# Deep Time-Series Forecasting in 10 Years: A Survey

arXiv: https://arxiv.org/abs/2603.19899 · HTML: https://mlsanity.com/paper/2603.19899/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 162 of its 254 references that are in the map.
- First posted on arXiv 20 Mar 2026.

## Builds on (most cited first, 30 of 162)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [DeepSeek-R1: Incentivizing Reasoning Capability in LLMs via Reinforcement Learning](https://mlsanity.com/paper/2501.12948/) (2025)
- [Scalable Diffusion Models with Transformers](https://mlsanity.com/paper/2212.09748/) (2022)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [On the Properties of Neural Machine Translation: Encoder-Decoder Approaches](https://mlsanity.com/paper/1409.1259/) (2014)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [RWKV: Reinventing RNNs for the Transformer Era](https://mlsanity.com/paper/2305.13048/) (2023)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [HiPPO: Recurrent Memory with Optimal Polynomial Projections](https://mlsanity.com/paper/2008.07669/) (2020)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)

## Abstract (arXiv)

Autocorrelation is a common property of time-series, where each observation is dependent on its predecessors. In deep time-series forecasting, it raises two central challenges: (1) designing backbone architectures to model autocorrelation in history sequences, and (2) devising loss functions to model autocorrelation in label sequences. Recent studies have made strides in tackling these challenges, but a systematic survey examining both aspects remains lacking. To bridge this gap, this paper reviews deep time-series forecasting from an autocorrelation modeling perspective, offering two contributions beyond existing surveys. First, it introduces a taxonomy that jointly covers both backbone architectures and loss functions, whereas prior surveys provide limited coverage of the latter. Second, it analyzes the motivations and insights underlying the surveyed literature from a unified autocorrelation perspective, providing a holistic overview of the field's evolution. Additional resources and details are available at https://github.com/Master-PLC/Awesome-TSF-Papers.