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Papers Benchmarks Datasets Tasks

Time Series Forecasting research benchmarks – Page 38 · SOTA2 Research

Time Series Forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

WEATHER L=500 (test)

0.66MSE

8

Jun 2, 2026

WEATHER L=250 (test)

0.69MSE

8

Jun 2, 2026

LargeST Hourly (test)

0.411OWA

8

Jun 2, 2026

LargeST Daily (test)

0.771OWA

8

Jun 2, 2026

M4 Monthly (test)

91.1OWA

8

Jun 2, 2026

M4 Quarterly (test)

91.6OWA

8

Jun 2, 2026

M4 Yearly (test)

0.949OWA

8

Jun 2, 2026

Energy 20-seed (test)

0.607Test R^2

8

May 22, 2026

PPG-DaLiA (test)

6.4MSE

8

May 20, 2026

96.9Improvement Rate (%)

8

May 19, 2026

45.3Improvement Rate (%)

8

May 19, 2026

Chronos zero-shot benchmark (25 datasets) (test)

0.678Aggregated Relative MASE

8

May 11, 2026

Jackson MS (test)

Diffcast-PhyDnet

3.27RMSE

8

Apr 20, 2026

Montgomery (AL) (test)

2.94RMSE

8

Apr 20, 2026

Lake Charles (LA) (test)

2.87RMSE

8

Apr 20, 2026

ETTm1 → Weather zero-shot

0.235MSE

8

Apr 15, 2026

CIF Benchmark II 2016 C=21, H=4

0.038WQL

8

Apr 8, 2026

Uber TLC Benchmark II C=21, H=4

0.12WQL

8

Apr 8, 2026

M1 Benchmark II C=21, H=4

0.14WQL

8

Apr 8, 2026

Tourism (Q.) Benchmark II C=21, H=4

0.088WQL

8

Apr 8, 2026

Covid Deaths Benchmark I C=100, H=10

0.004WQL

8

Apr 8, 2026

NN5 Benchmark I C=100, H=10

0.142WQL

8

Apr 8, 2026

FRED-MD Benchmark I C=100, H=10

0.02WQL

8

Apr 8, 2026

ETTh1 Benchmark I C=100 H=10

0.025WQL

8

Apr 8, 2026

AFT with Re-encoding

0.001MSE

8

Jun 24, 2026

Page 38 of 56

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