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Time Series Forecasting research benchmarks – Page 41 · SOTA2 Research

Time Series Forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

ETTm2 held-out quantiles τ ∈ {0.1, 0.25, 0.5, 0.75, 0.9}

0.608MSE on ETTm2

7

Mar 4, 2026

AEMO Horizon 336 (test)

0.408MSE

7

Mar 4, 2026

AEMO Horizon 192 (test)

0.414MSE

7

Mar 4, 2026

AEMO Horizon 96 (test)

0.369MSE

7

Mar 4, 2026

ISO-NE Horizon 336 (test)

0.216MSE

7

Mar 4, 2026

ISO-NE Horizon 192 (test)

0.222MSE

7

Mar 4, 2026

ISO-NE Horizon 96 (test)

0.187MSE

7

Mar 4, 2026

ENTSO-E Horizon 336 (test)

0.231MSE

7

Mar 4, 2026

ENTSO-E Horizon 192 (test)

0.217MSE

7

Mar 4, 2026

ENTSO-E Horizon 96 (test)

0.156MSE

7

Mar 4, 2026

Synthetic Chain NLNA

0.69RMSE (Observed)

7

Mar 4, 2026

Synthetic Chain Additive

0.61RMSE (Observed)

7

Mar 4, 2026

Hydropower System (interventional)

1.21RMSE

7

Mar 4, 2026

Hydropower System (observational)

1.13RMSE

7

Mar 4, 2026

Chain causal structure

0.09MMD (Additive, Observed)

7

Mar 4, 2026

FC-Layer causal structure

0.01MMD (Additive, Obs.)

7

Mar 4, 2026

Diamond causal structure

0.02MMD (Additive, Observed)

7

Mar 4, 2026

Tree causal structure

0.07MMD (Additive, Observation)

7

Mar 4, 2026

Alkaline Closed Loop (ACL) vacuum system M. Dias Branco industrial data (out-of-sample)

0.889MAE

7

Mar 4, 2026

PEMS Out-of-domain

0.243MSE

7

Feb 26, 2026

NASDAQ Out-of-domain

LLM4TSF (Pre-align)

0.735MSE

7

Feb 26, 2026

ZafNoo Out-of-domain

0.543MSE

7

Feb 26, 2026

CzenLan Out-of-domain

LLM4TSF (Pre-align)

0.274MSE

7

Feb 26, 2026

AQShunyi Out-of-domain

LLM4TSF (Pre-align)

0.612MSE

7

Feb 26, 2026

Wind Out-of-domain

LLM4TSF (Post-align)

0.963MSE

7

Feb 26, 2026

Page 41 of 56

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