Forecasting Benchmarks

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21 papers in the last four weeks, up 250% on the four weeks before. 0.2% of all new papers.

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Are We Really Benchmarking Forecasting Models? The Impact of Preprocessing on Time Series Performance
Oct 6, 2026Guilherme Afonso Galindo Padilha, Paulo Salgado Gomes de Mattos Neto, Rafael Menelau Oliveira e CruzTime Series Forecasting Forecasting Benchmarks
LIVIA, Department of Software and IT Engineering École de technologie supérieure (ÉTS) Montreal, QC, Canada · Center for Informatics (CIn) Universidade Federal de Pernambuco (UFPE) Recife, PE, Brazil
Machine Learning for German Redispatch Forecasting under Data Delays and Temporal Distribution Shift
Oct 6, 2026Faraz Shamim, Faris ShamimDistribution Shift Robustness Time Series Forecasting
KIST Medical College and Teaching Hospital, Nepal · OTH Regensburg
HouseholdBench: Evaluating Large Language Models as Predictors of Household Economic Behavior
Oct 6, 2026Jin Huang, Diego Ferreras Garrucho, Yutong Xie +4LLM Evaluation LLM Fine-Tuning
University of Michigan, Ann Arbor · London School of Economics · MobLab Inc +1
Towards Explainable Benchmarking for Data-driven Post-Wildfire Debris Flow Prediction
Oct 5, 2026Zhisheng Qi, Li Zhu, Utkarsh Sahu +3Perturbation-Based Feature Attribution Forecasting Benchmarks
University of Georgia Athens, Georgia, USA · University of Oregon Eugene, Oregon, USA
Benchmarking Time Series Foundation Models for Load Forecasting Under Covariate Uncertainty
Oct 5, 2026Tomas Kaljevic, Ivan Arzola, Yu ZhangZero-Shot Time Series Forecasting Time Series Forecasting
Department of Electrical and Computer Engineering University of California, Santa Cruz
Foundations without Fundamentals: Zero-Shot Blind Spots in Time Series FMs
Oct 1, 2026Nafiseh Ghoroghchian, Haipeng Zhang, Shuyi Han +2Multivariate Time Series Forecasting Zero-Shot Time Series Forecasting
Layer6 AI
Do Your Own Research: Learning to Forecast by Learning to Search
Oct 1, 2026Yusuf Afifi, Artur Kiulian, Anton Polishko +3Agentic RL Forecasting Benchmarks
Future Principle
On the Divergence of Accuracy and Mechanism Consistency in Time Series World Models
Oct 1, 2026Haochen Zhang, Jiaheng Guo, Zhen Xu +4World Models Time Series Forecasting
University of North Carolina at Chapel Hill · Foci Labs · Stevens Institute of Technology
Beyond Model Ranking: Regime Diagnosis for Distributional-Statistical Misspecification in Industrial Time-Series Forecasting
Sep 30, 2026Pengyu Nie, Chenglang Xu, Yaoshi Chen +4Time Series Forecasting Forecasting Benchmarks
JD.com, Inc.
The Nixtlaverse: An Open-Source Ecosystem for Forecasting
Sep 30, 2026Olivier Sprangers, Max Mergenthaler Canseco, Marco Peixeiro +8Time Series Forecasting Forecasting Benchmarks
Nixtla, San Francisco, CA, United States
When, Not How Much: Evaluating Time-Series Foundation Models on Sparse Events
Sep 30, 2026Daniel Schoess, Florian von WangenheimForecasting Benchmarks Time Series Representation Learning
ETH Zurich
M $^2$ Weather: A Benchmark for Joint Multi-Station and Multi-Variable Weather Forecasting
Sep 30, 2026Rongwen Li, Xiao Wang, Mingyang Wang +4Multivariate Time Series Forecasting Forecasting Benchmarks
Hunan University · China Meteorological Administration
PDE-OBS: Controlled Evaluation Across Observation Patterns
Sep 29, 2026Ruichen Xu, Siyao Wang, Fang Wan +7Benchmark Design PDE Surrogate Modeling
Stony Brook University · University of California, Davis · Independent Research +3
BITS: Rethinking Fair and Comprehensive Evaluation for Irregular Time Series Forecasting
Sep 27, 2026Kangjia Yan, Linfeng Wang, Tianen Shen +7Irregular Time-Series Modeling Forecasting Benchmarks
East China Normal University, Shanghai, China. · University of Electronic Science and Technology of China, Chengdu, China. · Aalborg University, Aalborg, Denmark.
Forecast-Dojo: Replayable Environments for Benchmarking and Training LLM Forecasting Agents
Sep 24, 2026Liqin Ye, Haorui Wang, Fardin Ahmed +8LLM Agent Evaluation Forecasting Benchmarks
Georgia Institute of Technology · Amazon · University of Florida
fable.intermittent: benchmarking probabilistic forecasting methods for intermittent time series
Sep 23, 2026Stefano Damato, Lorenzo Zambon, Giorgio Corani +1Time Series Forecasting Forecasting Benchmarks
SUPSI, Istituto Dalle Molle di Studi sull’Intelligenza Artificiale (IDSIA), Lugano, Switzerland
Forecast Workflow Bench: Evaluating Language-Model Decisions with Budgeted Forecast Tools
Sep 23, 2026Shunya NagashimaForecasting Benchmarks LLM Tool Use
Neurogica Inc.
Overlay_dx - Automating forecasting evaluation
Sep 21, 2026Long Ngo, Mohammed Amine Chamli, Jonathan Rivalan +1Time Series Forecasting Forecasting Benchmarks
Smile, Asnières, France
WPBench: A Comprehensive Benchmark for Wind Power Forecasting
Sep 21, 2026Yuhan Zhu, Jilin Hu, Xinying Cai +7Multivariate Time Series Forecasting Benchmark Design
School of Data Science & Engineering, East China Normal University, Shanghai, China · College of Computer Science and Technology, Zhejiang University, Hangzhou, China · Hangzhou Hikvision Digital Technology Co., Ltd., Hangzhou, China
Beyond Average Error through Oracle-Informed Stress Tests for Time-Series Forecasting
Sep 19, 2026Xu Lin, Runheng Zuo, Shengxuan Xu +3Multivariate Time Series Forecasting Time Series Forecasting
Tsinghua University
How Good Are Time-Series Foundation Models for Pedestrian Crowd Count Forecasting? A Cross-Dataset Comparative Study
Sep 14, 2026Theivaprakasham Hari, Ziteng Li, Yanan Xin +2Crowd Counting Time Series Forecasting
Department of Transport & Planning, Faculty of Civil Engineering and Geosciences, Delft University of Technology, 2628 CN Delft, The Netherlands
MoveBench: A Benchmark for Global-Scale Wildlife Movement Forecasting
Sep 14, 2026Justin Kay, Shir Bar, Ellen O. Aikens +28Forecasting Benchmarks Probabilistic Forecasting
MIT · University of Wyoming · Marburg University, Hessian.AI +16
Beyond Numerical Time Series: A Unified Benchmark for Multimodal Forecasting with Heterogeneous Context
Sep 14, 2026Peng Chen, Zhihao Zhuang, Hongzhou Chen +6Multivariate Time Series Forecasting Time Series Forecasting
Ant International · Hangzhou, China
When Does Text Inform? Benchmarking Information-Theoretic Metrics for Multimodal Time-Series Forecasting
Sep 12, 2026Emma Andrews, Gianmarco MengaldoForecasting Benchmarks Mutual Information Estimation
National University of Singapore
A Later Test Set Is Not a New Domain: Pretraining Familiarity Survives a Contamination-Free Hold-Out
Sep 9, 2026Mahdi Naser Moghadasi, Faezeh GhaderiZero-Shot Time Series Forecasting Domain Generalization
BrightMind AI · University of Texas at Arlington
Vishing-Tactics-Bench: Forecasting Exploitation Trajectories in Voice Phishing Calls
Sep 7, 2026Jeongmin Lee, Dongmyung Sul, Seung Yun +1Forecasting Benchmarks
Electronics and Telecommunications Research Institute (ETRI), Korea · University of Science and Technology (UST), Korea
Can Large Language Models Forecast What Researchers Study Next?
Sep 1, 2026Fenghai Li, Zihan Tang, Haofei Yu +2LLM Evaluation Forecasting Benchmarks
University of Illinois Urbana-Champaign
Can LLMs Take the Pulse of the Economy? A Real-Time Evaluation of LLM Nowcasts on Macroeconomic Indicators
Aug 31, 2026Xinyue Zhao, Ruiyi Zhang, Liqin Ye +3Time Series Forecasting LLM Agent Evaluation
Georgia Institute of Technology · University of California San Diego
A Critical Audit of Spatiotemporal Forecasting Benchmark Datasets and Models
Aug 21, 2026Kenneth Martin, Simon Heilig, Asja Fischer +3Graph Neural Networks Time Series Forecasting
Ruhr University Bochum Bochum, Germany · Ben-Gurion University of the Negev Beersheba, Israel
Long-Horizon Forecasting of Complete Financial Statements with Forma
Aug 11, 2026Travis L. Johnson, Jiannan Jiang, Soumyabrata Chaudhuri +3Long-Term Time Series Forecasting Financial Forecasting
University of Texas at Austin, Austin, TX, USA

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Are We Really Benchmarking Forecasting Models? The Impact of Preprocessing on Time Series Performance

Guilherme Afonso Galindo Padilha, Paulo Salgado Gomes de Mattos Neto, Rafael Menelau Oliveira e Cruz

LIVIA, Department of Software and IT Engineering École de technologie supérieure (ÉTS) Montreal, QC, Canada · Center for Informatics (CIn) Universidade Federal de Pernambuco (UFPE) Recife, PE, Brazil

Time Series Forecasting Forecasting Benchmarks Non-Stationary Time Series Forecasting

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While established literature underscores the pivotal role of preprocessing in forecasting accuracy, this stage remains largely overlooked in current research. Modern benchmarks typically resort to simple scaling, failing to account for critical transformations required to address nonstationarity, such as differencing. This omission creates a significant structural preprocessing bias that favors models with built-in data treatments while obscuring the true potential of simpler architectures. We study this effect through a preprocessing-aware benchmark that evaluates 11 forecasting models across 16 reversible preprocessing pipelines on 29,000 M4 time series. Our results identify preprocessing as a key driver of forecasting performance. Optimizing preprocessing per series yields gains of approximately 27% to 87% across all evaluated models, with architectures lacking internalized preprocessing experiencing the most substantial improvements. This allows simpler architectures to become highly competitive with complex, state-of-the-art models in modern forecasting benchmarks. All resources and experimental results from this benchmark are stored in a comprehensive metadataset to support future metalearning tasks.

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Latest papers 147