Comprehensive Model Comparison

Compare time series forecasting models across multiple dimensions to make informed decisions for your projects.

📋 Detailed Model Comparison

Click on any cell to get detailed explanations

Model Category Trend Accuracy Seasonality Accuracy Noise Robustness Interpretability Best For Data Size Needed Multivariate Long-Term Training Speed Inference Speed Handles Missing
ARIMA Classical
High
Low
Medium
Very High		 Linear trends, stationary data 50+ No Low Fast Fast No
SARIMAX Classical
High
High
Medium
High		 Seasonal, exogenous variables 100+ Yes Medium Medium Medium No
Prophet Additive Model
High
Very High
Medium
Very High		 Business, holidays, missing data 100+ Yes Medium Fast Fast Yes
LSTM Deep Learning
Very High
High
High
Medium		 Complex, nonlinear, sequential data 500+ Yes High Slow Medium No
biLSTM Deep Learning
Very High
High
High
Medium		 Complex, nonlinear, sequential data 500+ Yes High Slow Medium No
biGRU Deep Learning
High
High
High
Medium		 Complex, nonlinear, sequential data 500+ Yes High Medium Medium No
GRU Deep Learning
High
High
High
Medium		 Complex, nonlinear, sequential data 500+ Yes High Medium Medium No
TCN Deep Learning
High
High
High
Medium		 Long sequences, parallelism 1000+ Yes High Medium Medium No
Transformer Deep Learning
Very High
High
High
Low		 Long-term dependencies, multivariate 2000+ Yes Very High Slow Medium No
PatchTST Deep Learning
Very High
High
High
Low		 Long-term, large-scale forecasting 2000+ Yes Very High Medium Medium No
N-BEATS Deep Learning
High
High
High
Medium		 Generic, interpretable, large-scale 1000+ Yes High Medium Medium No
DeepAR Deep Learning
High
High
High
Low		 Probabilistic, large-scale, retail 1000+ Yes High Medium Medium No
Wavenet Deep Learning
High
High
High
Low		 Audio, long sequences 2000+ Yes High Medium Medium No
Random Forest Ensemble
Medium
Medium
Medium
Medium		 Tabular, feature-rich data 500+ Yes Medium Medium Fast Yes
LightGBM Ensemble
Medium
Medium
Medium
Medium		 Tabular, large data, fast training 1000+ Yes Medium Fast Fast Yes
XGBoost Ensemble
Medium
Medium
Medium
Medium		 Tabular, large data, competitions 1000+ Yes Medium Fast Fast Yes
Elastic Net Regression
Medium
Medium
Medium
High		 Linear, regularized, tabular 200+ Yes Low Fast Fast Yes
SVR Regression
Medium
Medium
Medium
Medium		 Nonlinear, small/medium data 200+ Yes Low Medium Medium Yes
Kalman Filter State Space
High
Medium
Medium
High		 State estimation, noisy data 100+ Yes Medium Fast Fast Yes
Holt-Winters Classical
High
High
Medium
High		 Seasonal, non-stationary data 100+ No Low Fast Fast No
ETS Classical
High
High
Medium
High		 Seasonal, non-stationary data 100+ No Low Fast Fast No
MA Classical
High
High
Medium
High		 Moving average, stationary data 50+ No Low Fast Fast No
VAR Classical
High
High
Medium
High		 Vector autoregression, multivariate 100+ Yes Medium Medium Medium No
Fedformer Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
Autoformer Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
Stacking Ensemble Ensemble
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
ARIMA-GARCH Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
AR Classical
High
High
Medium
High		 Linear, stationary data 50+ No Low Fast Fast No
DSSM Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
NeuralProphet Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
Prophet-LSTM Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
Prophet-XGBoost Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
ARIMA-LSTM Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
ARIMA-Transformer Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
wavenet_rnn_hybrid Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
stacking_ensemble Ensemble
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No
arima_garch Deep Learning
High
High
High
High		 Long-term, large-scale, multivariate 2000+ Yes Very High Slow Medium No

📊 Accuracy vs Complexity

⚡ Speed vs Accuracy

🎯 Decision Matrix

📈 Linear Patterns

✅ Best Choice: ARIMA

Excellent for stationary data with clear linear trends

⚠️ Alternative: ETS

Good if some seasonality is present

🌊 Seasonal Patterns

✅ Best Choice: Prophet

Handles multiple seasonalities and holidays

⚠️ Alternative: SARIMAX

More control but requires expertise

🧠 Complex Non-Linear

✅ Best Choice: LSTM

Handles complex patterns with sufficient data

⚠️ Alternative: Prophet

If interpretability is needed

🔗 Useful Time Series Datasets

Explore these public datasets for benchmarking, learning, and experimentation. For a massive list (1000+), use the links and download below.

Awesome Public Datasets (1000+) Kaggle Time Series Datasets UCI Time Series Datasets Download 1000+ Datasets (CSV)
For best results, use the links above to search, filter, and download datasets. The sample table below shows a few popular examples.
Dataset Domain Description Link
Pollution-Data-17-indian-cites Environment / Air Quality PM2.5 pollution data for 17 Indian cities, including preprocessed and raw datasets. Used in research on urban air quality prediction. [Research Paper] GitHub
Air Passengers Transport Monthly totals of international airline passengers (1949-1960). Download
Sunspots Astronomy Monthly mean sunspot numbers (1749-present). Download
Electricity Load Diagrams Energy 15-min electricity consumption of 370 customers (2011-2014). UCI
Beijing PM2.5 Environment Hourly PM2.5 data with weather covariates (2010-2014). UCI
Rossmann Store Sales Retail Daily sales data for 1,115 stores with promotions, holidays, etc. Kaggle
M4 Competition Various 100,000+ time series from finance, economics, demographics, etc. Official
Exchange Rate Finance Daily exchange rates for major currencies (1990-2016). Download
Household Power Consumption Energy Minute-averaged measurements of electric power usage (2006-2010). UCI
COVID-19 Global Cases Health Daily confirmed, deaths, and recovered cases by country. GitHub
Retail Sales Retail Monthly US retail sales (1992-present). FRED