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Papers Benchmarks Datasets Tasks

Time Series Imputation research benchmarks – Page 6 · SOTA2 Research

Time Series Imputation

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Beijing PM2.5 hourly from 36 stations (test)

0.108CRPS

5

Feb 26, 2026

Rabinovich 3D (OOD)

0.111RMSE

4

May 27, 2026

Rabinovich 3D (ID)

0.114RMSE

4

May 27, 2026

Lorenz-96 20D (OOD)

3.236RMSE

4

May 27, 2026

Lorenz-96 20D (ID)

2.625RMSE

4

May 27, 2026

2.673RMSE

4

May 27, 2026

1.71RMSE

4

May 27, 2026

Rössler 3D (OOD)

0.412RMSE

4

May 27, 2026

Rössler 3D (ID)

0.465RMSE

4

May 27, 2026

4.218RMSE

4

May 27, 2026

STOCK (In-Sample)

0.053Fourier Wasserstein Distance

4

May 26, 2026

PEMS-Bay (Out-of-Sample)

7.552Wasserstein Distance

4

May 26, 2026

PEMS-Bay (In-Sample)

6.653Wasserstein Distance (WD)

4

May 26, 2026

STOCK (Out-of-Sample)

3.142Wasserstein Distance (WD)

4

May 26, 2026

STOCK (In-Sample)

3.388Wasserstein Distance (WD)

4

May 26, 2026

ETT (Out-of-Sample)

9.076Wasserstein Distance (WD)

4

May 26, 2026

ETT (In-Sample)

3.245Wasserstein Distance (WD)

4

May 26, 2026

Motion Capture 20% windowed missing, No PCA (test)

1.61MAE

4

Apr 20, 2026

ETTh2 v1 (test)

0.036MSE

4

Feb 26, 2026

0.038MSE

2

Feb 26, 2026

0.098MSE (10% Missing)

2

Feb 26, 2026

—

—CRPS

0

Feb 26, 2026

—

—CRPS

0

Feb 26, 2026

Physionet (test)

—

—Primary metric

0

Feb 26, 2026

Page 6 of 6

Popular datasets

ETT Weather ETTh1 Yeast PEMS-BAY

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