Forecasting on M5 Retail
1.1sMAPELightGBM
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| LightGBMMethod Category=Naive & Classical2026.06 | 1.1 | 0.42 | — | |
| LightGBMHistory window (L)=02026.06 | 1.15 | 0.39 | 1 | |
| RAIDMethod Category=Ours2026.06 | 1.21 | 0.56 | — | |
| RAIDHistory window (L)=02026.06 | 1.22 | 0.49 | 2 | |
| TFTMethod Category=Supervised Deep Learning2026.06 | 1.26 | 0.49 | — | |
| Chronos-SmallMethod Category=Foundation Models2026.06 | 1.29 | 0.54 | — | |
| TimesFMMethod Category=Foundation Models2026.06 | 1.31 | 0.44 | — | |
| TiDEMethod Category=Supervised Deep Learning2026.06 | 1.33 | 0.5 | — | |
| TFTHistory window (L)=02026.06 | 1.36 | 0.43 | 3 | |
| DeepARMethod Category=Supervised Deep Learning2026.06 | 1.36 | 0.51 | — | |
| TiDEHistory window (L)=02026.06 | 1.4 | 0.42 | 4 | |
| Moirai-BaseMethod Category=Foundation Models2026.06 | 1.41 | 0.53 | — | |
| DeepMFMethod Category=Supervised Deep Learning2026.06 | 1.5 | 0.59 | — | |
| DeepMFHistory window (L)=02026.06 | 1.51 | 0.5 | 5 | |
| DeepARHistory window (L)=02026.06 | 1.55 | 0.46 | 6 | |
| CSDIMethod Category=Foundation Models2026.06 | 1.55 | 0.55 | — | |
| Moirai-BaseHistory window (L)=02026.06 | 1.56 | 0.47 | 7 | |
| TimesFMHistory window (L)=02026.06 | 1.58 | 0.41 | 8 | |
| Chronos-SmallHistory window (L)=02026.06 | 1.6 | 0.44 | 9 | |
| CSDIHistory window (L)=02026.06 | 1.65 | 0.55 | 10 | |
| Global MeanMethod Category=Naive & Classical2026.06 | 1.85 | 0.52 | — | |
| Global MeanHistory window (L)=02026.06 | 1.88 | 0.45 | 11 |