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This repository offers a collection of recent time series research papers, including forecasting, anomaly detection and so on , with links to code and resources.

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awesome-time-series-papers

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This repository is a comprehensive collection of recent research papers and resources in the field of time series analysis, spanning a wide range of topics including forecasting, anomaly detection, early classification, irregular time series learning, representation learning, and more. Feel free to suggest notable works in the issues or submit a pull request!

Some Additional Information

🚩 2025/5/12: Add KDD 2025 Papers

🚩 2025/4/6: Add Some Significant Papers are marked with a 💛(indicating high citations)

🚩 2025/4/3: Add Some of the recommended papers are marked with a ⭐(just my personal reference)

🚩 2025/2/28: Add WWW 2025 Papers

🚩 2025/2/19: Add Causal Discovery Part

🚩 2025/2/12: Add ICLR 2025 Papers

🚩 2025/1/23: Add AAAI 2025 Papers

🚩 2024/12/23: Add ICDM 2025 Papers

🚩 2024/12/8: Add VLDB 2024 Papers

🚩 2024/10/30: Add NeurIPS 2024 Papers

🚩 2024/10/11: Add ICML 2024 Papers

🚩 2024/9/4: Add KDD 2024 Papers

Cateloge

Time Series Forecasting

2024

Method Name Code Source
Multi-period Learning for Financial Time Series Forecasting None KDD 2025
Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting None KDD 2025
ST-MTM: Masked Time Series Modeling with Seasonal-Trend Decomposition for Time Series Forecasting None KDD 2025
DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting None KDD 2025
Quantum Time-index Models with Reservoir for Time Series Forecasting None KDD 2025
IN-Flow: Instance Normalization Flow for Non-stationary Time Series Forecasting None KDD 2025
Exploiting Language Power for Time Series Forecasting with Exogenous Variables None WWW 2025
Investigating Pattern Neurons in Urban Time Series Forecasting Code ICLR 2025
TimeKAN: KAN-based Frequency Decomposition Learning Architecture for Long-term Time Series Forecasting Code ICLR 2025
A Simple Baseline for Multivariate Time Series Forecasting Code ICLR 2025
Timer-XL: Long-Context Transformers for Unified Time Series Forecasting⭐ Code ICLR 2025
In-context Time Series Predictor None ICLR 2025
Fast and Slow Streams for Online Time Series Forecasting Without Information Leakage None ICLR 2025
Root Cause Analysis of Anomalies in Multivariate Time Series through Granger Causal Discovery None ICLR 2025
Label Correlation Biases Direct Time Series Forecast⭐ None ICLR 2025
TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis None ICLR 2025
Battling the Non-stationarity in Time Series Forecasting via Test-time Adaptation Code AAAI 2025
CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning Code AAAI 2025
Revisiting Attention for Multivariate Time Series Forecasting Code AAAI 2025
Battling the Non-stationarity in Time Series Forecasting via Test-time Adaptation Code AAAI 2025
Unlocking the Power of Patch: Patch-Based MLP for Long-Term Time Series Forecasting Code AAAI 2025
Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting Code AAAI 2025
Neural Conformal Control for Time Series Forecasting Code AAAI 2025
TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment Code AAAI 2025
Hierarchical Classification Auxiliary Network for Time Series Forecasting Code AAAI 2025
Auto-Regressive Moving Diffusion Models for Time Series Forecasting Code AAAI 2025
xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition Code AAAI 2025
WPMixer: Efficient Multi-Resolution Mixing for Long-Term Time Series Forecasting⭐ Code AAAI 2025
Cherry-Picking in Time Series Forecasting: How to Select Datasets to Make Your Model Shine⭐ Code AAAI 2025
TimePFN: Effective Multivariate Time Series Forecasting with Synthetic Data None AAAI 2025
WaveletMixer: A Multi-resolution Wavelets Based MLP-Mixer For Multivariate Long-term Time Series Forecasting None AAAI2025
HDT: Hierarchical Discrete Transformer for Multivariate Time Series Forecasting None AAAI 2025
Apollo-Forecast: Overcoming Aliasing and Inference Speed Challenges in Language Models for Time Series Forecasting None AAAI 2025
Sequence Complementor: Complementing Transformers For Time Series Forecasting with Learnable Sequences None AAAI 2025
Unlocking the Power of LSTM for Long Term Time Series Forecasting None AAAI 2025
CSformer: Combining Channel Independence and Mixing for Robust Multivariate Time Series Forecasting None AAAI 2025
VarDrop: Enhancing Training Efficiency by Reducing Variate Redundancy in Periodic Time Series Forecasting None AAAI 2025
Amplifier: Bringing Attention to Neglected Low-Energy Components in Time Series Forecasting None AAAI 2025
Multiple Time Series Forecasting with Dynamic Graph Modeling Code VLDB 2024
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods⭐ Code VLDB 2024
Weakly Guided Adaptation for Robust Time Series Forecasting Code VLDB 2024
Retrieval-Augmented Diffusion Models for Time Series Forecasting Code NeurIPS 2024
Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective None NeurIPS 2024
Frequency Adaptive Normalization For Non-stationary Time Series Forecasting Code NeurIPS 2024
Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective Code NeurIPS 2024
AutoTimes: Autoregressive Time Series Forecasters via Large Language Models Code NeurIPS 2024
BackTime: Backdoor Attacks on Multivariate Time Series Forecasting Code NeurIPS 2024
Are Language Models Actually Useful for Time Series Forecasting? Code NeurIPS 2024
Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting Code NeurIPS 2024
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion Code NeurIPS 2024
CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns Code NeurIPS 2024
CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting Code NeurIPS 2024
Scaling Law for Time Series Forecasting Code NeurIPS 2024
From News to Forecast: Integrating Event Analysis in LLM-Based Time Series Forecasting with Reflection Code NeurIPS 2024
TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables Code NeurIPS 2024
Are Self-Attentions Effective for Time Series Forecasting? Code NeurIPS 2024
Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant Learning Code ICML 2024
Learning Optimal Projection for Forecast Reconciliation of Hierarchical Time Series None ICML 2024
SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters Code ICML 2024
A decoder-only foundation model for time-series forecasting💛⭐ Code ICML 2024
SIN: Selective and Interpretable Normalization for Long-Term Time Series Forecasting None ICML 2024
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables Code ICML 2024
Unified Training of Universal Time Series Forecasting Transformers Code ICML 2024
Transformers with Loss Shaping Constraints for Long-Term Time Series Forecasting None ICML 2024
Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization Code ICML 2024
An Analysis of Linear Time Series Forecasting Models⭐ Code ICML 2024
SAMformer: Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention Code ICML 2024
Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting Code KDD 2024
STEMO: Early Spatio-temporal Forecasting with Multi-Objective Reinforcement Learning Code KDD 2024
UniST: A Prompt-empowered Universal Model for Urban Spatio-temporal Prediction Code KDD 2024
UniTS: Building a Unified Time Series Model Code Arxiv
TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting Code ECAI 2024
Time Evidence Fusion Network: Multi-source View in Long-Term Time Series Forecasting Code Arxiv
E2Usd: Efficient-yet-effective Unsupervised State Detection for Multivariate Time Series Code WWW 2024
UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting Code WWW 2024
Dynamic Multi-Network Mining of Tensor Time Series Code WWW 2024
CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting Code ICLR 2024
Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting Code ICLR 2024
GAFormer: Enhancing Timeseries Transformers Through Group-Aware Embeddings None ICLR 2024
Transformer-Modulated Diffusion Models for Probabilistic Multivariate Time Series Forecasting None ICLR 2024
iTransformer: Inverted Transformers Are Effective for Time Series Forecasting💛 Code ICLR 2024
TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting💛 Code ICLR 2024
Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting None AAAI 2024
Latent Diffusion Transformer for Probabilistic Time Series Forecasting None AAAI 2024

2023

Method Name Code Source
TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis💛 Code ICLR 2023
MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting Code ICLR 2023
Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting💛 Code ICLR 2023
Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting Code ICLR 2023
SAITS: Self-Attention-based Imputation for Time Series Code Expert Systems with Applications
A Time Series is Worth 64 Words: Long-term Forecasting with Transformers💛 Code ICLR 2023

2022

Method Name Code Source
Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting Code NeurIPS 2022
Generative Time Series Forecasting with Diffusion, Denoise and Disentanglement Code NeurIPS 2022
SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction Code NeurIPS 2022
Learning Latent Seasonal-Trend Representations for Time Series Forecasting Code NeurIPS 2022
GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks Code NeurIPS 2022
FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting Code NeurIPS 2022

2021

Method Name Code Source
Probabilistic Transformer For Time Series Analysis Code NeurIPS 2021
Autoformer: Decomposition transformers with auto-correlation for long-term series forecasting💛 Code NeurIPS 2021
Whittle Networks: A Deep Likelihood Model for Time Series Code ICML 2021
Z-GCNETs: Time Zigzags at Graph Convolutional Networks for Time Series Forecasting Code ICML 2021
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Code AAAI 2021

Time Series Anomaly Detection

Method Name Code Source
Noise-Resilient Point-wise Anomaly Detection in Time Series Using Weak Segment Labels None KDD 2025
TSINR: Capturing Temporal Continuity via Implicit Neural Representations for Time Series Anomaly Detection None KDD 2025
Learn hybrid prototypes for multivariate time series anomaly detection None ICLR 2025
Can LLMs Understand Time Series Anomalies?⭐ Code ICLR 2025
CATCH: Channel-Aware Multivariate Time Series Anomaly Detection via Frequency Patching Code ICLR 2025
Multi-Resolution Decomposable Diffusion Model for Non-Stationary Time Series Anomaly Detection Code ICLR 2025
ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection Code VLDB 2024
An Experimental Evaluation of Anomaly Detection in Time Series⭐ Code VLDB 2024
AutoTSAD: Unsupervised Holistic Anomaly Detection for Time Series Data Code VLDB 2024
Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series⭐ Code NeurIPS 2024
STONE: A Spatio-temporal OOD Learning Framework Kills Both Spatial and Temporal Shifts None KDD 2024
LARA: A Light and Anti-overfitting Retraining Approach for Unsupervised Time Series Anomaly Detection None WWW 2024
Breaking the Time-Frequency Granularity Discrepancy in Time-Series Anomaly Detection Code WWW 2024
Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective Code WWW 2024
MEMTO: Memory-guided Transformer for Multivariate Time Series Anomaly Detection None NeurIPS 2023
CAT: Beyond Efficient Transformer for Content-Aware Anomaly Detection in Event Sequences Code KDD 2022
DCT-GAN: Dilated Convolutional Transformer-based GAN for Time Series Anomaly Detection💛 None TKDE 2022
Concept Drift Adaptation for Time Series Anomaly Detection via Transformer None Neural Processing Letters 2022
Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy💛 Code ICLR 2022
TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data💛 Code VLDB 2022
Learning graph structures with transformer for multivariate time series anomaly detection in IoT💛 Code IEEE Internet of Things Journal 2021
Spacecraft Anomaly Detection via Transformer Reconstruction Error None ICASSE 2019
Unsupervised Anomaly Detection in Multivariate Time Series through Transformer-based Variational Autoencoder None CCDC 2021
Variational Transformer-based anomaly detection approach for multivariate time series None Measurement 2022

Time Series Early Classification

Method Name Code Source
Second-order Confidence Network for Early Classification of Time Series💛 None TIST 2023
CALIMERA: : A new early time series classification method Code IPM 2023
TEASER: Early and Accurate Time Series Classification💛 Code DMKD 2020
An Effective Confidence-Based Early Classification of Time Series Code Access 2019

Irregular Time Series Learning

Method Name Code Source
Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series Code ICLR 2025
Probabilistic Forecasting of Irregularly Sampled Time Series with Missing Values via Conditional Normalizing Flows Code AAAI 2025
TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysis None AAAI 2025
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional Networks None KDD 2024
Irregular Multivariate Time Series Forecasting: A Transformable Patching Graph Neural Networks Approach Code ICML 2024
EMIT - Event Based Masked Auto Encoding for Irregular Time Series Code ICDM 2024

Time Series Representation Learning

Method Name Code Source
Augmented Contrastive Clustering with Uncertainty-Aware Prototyping for Time Series Test Time Adaptation None KDD 2025
Learning Disentangled Representation for Multi-Modal Time-Series Sensing Signals None WWW 2025
On the Identification of Temporal Causal Representation with Instantaneous Dependence Code ICLR 2025
Shedding Light on Time Series Classification using Interpretability Gated Networks None ICLR 2025
Frequency-Masked Embedding Inference: A Non-Contrastive Approach for Time Series Representation Learning Code AAAI 2025
Cross-Domain Pre-training with Language Models for Transferable Time Series Representations Code WSDM 2024
Improving Time Series Encoding with Noise-Aware Self-Supervised Learning and an Efficient Encoder Code ICDM 2024
A Shapelet-based Framework for Unsupervised Multivariate Time Series Representation Learning Code VLDB 2024

Time Series Causal Discovery

Method Name Code Source
DyCAST: Learning Dynamic Causal Structure from Time Series None ICLR 2025
CausalRivers - Scaling up benchmarking of causal discovery for real-world time-series Code ICLR 2025

Time Series Classification

Method Name Code Source
Revisiting Backdoor Attacks on Time Series Classification in the Frequency Domain None WWW 2025
Shedding Light on Time Series Classification using Interpretability Gated Networks None ICLR 2025
PPT: Patch Order Do Matters In Time Series Pretext Task None ICLR 2025
Advancing Time Series Classification with Multimodal Language Modeling Code WSDM 2024

Theory Resource

Course Name Link Source
Time Series Analysis, MIT MIT OCW MIT
Time Series Forecasting, Udacity Udacity Udacity
Practical Time Series Analysis, Coursera Coursera Coursera
Time Series Forecasting using Python Analytics Vidhya Analytics Vidhya
Policy Analysis Using Interrupted Time Series, edX edX edX

Code Resource

Repository Name Link Description
PyPOTS: A Python Toolbox for Data Mining on Partially-Observed Time Series GitHub Python toolbox for time series
FOST from Microsoft GitHub Forecasting toolbox
PyTorch Forecasting GitHub Time series forecasting with PyTorch
A collection of time series prediction methods GitHub Collection of methods
Flow Forecast: A deep learning framework for time series forecasting GitHub Deep learning framework

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This repository offers a collection of recent time series research papers, including forecasting, anomaly detection and so on , with links to code and resources.

Topics

deep-learning time-series survey transformer forecasting causal time-series-analysis anomaly-detection forcasting time-series-classification time-series-forecasting early-detection time-series-models irregular causal-discovery irregular-time-series time-series-early-classification

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