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Time Series Forecasting research benchmarks – Page 53 · SOTA2 Research

Time Series Forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Energy Time-MMD

0.258MSE

2

Mar 10, 2026

-22.5MSE

2

Mar 4, 2026

33MSE

2

Mar 4, 2026

0.589MSE

2

Feb 26, 2026

0.091MASE

2

Feb 26, 2026

0.098MASE

2

Feb 26, 2026

0.065MASE

2

Feb 26, 2026

0.281MASE

2

Feb 26, 2026

0.29MASE

2

Feb 26, 2026

1.347MSE

2

Feb 26, 2026

Currency Exchange Rate

0.125MAE

2

Feb 26, 2026

Temp. Rain (out-of-domain)

5.69MSE

2

Feb 26, 2026

Web Tr. (out-of-domain)

1.393MSE

2

Feb 26, 2026

Hospital (out-of-domain)

1.045MSE

2

Feb 26, 2026

River (out-of-domain)

0.456MSE

2

Feb 26, 2026

ETTm1 Standard (test)

0.285MSE

2

Feb 26, 2026

17.5MAE

2

Feb 26, 2026

18.46MAE

2

Feb 26, 2026

wind 30-day horizon 30d (test)

LogSparse Transformer

0.284R0.5 Loss

2

Feb 26, 2026

M4-Hourly 2-day horizon (test)

LogSparse Transformer

0.067R0.5 Loss

2

Feb 26, 2026

PhysioNet (test)

0.005MSE

1

Jul 3, 2026

GIFT-Eval 11-fold cross-val (out-of-sample)

78Gate Precision

1

Jun 5, 2026

Oncology Demand Series C539 (test)

-14.3DM Statistic (MA vs MB)

1

May 8, 2026

Oncology Demand Series C509 (test)

-5.26DM Statistic (ma vs mb)

1

May 8, 2026

Oncology Demand Series C349 (test)

-2.07DM Stat. (ma vs mb)

1

May 8, 2026

Page 53 of 56

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