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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

Awesome PRs Welcome Stars

This repository contains a reading list of papers (300+ 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).
  • 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.

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
19-06-20 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
23-06-16 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 Arxiv 2023 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
23-12-28 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 Arxiv 2024 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

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 univariate time series forecasting ICLR 2024 Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting None
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 Arxiv 2024 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 Arxiv 2024 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
24-12-17 TimeCHEAT Irregular_time_series AAAI 2025 TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysis 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
24-12-14 DUET multivariate time series forecasting KDD 2025 DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting DUET

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 Arxiv 2024 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 Arxiv 2024 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

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 None
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

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

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 Arxiv 2024 Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting None
24-10-08 TimeDART Arxiv 2024 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

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 Series Forecasting None
23-05-28 PALS Arxiv 2023 Adaptive Sparsity Level during Training for Efficient Time Series Forecasting with Transformers None
23-06-09 FeatureProgramming ICML 2023 Feature Programming for Multivariate Time Series Prediction FeatureProgramming
23-07-18 Look_Ahead SIGIR 2023 Look Ahead: Improving the Accuracy of Time-Series Forecasting by Previewing Future Time Features Look_Ahead
23-09-14 QFCV Arxiv 2023 Uncertainty Intervals for Prediction Errors in Time Series Forecasting QFCV
23-10-09 PeTS Arxiv 2023 Performative Time-Series Forecasting PeTS
23-10-23 EDAIN Arxiv 2023 Extended Deep Adaptive Input Normalization for Preprocessing Time Series Data for Neural Networks EDAIN
23-10-23 SOLID KDD 2024 Calibration of Time-Series Forecasting: Detecting and Adapting Context-Driven Distribution Shift SOLID
23-11-19 TimeSQL Arxiv 2023 TimeSQL: Improving Multivariate Time Series Forecasting with Multi-Scale Patching and Smooth Quadratic Loss None
24-01-16 LIFT ICLR 2024 Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators None
24-01-16 RobustTSF ICLR 2024 RobustTSF: Towards Theory and Design of Robust Time Series Forecasting with Anomalies RobustTSF
24-02-04 FreDF🌟 Arxiv 2024 Label Correlation Biases Direct Time Series Forecast FreDF
24-02-14 PDLS ICML 2024 Transformers with Loss Shaping Constraints for Long-Term Time Series Forecasting None
24-02-20 Leddam ICML 2024 Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling None
24-03-01 InfoTime Arxiv 2024 Enhancing Multivariate Time Series Forecasting with Mutual Information-driven Cross-Variable and Temporal Modeling None
24-03-13 wavelet-ML Arxiv 2024 Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting None
24-03-31 CCM NIPS 2024 From Similarity to Superiority: Channel Clustering for Time Series Forecasting TimeSeriesCCM
24-05-24 UnitNorm Arxiv 2024 UnitNorm: Rethinking Normalization for Transformers in Time Series UnitNorm
24-05-29 HCAN Arxiv 2024 Hierarchical Classification Auxiliary Network for Time Series Forecasting HCAN
24-05-30 S3 NIPS 2024 Segment, Shuffle, and Stitch: A Simple Layer for Improving Time-Series Representations S3
24-06-07 TDT Arxiv 2024 TDT Loss Takes It All: Integrating Temporal Dependencies among Targets into Non-Autoregressive Time Series Forecasting None
24-06-19 Gaussian Arxiv 2024 Robust Time Series Forecasting with Non-Heavy-Tailed Gaussian Loss-Weighted Sampler None
24-07-21 TimeInf Arxiv 2024 TimeInf: Time Series Data Contribution via Influence Functions TimeInf
24-07-24 C-LoRA CIKM 2024 Channel-Aware Low-Rank Adaptation in Time Series Forecasting C-LoRA
24-08-20 Wave-Augs Arxiv 2024 Wave-Mask/Mix: Exploring Wavelet-Based Augmentations for Time Series Forecasting Wave-Augs
24-08-27 Channel-wise Influence Arxiv 2024 Channel-wise Influence: Estimating Data Influence for Multivariate Time Series None
24-09-10 AutoTSAug Arxiv 2024 Learning Augmentation Policies from A Model Zoo for Time Series Forecasting None
24-09-23 MotifDisco Arxiv 2024 MotifDisco: Motif Causal Discovery For Time Series Motifs None
24-09-25 FBM NIPS 2024 Rethinking Fourier Transform from A Basis Functions Perspective for Long-term Time Series Forecasting FBM
24-09-27 GLAFF NIPS 2024 Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective GLAFF
24-09-30 FAN NIPS 2024 Frequency Adaptive Normalization For Non-stationary Time Series Forecasting FAN
24-10-02 FredNormer Arxiv 2024 FredNormer: Frequency Domain Normalization for Non-stationary Time Series Forecasting None
24-10-03 FAN Arxiv 2024 FAN: Fourier Analysis Networks FAN
24-10-04 GAS-Norm CIKM 2024 GAS-Norm: Score-Driven Adaptive Normalization for Non-Stationary Time Series Forecasting in Deep Learning GAS-Norm
24-10-09 TOI NIPS 2024 Task-oriented Time Series Imputation Evaluation via Generalized Representers TOI
24-10-19 FGL Arxiv 2024 Future-Guided Learning: A Predictive Approach To Enhance Time-Series Forecasting None
24-10-28 BSA NIPS 2024 Introducing Spectral Attention for Long-Range Dependency in Time Series Forecasting BSA
24-10-30 DisenTS Arxiv 2024 DisenTS: Disentangled Channel Evolving Pattern Modeling for Multivariate Time Series Forecasting None
24-10-30 CM Arxiv 2024 Partial Channel Dependence with Channel Masks for Time Series Foundation Models CM
24-10-31 MLP replace attention Arxiv 2024 Approximate attention with MLP: a pruning strategy for attention-based model in multivariate time series forecasting None
24-11-12 RAF Arxiv 2024 Retrieval Augmented Time Series Forecasting None
24-11-24 Freq-Synth Arxiv 2024 Beyond Data Scarcity: A Frequency-Driven Framework for Zero-Shot Forecasting None
24-12-02 TimeLinear Arxiv 2024 How Much Can Time-related Features Enhance Time Series Forecasting? TimeLinear
24-12-06 WaveToken Arxiv 2024 Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization None

LLM (Large Language Model).

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
22-09-20 PromptCast TKDE 2023 PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting PISA
23-02-23 FPT 🌟 NIPS 2023 One Fits All: Power General Time Series Analysis by Pretrained LM One-Fits-All
23-05-17 LLMTime NIPS 2023 Large Language Models Are Zero-Shot Time Series Forecasters LLMTime
23-08-16 TEST ICLR 2024 TEST: Text Prototype Aligned Embedding to Activate LLM's Ability for Time Series None
23-08-16 LLM4TS Arxiv 2023 LLM4TS: Two-Stage Fine-Tuning for Time-Series Forecasting with Pre-Trained LLMs None
23-10-03 Time-LLM ICLR 2024 Time-LLM: Time Series Forecasting by Reprogramming Large Language Models None
23-10-08 TEMPO ICLR 2024 TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting TEMPO
23-10-12 Lag-Llama Arxiv 2023 Lag-Llama: Towards Foundation Models for Time Series Forecasting Lag-Llama
23-10-15 UniTime WWW 2024 UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting UniTime
23-11-03 ForecastPFN NIPS 2023 ForecastPFN: Synthetically-Trained Zero-Shot Forecasting ForecastPFN
23-11-24 FPT++ 🌟 Arxiv 2023 One Fits All: Universal Time Series Analysis by Pretrained LM and Specially Designed Adaptors GPT4TS_Adapter
24-01-18 ST-LLM Arxiv 2024 Spatial-Temporal Large Language Model for Traffic Prediction None
24-02-01 LLMICL Arxiv 2024 LLMs learn governing principles of dynamical systems, revealing an in-context neural scaling law LLMICL
24-02-04 AutoTimes Arxiv 2024 AutoTimes: Autoregressive Time Series Forecasters via Large Language Models AutoTimes
24-02-05 Position ICML 2024 Position: What Can Large Language Models Tell Us about Time Series Analysis None
24-02-07 aLLM4TS ICML 2024 Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning None
24-02-16 TSFwithLLM Arxiv 2024 Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities None
24-02-25 LSTPrompt Arxiv 2024 LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting LSTPrompt
24-03-09 S2IP-LLM ICML 2024 S2IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting None
24-03-12 CALF Arxiv 2024 CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning CALF
24-03-12 Chronos 🌟 Arxiv 2024 Chronos: Learning the Language of Time Series Chronos
24-04-17 TSandLanguage Arxiv 2024 Language Models Still Struggle to Zero-shot Reason about Time Series TSandLanguage
24-05-22 TGForecaster Arxiv 2024 Beyond Trend and Periodicity: Guiding Time Series Forecasting with Textual Cues tgtsf
24-05-23 Time-FFM NIPS 2024 Time-FFM: Towards LM-Empowered Federated Foundation Model for Time Series Forecasting None
24-06-03 TimeCMA Arxiv 2024 TimeCMA: Towards LLM-Empowered Time Series Forecasting via Cross-Modality Alignment None
24-06-07 LMGF Arxiv 2024 A Language Model-Guided Framework for Mining Time Series with Distributional Shifts None
24-06-12 Time-MMD Arxiv 2024 Time-MMD: A New Multi-Domain Multimodal Dataset for Time Series Analysis Time-MMD
24-06-20 LTSM-bundle Arxiv 2024 Understanding Different Design Choices in Training Large Time Series Models ltsm
24-06-22 AreLLMUseful🌟 NIPS 2024 Are Language Models Actually Useful for Time Series Forecasting? ts_models
24-07-30 FedTime Arxiv 2024 A federated large language model for long-term time series forecasting None
24-08-22 LLMGeovec Arxiv 2024 Geolocation Representation from Large Language Models are Generic Enhancers for Spatio-Temporal Learning None
24-08-24 RePST Arxiv 2024 Empowering Pre-Trained Language Models for Spatio-Temporal Forecasting via Decoupling Enhanced Discrete Reprogramming None
24-09-17 MLLM Arxiv 2024 Towards Time Series Reasoning with LLMs None
24-10-04 MetaTST Arxiv 2024 Metadata Matters for Time Series: Informative Forecasting with Transformers None
24-10-15 LLM-Mixer Arxiv 2024 LLM-Mixer: Multiscale Mixing in LLMs for Time Series Forecasting LLMMixer
24-10-16 NoLLM Arxiv 2024 Revisited Large Language Model for Time Series Analysis through Modality Alignment None
24-10-18 XForecast Arxiv 2024 XForecast: Evaluating Natural Language Explanations for Time Series Forecasting None
24-10-21 LLM-TS Arxiv 2024 LLM-TS Integrator: Integrating LLM for Enhanced Time Series Modeling None
24-10-28 Strada-LLM Arxiv 2024 Strada-LLM: Graph LLM for traffic prediction None
24-10-29 Fourier-Head Arxiv 2024 Fourier Head: Helping Large Language Models Learn Complex Probability Distributions Fourier-Head
24-11-24 LeMoLE Arxiv 2024 LeMoLE: LLM-Enhanced Mixture of Linear Experts for Time Series Forecasting None
24-12-03 LLMForecaster Arxiv 2024 LLMForecaster: Improving Seasonal Event Forecasts with Unstructured Textual Data None
24-12-06 NNCL-TLLM Arxiv 2024 Rethinking Time Series Forecasting with LLMs via Nearest Neighbor Contrastive Learning None
24-12-16 Apollo-Forecast AAAI 2025 Apollo-Forecast: Overcoming Aliasing and Inference Speed Challenges in Language Models for Time Series Forecasting None

Pretrain & Representation.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
20-10-06 TST KDD 2021 A Transformer-based Framework for Multivariate Time Series Representation Learning mvts_transformer
21-09-29 CoST ICLR 2022 CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting CoST
22-05-16 LaST NIPS 2022 LaST: Learning Latent Seasonal-Trend Representations for Time Series Forecasting LaST
22-06-18 STEP KDD 2022 Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting STEP
23-02-02 SimMTM NIPS 2023 SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling SimMTM
23-02-07 DBPM ICLR 2024 Towards Enhancing Time Series Contrastive Learning: A Dynamic Bad Pair Mining Approach None
23-03-01 TimeMAE Arxiv 2023 TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked Autoencoders TimeMAE
23-08-02 Floss Arxiv 2023 Enhancing Representation Learning for Periodic Time Series with Floss: A Frequency Domain Regularization Approach floss
23-10-14 TimesFM ICML 2024 A decoder-only foundation model for time-series forecasting None
23-12-01 STD_MAE Arxiv 2023 Spatio-Temporal-Decoupled Masked Pre-training for Traffic Forecasting STD_MAE
23-12-25 TimesURL AAAI 2024 TimesURL: Self-supervised Contrastive Learning for Universal Time Series Representation Learning None
24-01-08 TTMs Arxiv 2024 Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series TTMs
24-01-16 SoftCLT ICLR 2024 Soft Contrastive Learning for Time Series None
24-01-16 PITS ICLR 2024 Learning to Embed Time Series Patches Independently PITS
24-01-16 T-Rep ICLR 2024 T-Rep: Representation Learning for Time Series using Time-Embeddings None
24-01-16 AutoTCL ICLR 2024 Parametric Augmentation for Time Series Contrastive Learning None
24-01-16 AutoCon ICLR 2024 Self-Supervised Contrastive Forecasting AutoCon
24-01-29 MLEM Arxiv 2024 Self-Supervised Learning in Event Sequences: A Comparative Study and Hybrid Approach of Generative Modeling and Contrastive Learning MLEM
24-02-04 Timer ICML 2024 Timer: Generative Pre-trained Transformers Are Large Time Series Models Timer
24-02-04 TimeSiam ICML 2024 TimeSiam: A Pre-Training Framework for Siamese Time-Series Modeling None
24-02-04 Moirai ICML 2024 Unified Training of Universal Time Series Forecasting Transformers Moirai
24-02-06 MOMENT ICML 2024 MOMENT: A Family of Open Time-series Foundation Models MOMENT
24-02-14 GTT Arxiv 2024 Only the Curve Shape Matters: Training Foundation Models for Zero-Shot Multivariate Time Series Forecasting through Next Curve Shape Prediction GTT
24-02-19 UniST KDD 2024 UniST: A Prompt-Empowered Universal Model for Urban Spatio-Temporal Prediction UniST
24-02-26 TOTEM Arxiv 2024 TOTEM: TOkenized Time Series EMbeddings for General Time Series Analysis TOTEM
24-02-26 GPHT Arxiv 2024 Generative Pretrained Hierarchical Transformer for Time Series Forecasting None
24-02-29 UniTS Arxiv 2024 UniTS: Building a Unified Time Series Model UniTS
24-03-19 CrossTimeNet Arxiv 2024 Learning Transferable Time Series Classifier with Cross-Domain Pre-training from Language Model crosstimenet
24-03-31 SimTS ICASSP 2024 Rethinking Contrastive Representation Learning for Time Series Forecasting simTS
24-05-17 UniCL Arxiv 2024 UniCL: A Universal Contrastive Learning Framework for Large Time Series Models UniTS
24-05-24 NuwaTS Arxiv 2024 NuwaTS: a Foundation Model Mending Every Incomplete Time Series NuwaTS
24-05-24 ROSE Arxiv 2024 ROSE: Register Assisted General Time Series Forecasting with Decomposed Frequency Learning None
24-05-28 TSRM Arxiv 2024 Time Series Representation Models TSRM
24-07-10 ViTime Arxiv 2024 ViTime: A Visual Intelligence-Based Foundation Model for Time Series Forecasting ViTime
24-07-10 Toto Arxiv 2024 Toto: Time Series Optimized Transformer for Observability None
24-08-16 OpenCity Arxiv 2024 OpenCity: Open Spatio-Temporal Foundation Models for Traffic Prediction OpenCity
24-08-24 TSDE KDD 2024 Self-Supervised Learning of Time Series Representation via Diffusion Process and Imputation-Interpolation-Forecasting Mask TSDE
24-08-30 VisionTS 🌟 Arxiv 2024 VisionTS: Visual Masked Autoencoders Are Free-Lunch Zero-Shot Time Series Forecasters VisionTS
24-09-17 ImplicitReason Arxiv 2024 Implicit Reasoning in Deep Time Series Forecasting None
24-09-24 Time-MoE Arxiv 2024 Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts Time-MoE
24-10-07 Timer-XL Arxiv 2024 Timer-XL: Long-Context Transformers for Unified Time Series Forecasting None
24-10-09 OTiS Arxiv 2024 Towards Generalisable Time Series Understanding Across Domains otis
24-10-14 Moirai-MoE Arxiv 2024 Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts None
24-10-30 FlexTSF Arxiv 2024 FlexTSF: A Universal Forecasting Model for Time Series with Variable Regularities FlexTSF
24-10-31 ICF Arxiv 2024 In-Context Fine-Tuning for Time-Series Foundation Models None
24-11-05 TSMamba Arxiv 2024 A Mamba Foundation Model for Time Series Forecasting None
24-12-01 WQ4TS Arxiv 2024 A Wave is Worth 100 Words: Investigating Cross-Domain Transferability in Time Series None

Multimodal.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
24-06-12 Time-MMD Arxiv 2024 Time-MMD: A New Multi-Domain Multimodal Dataset for Time Series Analysis time-mmd
24-10-16 ContextFormer Arxiv 2024 Context Matters: Leveraging Contextual Features for Time Series Forecasting None
24-11-11 Hybrid-MMF Arxiv 2024 Multi-Modal Forecaster: Jointly Predicting Time Series and Textual Data Multimodal_Forecasting
24-12-16 ChatTime AAAI 2025 ChatTime: A Unified Multimodal Time Series Foundation Model Bridging Numerical and Textual Data ChatTime

Domain Adaptation.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
21-02-13 DAF ICML 2022 Domain Adaptation for Time Series Forecasting via Attention Sharing DAF
21-06-13 FOIL ICML 2024 Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant Learning FOIL
24-08-24 STONE KDD 2024 STONE: A Spatio-temporal OOD Learning Framework Kills Both Spatial and Temporal Shifts STONE
24-12-15 LTG Arxiv 2024 Learning Latent Spaces for Domain Generalization in Time Series Forecasting None

Online.

Date Method Type Conference Paper Title and Paper Interpretation (In Chinese) Code
22-02-23 FSNet multivariate time series forecasting ICLR 2023 Learning Fast and Slow for Online Time Series Forecasting FSNet
23-09-22 OneNet multivariate time series forecasting NIPS 2023 OneNet: Enhancing Time Series Forecasting Models under Concept Drift by Online Ensembling OneNet
23-09-25 MemDA spatio-temporal forecasting CIKM 2023 MemDA: Forecasting Urban Time Series with Memory-based Drift Adaptation None
24-01-08 ADCSD spatio-temporal forecasting Arxiv 2024 Online Test-Time Adaptation of Spatial-Temporal Traffic Flow Forecasting ADCSD
24-02-03 TSF-HD multivariate time series forecasting Arxiv 2024 A Novel Hyperdimensional Computing Framework for Online Time Series Forecasting on the Edge TSF-HD
24-02-20 SKI-CL multivariate time series forecasting Arxiv 2024 Structural Knowledge Informed Continual Multivariate Time Series Forecasting None
24-03-22 D3A multivariate time series forecasting Arxiv 2024 Addressing Concept Shift in Online Time Series Forecasting: Detect-then-Adapt None
24-09-29 EvoMSN multivariate time series forecasting Arxiv 2024 Evolving Multi-Scale Normalization for Time Series Forecasting under Distribution Shifts EvoMSN
24-12-11 Proceed multivariate time series forecasting KDD 2025 Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting Proceed

KAN (Kolmogorov–Arnold Network).

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
24-05-12 TKAN Arxiv 2024 TKAN: Temporal Kolmogorov-Arnold Networks tkan
24-05-14 KAN Arxiv 2024 Kolmogorov-Arnold Networks (KANs) for Time Series Analysis None
24-06-04 TKAT Arxiv 2024 A Temporal Kolmogorov-Arnold Transformer for Time Series Forecasting TKAT
24-06-04 MT-KAN Arxiv 2024 Kolmogorov-Arnold Networks for Time Series: Bridging Predictive Power and Interpretability None
24-08-21 KAN4TSF Arxiv 2024 KAN4TSF: Are KAN and KAN-based models Effective for Time Series Forecasting? kan4tsf
24-10-13 WormKAN NIPSW 2024 Are KAN Effective for Identifying and Tracking Concept Drift in Time Series? None
24-10-19 HiPPO-KAN Arxiv 2024 HiPPO-KAN: Efficient KAN Model for Time Series Analysis None

Theory.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
22-10-25 WaveBound NIPS 2022 WaveBound: Dynamic Error Bounds for Stable Time Series Forecasting WaveBound
23-05-25 Ensembling ICML 2023 Theoretical Guarantees of Learning Ensembling Strategies with Applications to Time Series Forecasting None
24-12-08 CurseofAttention Arxiv 2024 Curse of Attention: A Kernel-Based Perspective for Why Transformers Fail to Generalize on Time Series Forecasting and Beyond None

Other.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
16-12-05 TRMF NIPS 2016 Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction TRMF
23-05-23 DF2M ICML 2024 Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization None
24-01-16 STanHop-Net ICLR 2024 STanHop: Sparse Tandem Hopfield Model for Memory-Enhanced Time Series Prediction None
24-02-02 SNN ICML 2024 Efficient and Effective Time-Series Forecasting with Spiking Neural Networks None
24-03-12 BayesNF Arxiv 2024 Scalable Spatiotemporal Prediction with Bayesian Neural Fields BayesNF
24-05-16 LaT-PFN Arxiv 2024 LaT-PFN: A Joint Embedding Predictive Architecture for In-context Time-series Forecasting None
24-05-24 ScalingLaw NIPS 2024 Scaling Law for Time Series Forecasting ScalingLaw
24-06-04 CondTSF Arxiv 2024 CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting None
24-06-14 MTL Arxiv 2024 Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting None
24-10-03 BackTime NIPS 2024 BACKTIME: Backdoor Attacks on Multivariate Time Series Forecasting BackTime
24-10-30 SwimRNN Arxiv 2024 Gradient-free training of recurrent neural networks swimrnn
24-11-06 FACTS VLDB 2025 Fully Automated Correlated Time Series Forecasting in Minutes FACTS

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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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