Forecasting on M5 benchmark leaderboard · SOTA2 Research

Forecasting on M5

0.69MAEChronos (Bolt)

Evaluation Results

Method	Links
Chronos (Bolt)2025.06		0.69	0.761	0.555	0.416
Chronos (Bolt)2025.06		0.699	0.764	0.566	0.424
TimesFM2025.06		0.701	0.737	0.587	0.426
TimesFM2025.06		0.705	0.731	0.579	0.419
Chronos (Bolt)2025.06		0.71	0.788	0.598	0.434
Chronos (Bolt)2025.06		0.711	0.787	0.598	0.422
TimesFM2025.06		0.714	0.719	0.578	0.426
TimesFM2025.06		0.715	0.775	0.605	0.423
TFT2025.06		0.728	0.713	0.617	0.438
TimeXer2025.06		0.745	0.722	0.657	0.46
DeepAR2025.06		0.746	0.836	0.695	0.489
ChronosX2025.06		0.746	0.781	0.677	0.448
TabPFN-TS2025.06		0.759	0.801	0.705	0.454
TTM2025.06		0.776	0.654	0.588	0.5
Moirai2025.06		0.793	0.885	0.732	0.488
Time-MoE2025.06		0.831	0.747	0.647	0.603
Time-MoE2025.06		0.873	0.694	0.77	0.619
TiDE2025.06		0.911	0.878	1.254	0.565
NBEATSx2025.06		1	1	1	0.742
PatchTST2025.06		1.033	1.085	1.747	0.643