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Probabilistic time series forecasting research benchmarks – Page 2 · SOTA2 Research

Probabilistic time series forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

ETTm1 Irregular (test)

0.29Avg NCRPS

11

Feb 26, 2026

Weather Regular (test)

0.36Avg NCRPS

11

Feb 26, 2026

ETTm2 Regular (test)

0.429Avg NCRPS

11

Feb 26, 2026

ETTm1 Regular (test)

0.261Avg NCRPS

11

Feb 26, 2026

0.08CRPS

10

Mar 26, 2026

Lorenz-Switch H=192

1.57CRPS

10

Mar 24, 2026

Lorenz-Base H=192

0.823CRPS

10

Mar 24, 2026

Lorenz-Base H=64

0.295CRPS

10

Mar 24, 2026

Rössler Base (H=192)

0.071CRPS

10

Mar 24, 2026

ETTm1 v1 (test)

0.211CRPS

10

Feb 26, 2026

Traffic Irregular (test)

0.188Avg NCRPS

10

Feb 26, 2026

Electricity Irregular (test)

0.104Average NCRPS

10

Feb 26, 2026

Traffic Regular (test)

0.184Average NCRPS

10

Feb 26, 2026

electricity (test)

0.1Average NCRPS

10

Feb 26, 2026

Audited suite (6 datasets) (test)

6CRPS Wins

9

May 6, 2026

0.252CRPS

8

May 25, 2026

0.215CRPS

8

May 25, 2026

AVG RANK FEV leaderboard

1.5SQL

8

Feb 26, 2026

GEOAVERAGE FEV leaderboard

0.519SQL

8

Feb 26, 2026

Solar with Weather FEV leaderboard 1H

0.674SQL

8

Feb 26, 2026

Solar with Weather FEV leaderboard 15T

0.963SQL

8

Feb 26, 2026

ENTSO-e Load FEV leaderboard 30T

0.423SQL

8

Feb 26, 2026

ENTSO-e Load FEV leaderboard 15T

0.431SQL

8

Feb 26, 2026

0.032CRPS

7

Mar 26, 2026

0.02CRPS Sum

7

Feb 26, 2026

Page 2 of 5

Popular datasets

ETT Weather Traffic Electricity Exchange

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