Time Series Forecasting

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Overview

Time series forecasting studies how to predict future observations from past values, often across multiple horizons and with missing data, changing regimes, or external drivers such as weather and events. Methods range from classical autoregressive and exponential-smoothing models to recurrent networks, Transformers, state-space models, decomposition and frequency-based approaches, graph models, and pretrained foundation models; probabilistic methods also estimate uncertainty. Current work increasingly combines historical patterns with covariates, retrieval, domain knowledge, and online adaptation, while targeting applications from energy and weather to health, transport, and finance. A central tension is that larger or more complex models do not reliably beat simple baselines, and benchmark accuracy may not reflect robustness, forecast structure, uncertainty calibration, or downstream decision value.

Latest papers

CardsList

886 papers113 papers in the last four weeks, down 19% on the four weeks before. 0.7% of all new papers.

  1. Autocorrelation Reintroduces Spectral Bias in KANs for Time Series Forecasting

    Apr 26, 2026Chen Zeng, Jiahui Wang, Qiao WangTime Series ForecastingKolmogorov-Arnold Networks

    School of Information Science and Engineering, Southeast University, Nanjing, China · School of Economics and Management, Southeast University, Nanjing, China · both the School of Information Science and Engineering and the School of Economics and Management, Southeast University, Nanjing, China

  2. Interpretable Physics-Informed Load Forecasting for U.S. Grid Resilience: SHAP-Guided Ensemble Validation in Hybrid Deep Learning Under Extreme Weather

    Apr 26, 2026Md Abubakkar, Sajib Debnath, Md. Uzzal MiaHybrid CNN-Transformer ArchitecturesTime Series Forecasting

    Dept. of Computer Science, Midwestern State University, Dallas, TX, USA · O&M Analytics, AES Clean Energy, The AES Corporation, Louisville, CO, USA · Dept. of Information and Communication Engineering, Pabna University of Science and Technology, Bangladesh

  3. GeoCert: Certified Geometric AI for Reliable Forecasting

    Apr 25, 2026Regina Zhang, Zongru Li, Honggang Wen +4Neural Network VerificationTime Series Forecasting

    Department of Biomedical Informatics & Data Science, Yale University, US · School of Computing and Data Science, Nanyang Technological University, Singapore. · Department of Computer Science, The University of Hong Kong, Hong Kong SAR +1

  4. Liquid Neural Network Models for Natural Gas Spot Price Time-Series Forecasting

    Apr 24, 2026Yiqian Liu, Jiayi Niu, Adam Kelleher +1Liquid Neural NetworksTime Series Forecasting

    Department of Data Science, Columbia University New York, NY, USA

  5. FETS Benchmark: Foundation Models Outperform Dataset-specific Machine Learning in Energy Time Series Forecasting

    Apr 24, 2026Marco Obermeier, Marco Pruckner, Florian Haselbeck +1Time Series ForecastingForecasting Benchmarks

    Julius-Maximilians-Universität Würzburg, Modeling and Simulation Lab, Am Hubland, Würzburg, 97074, Germany · Weihenstephan-Triesdorf University of Applied Sciences, Smart Farming, Am Staudengarten 1, Freising, 85354, Germany · Weihenstephan-Triesdorf University of Applied Sciences, Digital Energy Transition, Hans-Carl-von-Carlowitz-Platz 3, Freising, 85354, Germany

  6. Hybrid Deep Learning Approach for Coupled Demand Forecasting and Supply Chain Optimization

    Apr 23, 2026Nusrat Yasmin Nadia, Md Habibul Arif, Habibor Rahman Rabby +3Time Series ForecastingSupply Chain Optimization

    Department of Information Technology, Washington University of Science and Technology, , Alexandria, 22314, VA, USA · Department of Information Technology, University of the Potomac, , Washington, D.C., 20005, DC, USA · Department of Computer Science, Campbellsville University, , Louisville, 40220, KY, USA +2

  7. StormNet: Improving storm surge predictions with a GNN-based spatio-temporal offset forecasting model

    Apr 22, 2026Noujoud Nader, Stefanos Giaremis, Clint Dawson +3Time Series ForecastingSpatiotemporal Forecasting

    Center for Computation and Technology, Louisiana State University, Baton Rouge, 70803, LA, US. · Department of Physics, Aristotle University of Thessaloniki, Thessaloniki, 54124, Greece. · Oden Institute for Computational Engineering and Sciences, The University of Texas at Austin, Austin, 78712, TX, US.

  8. Cold-Start Forecasting of New Product Life-Cycles via Conditional Diffusion Models

    Apr 22, 2026Ruihan Zhou, Zishi Zhang, Jinhui Han +2Time Series ForecastingConditional Diffusion Models

    Guanghua School of Management, Peking University, Beijing 100871, China · Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Hong Kong SAR, China

  9. A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence

    Apr 22, 2026Antoine Heranval, Olivier Lopez, Didier Ngatcha +1Financial ServicesTime Series Forecasting

    BioSP · Biostatistiques et Processus Spatiaux (BioSP), INRAE, Avignon, France · CREST +3

  10. A Multi-Plant Machine Learning Framework for Emission Prediction, Forecasting, and Control in Cement Manufacturing

    Apr 21, 2026Sheikh Junaid Fayaz, Nestor D. Montiel-Bohorquez, Wilson Ricardo Leal da Silva +4Time Series Forecasting

    Civil and Environmental Engineering, Indian Institute of Technology Delhi, Hauz Khas, 110016, New Delhi, India · Politecnico di Milano, Department of Energy, Lambruschini 4A, 20156, Milan, Italy · Fuller Technologies, 2450 Copenhagen, Denmark +1

  11. Quantum inspired qubit qutrit neural networks for real time financial forecasting

    Apr 20, 2026Kanishk Bakshi, Kathiravan SrinivasanQuantitative FinanceTime Series Forecasting

    School of Computer Science and Engineering, Vellore Institute of Technology, Vellore 632014, India.

  12. CAARL: In-Context Learning for Interpretable Co-Evolving Time Series Forecasting

    Apr 20, 2026Etienne Tajeuna, Patrick Asante Owusu, Armelle Brun +1Explainable Time Series ForecastingTime Series Forecasting

  13. SPaRSe-TIME: Saliency-Projected Low-Rank Temporal Modeling for Efficient and Interpretable Time Series Prediction

    Apr 19, 2026K. A. ShahriarTime Series ForecastingTime Series Decomposition

    Department of Electrical and Electronic Engineering Bangladesh University of Engineering and Technology Dhaka-1205, Bangladesh

  14. Extraction of informative statistical features in the problem of forecasting time series generated by It{ô}-type processes

    Apr 18, 2026Victor Korolev, Mikhail Ivanov, Tatiana Kukanova +4Stochastic Differential EquationsTime Series Forecasting

    Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics · Moscow Center for Fundamental and Applied Mathematics · Federal Research Center “Computer Science and Control”, Russian Academy of Sciences +2

  15. TimeRFT: Stimulating Generalizable Time Series Forecasting for TSFMs via Reinforcement Finetuning

    Apr 18, 2026Siyang Li, Yize Chen, Zijie Zhu +4Time Series ForecastingOOD Generalization

    HKUST(GZ) Guangzhou, China · University of Alberta Edmonton, Canada · Alibaba Cloud Guangzhou, China +3

  16. The CTLNet for Shanghai Composite Index Prediction

    Apr 18, 2026Haibin JiaoMultivariate Time Series ForecastingHybrid CNN-Transformer Architectures

    Independent Researcher

  17. Chronax: A Jax Library for Forecasting and Conformal Inference

    Apr 17, 2026Xan Carey, Arsh Singh, Yash Deshmukh +8Time Series Forecasting

    Simulacrum New York City, NY, USA

  18. Convolutionally Low-Rank Models with Modified Quantile Regression for Interval Time Series Forecasting

    Apr 17, 2026Miaoxuan Zhu, Yi Yu, Yuyang Li +2Quantile RegressionTime Series Forecasting

    Southeast University

  19. Assessing the Performance-Efficiency Trade-off of Foundation Models in Probabilistic Electricity Price Forecasting

    Apr 16, 2026Jan Niklas Lettner, Hadeer El Ashhab, Veit Hagenmeyer +1Electricity Price ForecastingTime Series Forecasting

    Karlsruhe Institute of Technology · Karlsruhe, Germany

  20. Outperforming Self-Attention Mechanisms in Solar Irradiance Forecasting via Physics-Guided Neural Networks

    Apr 15, 2026Mohammed Ezzaldin Babiker Abdullah, Rufaidah Abdallah Ibrahim MohammedSolar Irradiance ForecastingSolar Power Forecasting

    Omdurman Islamic University, Omdurman, Sudan.

  21. Bias-Corrected Adaptive Conformal Inference for Multi-Horizon Time Series Forecasting

    Apr 14, 2026Ankit Lade, Sai Krishna J., Indar KumarAdaptive Conformal InferenceTime Series Forecasting

  22. Beyond Weather Correlation: A Comparative Study of Static and Temporal Neural Architectures for Fine-Grained Residential Energy Consumption Forecasting in Melbourne, Australia

    Apr 14, 2026Prasad Nimantha Madusanka Ukwatta Hewage, Hao WuElectricity Load ForecastingTime Series Forecasting

    School of Computing and Information Technology Victoria University, Sydney, NSW, Australia

  23. A Physics-Aware Framework for Short-Term GPU Power Forecasting of AI Data Centers

    Apr 14, 2026Mohammad AlShaikh Saleh, Sanjay Chawla, Sertac Bayhan +2Physics-Informed ForecastingTime Series Forecasting

    College of Science and Engineering, Hamad Bin Khalifa University, Doha, Qatar · Qatar Computing Research Institute, Hamad Bin Khalifa University, Doha, Qatar · Qatar Environment and Energy Research Institute, Hamad Bin Khalifa University, Doha, Qatar +1

  24. Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling

    Apr 13, 2026Alexis Lazanas, Spyridon KarpouzisTime Series ForecastingNon-Stationary Time Series Forecasting

    Department of Mechanical Engineering and Aeronautics, University of Patras, Rion-Patras, Greece · FICC Market Risk, BNP Paribas CIB, London, United Kingdom

  25. INTARG: Informed Real-Time Adversarial Attack Generation for Time-Series Regression

    Apr 13, 2026Gamze Kirman Tokgoz, Onat Gungor, Tajana Rosing +1Adversarial AttacksTime Series Forecasting

    San Diego State University, San Diego, CA, USA · University of California, San Diego, CA, USA

  26. Physics-Informed State Space Models for Reliable Solar Irradiance Forecasting in Off-Grid Systems

    Apr 13, 2026Mohammed Ezzaldin Babiker AbdullahSolar Irradiance ForecastingTime Series Forecasting

    Department of Electrical and Electronic Engineering, Faculty of Engineering Sciences, Omdurman Islamic University, Omdurman, Sudan

  27. TempusBench: An Evaluation Framework for Time-Series Forecasting

    Apr 13, 2026Denizalp Goktas, Gerardo Riaño-Briceño, Omkar Tekawade +14Time Series ForecastingForecasting Benchmarks

    Simulacrum New York City, NY, USA

  28. Designing a double deep reinforcement learning selection tool for resilient demand prediction

    Apr 12, 2026Bilel Abderrahmane Benziane, Benoit Lardeux, Ayoub Mcharek +1Model SelectionTime Series Forecasting

    DataLab, Generix Group, 8 Rue Simone IFF, 75012, Paris, France

  29. WaveMoE: A Wavelet-Enhanced Mixture-of-Experts Foundation Model for Time Series Forecasting

    Apr 12, 2026Shunyu Wu, Jiawei Huang, Weibin Feng +6Time Series ForecastingTime-Series Foundation Models

    Sun Yat-sen University · Xiaomi Corporation · National University of Singapore

  30. Daily Predictions of F10.7 and F30 Solar Indices with Deep Learning

    Apr 11, 2026Zhenduo Wang, Yasser Abduallah, Jason T. L. Wang +6Space Weather ForecastingTime Series Forecasting

    Institute for Space Weather Sciences, New Jersey Institute of Technology, Newark, NJ 07102, USA · Department of Computer Science, New Jersey Institute of Technology, Newark, NJ 07102, USA · Center for Solar-Terrestrial Research, New Jersey Institute of Technology, Newark, NJ 07102, USA +3