions MLCNN
21-06-17 SCINet multivariate time series forecasting NIPS 2022 SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction SCINet
22-09-22 MICN multivariate time series forecasting ICLR 2023 MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting MICN
22-09-22 TimesNet🌟 multivariate time series forecasting ICLR 2023 TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis TimesNet
23-02-23 LightCTS multivariate time series forecasting SIGMOD 2023 LightCTS: A Lightweight Framework for Correlated Time Series Forecasting LightCTS
23-05-25 TLNets multivariate time series forecasting Arxiv 2023 TLNets: Transformation Learning Networks for long-range time-series prediction TLNets
23-06-04 Cross-LKTCN multivariate time series forecasting Arxiv 2023 Cross-LKTCN: Modern Convolution Utilizing Cross-Variable Dependency for Multivariate Time Series Forecasting Dependency for Multivariate Time Series Forecasting None
23-06-12 MPPN multivariate time series forecasting Arxiv 2023 MPPN: Multi-Resolution Periodic Pattern Network For Long-Term Time Series Forecasting None
23-06-19 FDNet multivariate time series forecasting KBS 2023 FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series Forecasting FDNet
23-10-01 PatchMixer univariate time series forecasting Arxiv 2023 PatchMixer: A Patch-Mixing Architecture for Long-Term Time Series Forecasting PatchMixer
23-11-01 WinNet univariate time series forecasting Arxiv 2023 WinNet:time series forecasting with a window-enhanced period extracting and interacting None
23-11-27 ModernTCN🌟 multivariate time series forecasting ICLR 2024 ModernTCN: A Modern Pure Convolution Structure for General Time Series Analysis ModernTCN
23-11-27 UniRepLKNet multivariate time series forecasting Arxiv 2023 UniRepLKNet: A Universal Perception Large-Kernel ConvNet for Audio, Video, Point Cloud, Time-Series and Image Recognition UniRepLKNet
24-03-03 ConvTimeNet multivariate time series forecasting WWW 2025 ConvTimeNet: A Deep Hierarchical Fully Convolutional Model for Multivariate Time Series Analysis ConvTimeNet
24-05-20 ATVCNet multivariate time series forecasting Arxiv 2024 ATVCNet: Adaptive Extraction Network for Multivariate Long Sequence Time-Series Forecasting None
24-05-24 FTMixer multivariate time series forecasting Arxiv 2024 FTMixer: Frequency and Time Domain Representations Fusion for Time Series Modeling FTMixer
24-10-07 TimeCNN multivariate time series forecasting Arxiv 2024 TimeCNN: Refining Cross-Variable Interaction on Time Point for Time Series Forecasting None
24-10-21 TimeMixer++ multivariate time series forecasting ICLR 2025 TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis None
24-11-07 EffiCANet multivariate time series forecasting Arxiv 2024 EffiCANet: Efficient Time Series Forecasting with Convolutional Attention None
24-12-23 xPatch univariate time series forecasting AAAI 2025 xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition xPatch
25-01-23 TVNet multivariate time series forecasting ICLR 2025 TVNet: A Novel Time Series Analysis Method Based on Dynamic Convolution and 3D-Variation None

GNN.

Date Method Type Conference Paper Title and Paper Interpretation (In Chinese) Code
17-09-14 STGCN🌟🔥 spatio-temporal forecasting IJCAI 2018 Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting STGCN
19-05-31 Graph WaveNet🔥 spatio-temporal forecasting IJCAI 2019 Graph WaveNet for Deep Spatial-Temporal Graph Modeling Graph-WaveNet
19-07-17 ASTGCN🔥 spatio-temporal forecasting AAAI 2019 Attention Based Spatial-Temporal Graph Convolutional Networks for Traffic Flow Forecasting ASTGCN
20-04-03 SLCNN🔥 spatio-temporal forecasting AAAI 2020 Spatio-Temporal Graph Structure Learning for Traffic Forecasting None
20-04-03 GMAN🔥 spatio-temporal forecasting AAAI 2020 GMAN: A Graph Multi-Attention Network for Traffic Prediction GMAN
20-05-03 MTGNN🌟🔥 multivariate time series forecasting KDD 2020 Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks MTGNN
20-09-26 AGCRN🌟🔥 spatio-temporal forecasting NIPS 2020 Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting AGCRN
21-03-13 StemGNN🌟🔥 multivariate time series forecasting NIPS 2020 Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting StemGNN
22-05-16 TPGNN multivariate time series forecasting NIPS 2022 Multivariate Time-Series Forecasting with Temporal Polynomial Graph Neural Networks TPGNN
22-06-18 D2STGNN spatio-temporal forecasting VLDB 2022 Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting D2STGNN
23-05-12 DDGCRN spatio-temporal forecasting PR 2023 A Decomposition Dynamic graph convolutional recurrent network for traffic forecasting DDGCRN
23-05-30 HiGP spatio-temporal forecasting ICML 2024 Graph-based Time Series Clustering for End-to-End Hierarchical Forecasting None
23-07-10 NexuSQN spatio-temporal forecasting Arxiv 2023 Nexus sine qua non: Essentially connected neural networks for spatial-temporal forecasting of multivariate time series None
23-11-10 FourierGNN multivariate time series forecasting NIPS 2023 FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective FourierGNN
23-12-05 SAMSGL spatio-temporal forecasting TETCI 2023 SAMSGL: Series-Aligned Multi-Scale Graph Learning for Spatio-Temporal Forecasting None
23-12-27 TGCRN spatio-temporal forecasting ICDE 2024 Learning Time-aware Graph Structures for Spatially Correlated Time Series Forecasting None
23-12-27 FCDNet spatio-temporal forecasting Arxiv 2023 FCDNet: Frequency-Guided Complementary Dependency Modeling for Multivariate Time-Series Forecasting FCDNet
23-12-31 MSGNet multivariate time series forecasting AAAI 2024 MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting MSGNet
24-01-15 RGDAN spatio-temporal forecasting NN 2024 RGDAN: A random graph diffusion attention network for traffic prediction RGDAN
24-01-16 BiTGraph spatio-temporal forecasting ICLR 2024 Biased Temporal Convolution Graph Network for Time Series Forecasting with Missing Values BiTGraph
24-01-24 TMP spatio-temporal forecasting AAAI 2024 Time-Aware Knowledge Representations of Dynamic Objects with Multidimensional Persistence None
24-02-16 HD-TTS spatio-temporal forecasting ICML 2024 Graph-based Forecasting with Missing Data through Spatiotemporal Downsampling hdtts
24-05-02 T-PATCHGNN Irregular_time_series ICML 2024 Irregular Multivariate Time Series Forecasting: A Transformable Patching Graph Neural Networks Approach t-PatchGNN
24-05-17 HimNet spatio-temporal forecasting KDD 2024 Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting HimNet
24-05-28 GFC-GNN multivariate time series forecasting Arxiv 2024 ForecastGrapher: Redefining Multivariate Time Series Forecasting with Graph Neural Networks None
24-06-18 SAGDFN spatio-temporal forecasting ICDE 2024 SAGDFN: A Scalable Adaptive Graph Diffusion Forecasting Network for Multivariate Time Series Forecasting None
24-10-17 GNeuralFlow Irregular_time_series NIPS 2024 Graph Neural Flows for Unveiling Systemic Interactions Among Irregularly Sampled Time Series GNeuralFlow
24-10-24 TEAM spatio-temporal forecasting VLDB 2025 TEAM: Topological Evolution-aware Framework for Traffic Forecasting TEAM
25-01-22 TimeFilter multivariate time series forecasting ICML 2025 TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting TimeFilter
25-02-21 EVTSF spatio-temporal forecasting Arxiv 2025 Beyond Fixed Variables: Expanding-variate Time Series Forecasting via Flat Scheme and Spatio-temporal Focal Learning None
25-05-07 STRGCN Irregular_time_series Arxiv 2025 STRGCN: Capturing Asynchronous Spatio-Temporal Dependencies for Irregular Multivariate Time Series Forecasting None
25-05-23 HyperIMTS Irregular_time_series ICML 2025 HyperIMTS: Hypergraph Neural Network for Irregular Multivariate Time Series Forecasting HyperIMTS

SSM (State Space Model).

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
18-05-18 DSSM NIPS 2018 Deep State Space Models for Time Series Forecasting None
19-08-10 DSSMF IJCAI 2019 Learning Interpretable Deep State Space Model for Probabilistic Time Series Forecasting None
22-08-19 SSSD TMLR 2022 Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models SSSD
22-09-22 SpaceTime ICLR 2023 Effectively Modeling Time Series with Simple Discrete State Spaces SpaceTime
22-12-24 LS4 ICML 2023 Deep Latent State Space Models for Time-Series Generation LS4
24-02-18 Attraos Arxiv 2024 Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective None
24-03-14 TimeMachine Arxiv 2024 TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting None
24-03-17 S-D-Mamba Arxiv 2024 Is Mamba Effective for Time Series Forecasting? S-D-Mamba
24-03-22 SiMBA Arxiv 2024 SiMBA: Simplified Mamba-Based Architecture for Vision and Multivariate Time series Simba
24-03-29 TSM2 Arxiv 2024 MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection M2
24-04-23 Mambaformer Arxiv 2024 Integrating Mamba and Transformer for Long-Short Range Time Series Forecasting Mambaformer
24-04-24 Bi-Mamba4TS Arxiv 2024 Bi-Mamba4TS: Bidirectional Mamba for Time Series Forecasting None
24-05-11 DTMamba Arxiv 2024 DTMamba: Dual Twin Mamba for Time Series Forecasting None
24-05-25 Time-SSM Arxiv 2024 Time-SSM: Simplifying and Unifying State Space Models for Time Series Forecasting None
24-05-26 MambaTS Arxiv 2024 MambaTS: Improved Selective State Space Models for Long-term Time Series Forecasting None
24-06-06 Chimera Arxiv 2024 Chimera: Effectively Modeling Multivariate Time Series with 2-Dimensional State Space Models None
24-06-08 C-Mamba Arxiv 2024 C-Mamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series Forecasting CMamba
24-07-20 FMamba Arxiv 2024 FMamba: Mamba based on Fast-attention for Multivariate Time-series Forecasting None
24-08-17 SSL Arxiv 2024 Time Series Analysis by State Space Learning None
24-08-22 SAMBA Arxiv 2024 Simplified Mamba with Disentangled Dependency Encoding for Long-Term Time Series Forecasting None
24-08-28 MoU Arxiv 2024 Mamba or Transformer for Time Series Forecasting? Mixture of Universals (MoU) Is All You Need MoU
24-09-26 SAMBA Arxiv 2024 Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction SAMBA
24-10-04 LinOSS Arxiv 2024 Oscillatory State-Space Models None
24-10-15 UmambaTSF Arxiv 2024 UmambaTSF: A U-shaped Multi-Scale Long-Term Time Series Forecasting Method Using Mamba None
24-10-28 FACTS Arxiv 2024 FACTS: A Factored State-Space Framework For World Modelling FACTS
24-10-30 SOR-Mamba Arxiv 2024 Sequential Order-Robust Mamba for Time Series Forecasting SOR-Mamba
24-11-26 MTS-UNMixers Arxiv 2024 MTS-UNMixers: Multivariate Time Series Forecasting via Channel-Time Dual Unmixing MTS-UNMixers
24-12-01 DSSRNN Arxiv 2024 DSSRNN: Decomposition-Enhanced State-Space Recurrent Neural Network for Time-Series Analysis DSSRNN
25-01-23 ACSSM ICLR 2025 Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series None
25-01-23 S4M ICLR 2025 S4M: S4 for multivariate time series forecasting with Missing values S4M
25-03-13 Mamba-ProbTSF Arxiv 2025 Mamba time series forecasting with uncertainty propagation mamba-probtsf
25-04-02 Attention Mamba Arxiv 2025 Attention Mamba: Time Series Modeling with Adaptive Pooling Acceleration and Receptive Field Enhancements None
25-04-10 ms-Mamba Arxiv 2025 ms-Mamba: Multi-scale Mamba for Time-Series Forecasting None
25-05-27 TimePro ICML 2025 TimePro: Efficient Multivariate Long-term Time Series Forecasting with Variable- and Time-Aware Hyper-state TimePro

Generation Model.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
20-02-14 MAF🌟 ICLR 2021 Multivariate Probabilitic Time Series Forecasting via Conditioned Normalizing Flows MAF
21-01-18 TimeGrad🌟 ICML 2021 Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting TimeGrad
21-07-07 CSDI NIPS 2021 CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation CSDI
22-05-16 MANF Arxiv 2022 Multi-scale Attention Flow for Probabilistic Time Series Forecasting None
22-05-16 D3VAE NIPS 2022 Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement D3VAE
22-12-28 Hier-Transformer-CNF Arxiv 2022 End-to-End Modeling Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow based Reconciliation None
23-03-13 HyVAE Arxiv 2023 Hybrid Variational Autoencoder for Time Series Forecasting None
23-06-03 DYffusion NIPS 2023 DYffusion: A Dynamics-informed Diffusion Model for Spatiotemporal Forecasting DYffusion
23-06-05 WIAE Arxiv 2023 Non-parametric Probabilistic Time Series Forecasting via Innovations Representation None
23-06-08 TimeDiff🌟 ICML 2023 Non-autoregressive Conditional Diffusion Models for Time Series Prediction None
23-07-21 TSDiff NIPS 2023 Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting TSDiff
24-01-16 FTS-Diffusion ICLR 2024 Generative Learning for Financial Time Series with Irregular and Scale-Invariant Patterns None
24-01-16 MG-TSD ICLR 2024 MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process MG-TSD
24-01-16 TMDM ICLR 2024 Transformer-Modulated Diffusion Models for Probabilistic Multivariate Time Series Forecasting None
24-01-16 mr-Diff ICLR 2024 Multi-Resolution Diffusion Models for Time Series Forecasting None
24-01-16 Diffusion-TS ICLR 2024 Diffusion-TS: Interpretable Diffusion for General Time Series Generation Diffusion-TS
24-01-16 SpecSTG Arxiv 2024 SpecSTG: A Fast Spectral Diffusion Framework for Probabilistic Spatio-Temporal Traffic Forecasting SpecSTG
24-02-03 GenFormer Arxiv 2024 GenFormer: A Deep-Learning-Based Approach for Generating Multivariate Stochastic Processes GenFormer
24-01-30 IN-Flow Arxiv 2024 Addressing Distribution Shift in Time Series Forecasting with Instance Normalization Flows None
24-03-24 LDT AAAI 2024 Latent Diffusion Transformer for Probabilistic Time Series Forecasting None
24-06-04 GPD Arxiv 2024 Generative Pre-Trained Diffusion Paradigm for Zero-Shot Time Series Forecasting None
24-06-05 StochDiff Arxiv 2024 Stochastic Diffusion: A Diffusion Probabilistic Model for Stochastic Time Series Forecasting None
24-06-11 ProFITi Arxiv 2024 Marginalization Consistent Mixture of Separable Flows for Probabilistic Irregular Time Series Forecasting None
24-09-03 TimeDiT Arxiv 2024 TimeDiT: General-purpose Diffusion Transformers for Time Series Foundation Model None
24-09-18 SI Arxiv 2024 Recurrent Interpolants for Probabilistic Time Series Prediction None
24-09-27 Bim-Diff Arxiv 2024 Treating Brain-inspired Memories as Priors for Diffusion Model to Forecast Multivariate Time Series None
24-10-03 CCDM Arxiv 2024 Channel-aware Contrastive Conditional Diffusion for Multivariate Probabilistic Time Series Forecasting CCDM
24-10-03 TSFlow ICLR 2025 Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting None
24-10-08 TimeDART ICML 2025 Diffusion Auto-regressive Transformer for Effective Self-supervised Time Series Forecasting TimeDART
24-10-17 FDF Arxiv 2024 FDF: Flexible Decoupled Framework for Time Series Forecasting with Conditional Denoising and Polynomial Modeling FDF
24-10-18 ANT NIPS 2024 ANT: Adaptive Noise Schedule for Time Series Diffusion Models ANT
24-10-21 REDI CIKM 2024 REDI: Recurrent Diffusion Model for Probabilistic Time Series Forecasting None
24-10-24 RATD NIPS 2024 Retrieval-Augmented Diffusion Models for Time Series Forecasting RATD
24-11-02 ProGen Arxiv 2024 ProGen: Revisiting Probabilistic Spatial-Temporal Time Series Forecasting from a Continuous Generative Perspective Using Stochastic Differential Equations None
24-11-07 S2DBM Arxiv 2024 Series-to-Series Diffusion Bridge Model None
24-11-12 FM-TS Arxiv 2024 FM-TS: Flow Matching for Time Series Generation FMTS
24-12-12 ARMD AAAI 2025 Auto-Regressive Moving Diffusion Models for Time Series Forecasting ARMD
25-01-23 D3U ICLR 2025 Diffusion-based Decoupled Deterministic and Uncertain Framework for Probabilistic Multivariate Time Series Forecasting None
25-02-16 LDM4TS Arxiv 2025 Vision-Enhanced Time Series Forecasting via Latent Diffusion Models None
25-02-26 Hutch++ AISTATS 2025 Optimal Stochastic Trace Estimation in Generative Modeling Hutch++
25-03-02 DyDiff ICLR 2025 Dynamical Diffusion: Learning Temporal Dynamics with Diffusion Models DyDiff
25-05-07 NsDiff ICML 2025 Non-stationary Diffusion For Probabilistic Time Series Forecasting NsDiff
25-05-16 FALDA Arxiv 2025 Effective Probabilistic Time Series Forecasting with Fourier Adaptive Noise-Separated Diffusion None
25-05-29 K2VAE ICML 2025 K2VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting k2vae

Time-index.

Date Method Type Conference Paper Title and Paper Interpretation (In Chinese) Code
17-05-25 ND univariate time series forecasting TNNLS 2017 Neural Decomposition of Time-Series Data for Effective Generalization None
17-08-25 Prophet🌟 univariate time series forecasting TAS 2018 Forecasting at Scale Prophet
22-07-13 DeepTime multivariate time series forecasting ICML 2023 Learning Deep Time-index Models for Time Series Forecasting DeepTime
23-06-09 TimeFlow univariate time series forecasting Arxiv 2023 Time Series Continuous Modeling for Imputation and Forecasting with Implicit Neural Representations None
24-01-16 DAM🌟 univariate time series forecasting ICLR 2024 DAM: Towards A Foundation Model for Time Series Forecasting None

Plug and Play (Model-Agnostic).

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
19-02-21 DAIN🌟 TNNLS 2020 Deep Adaptive Input Normalization for Time Series Forecasting DAIN
19-09-19 DILATE NIPS 2019 Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models DILATE
21-07-19 TAN NIPS 2021 Topological Attention for Time Series Forecasting TAN
21-09-29 RevIN🌟🔥 ICLR 2022 Reversible Instance Normalization for Accurate Time-Series Forecasting against Distribution Shift RevIN
22-02-23 MQF2 AISTATS 2022 Multivariate Quantile Function Forecaster None
22-05-18 FiLM NIPS 2022 FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting FiLM
23-02-18 FrAug Arxiv 2023 FrAug: Frequency Domain Augmentation for Time Series Forecasting FrAug
23-02-22 Dish-TS AAAI 2023 Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting Dish-TS
23-02-23 Adaptive Sampling NIPSW 2022 Adaptive Sampling for Probabilistic Forecasting under Distribution Shift None
23-04-19 RoR ICML 2023 Regions of Reliability in the Evaluation of Multivariate Probabilistic Forecasts RoR
23-05-26 BetterBatch Arxiv 2023 Better Batch for Deep Probabilistic Time Serie