Short-term forecasting on M4
4.633SMAPEPatchTST + xCPD
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| PatchTST + xCPDBackbone=PatchTST, Extension=xCPD2026.03 | 4.633 | 3.112 | 0.988 | |
| PatchTST + CCMBackbone=PatchTST, Extension=CCM2026.03 | 4.643 | 3.128 | 0.997 | |
| PatchTST + LIFTBackbone=PatchTST, Extension=LIFT2026.03 | 4.855 | 3.323 | 1.022 | |
| PatchTSTBackbone=PatchTST, Extension=Vanilla2026.03 | 4.952 | 3.347 | 1.049 | |
| TimesNet + xCPDBackbone=TimesNet, Extension=xCPD2026.03 | 5.118 | 3.854 | 1.208 | |
| TimesNet + CCMBackbone=TimesNet, Extension=CCM2026.03 | 5.218 | 3.892 | 1.217 | |
| DLinear + xCPDBackbone=DLinear, Extension=xCPD2026.03 | 6.145 | 4.616 | 1.378 | |
| DLinear + CCMBackbone=DLinear, Extension=CCM2026.03 | 6.16 | 4.713 | 1.389 | |
| DLinear + LIFTBackbone=DLinear, Extension=LIFT2026.03 | 6.354 | 4.899 | 1.443 | |
| TimesNet + LIFTBackbone=TimesNet, Extension=LIFT2026.03 | 6.599 | 4.344 | 1.359 | |
| DLinearBackbone=DLinear, Extension=Vanilla2026.03 | 6.709 | 4.953 | 1.487 | |
| TimesNetBackbone=TimesNet, Extension=Vanilla2026.03 | 6.913 | 4.507 | 1.438 | |
| TSMixer + xCPDBackbone=TSMixer, Extension=xCPD2026.03 | 7.045 | 5.288 | 1.522 | |
| TSMixer + LIFTBackbone=TSMixer, Extension=LIFT2026.03 | 7.055 | 5.482 | 1.58 | |
| TSMixerBackbone=TSMixer, Extension=Vanilla2026.03 | 7.067 | 5.587 | 1.642 | |
| TSMixer + CCMBackbone=TSMixer, Extension=CCM2026.03 | 7.178 | 5.302 | 1.536 | |
| FFTSZero-shot=true2025.08 | 11.404 | 1.522 | 0.831 | |
| FeDaLZero-shot=true2025.08 | 11.412 | 1.489 | 0.818 | |
| Chimeraaggregation=Weighted Average2026.03 | 11.618 | 1.528 | 0.827 | |
| VI 2D SSMaggregation=Weighted Average2026.03 | 11.686 | 1.549 | 0.832 | |
| ModernTCNaggregation=Weighted Average2026.03 | 11.698 | 1.556 | 0.838 | |
| PatchTSTaggregation=Weighted Average2026.03 | 11.807 | 1.59 | 0.851 | |
| TimesNet2023.02 | 11.829 | 1.585 | 0.851 | |
| TimesNetaggregation=Weighted Average2026.03 | 11.829 | 1.585 | 0.851 | |
| N-BEATS2023.02 | 11.851 | 1.599 | 0.855 | |
| N-BEATSaggregation=Weighted Average2026.03 | 11.851 | 1.599 | 0.855 | |
| N-HiTS2023.02 | 11.927 | 1.613 | 0.861 | |
| N-HiTSaggregation=Weighted Average2026.03 | 11.927 | 1.613 | 0.861 | |
| Time-LLMZero-shot=true2025.08 | 11.983 | 1.595 | 0.859 | |
| GPT2(6)Layers=62023.02 | 11.991 | 1.6 | 0.861 | |
| N-HiTSZero-shot=true2025.08 | 12.035 | 1.625 | 0.869 | |
| PatchTST2023.02 | 12.059 | 1.623 | 0.869 | |
| PatchTSTZero-shot=true2025.08 | 12.059 | 1.623 | 0.869 | |
| N-BEATSZero-shot=true2025.08 | 12.25 | 1.698 | 0.896 | |
| FedAvgZero-shot=true2025.08 | 12.342 | 1.753 | 0.926 | |
| GPT4TSZero-shot=true2025.08 | 12.69 | 1.808 | 0.94 | |
| Stationary2023.02 | 12.78 | 1.756 | 0.93 | |
| StationaryZero-shot=true2025.08 | 12.78 | 1.756 | 0.93 | |
| TS_AdamModel=PatchTST2026.03 | 12.813 | 1.78 | 0.937 | |
| FEDformer2023.02 | 12.84 | 1.701 | 0.918 | |
| FEDformeraggregation=Weighted Average2026.03 | 12.84 | 1.701 | 0.918 | |
| TimesNetZero-shot=true2025.08 | 12.88 | 1.836 | 0.955 | |
| Autoformer2023.02 | 12.909 | 1.771 | 0.939 | |
| AutoformerZero-shot=true2025.08 | 12.909 | 1.771 | 0.939 | |
| FEDformerZero-shot=true2025.08 | 13.16 | 1.775 | 0.949 | |
| LightTS2023.02 | 13.525 | 2.111 | 1.051 | |
| LightTSaggregation=Weighted Average2026.03 | 13.525 | 2.111 | 1.051 | |
| LightTSZero-shot=true2025.08 | 13.525 | 2.111 | 1.051 | |
| DLinear2023.02 | 13.639 | 2.095 | 1.051 | |
| DLinearaggregation=Weighted Average2026.03 | 13.639 | 2.095 | 1.051 | |
| DLinearZero-shot=true2025.08 | 13.639 | 2.095 | 1.051 | |
| AdamModel=PatchTST2026.03 | 13.943 | 2.092 | 1.061 | |
| AdamWModel=PatchTST2026.03 | 13.946 | 2.094 | 1.062 | |
| TS_AdamModel=SegRNN2026.03 | 13.96 | 1.967 | 1.029 | |
| AdamModel=SegRNN2026.03 | 14.021 | 1.997 | 1.039 | |
| AdamWModel=SegRNN2026.03 | 14.023 | 1.997 | 1.039 | |
| Informer2023.02 | 14.086 | 2.718 | 1.23 | |
| LookaheadModel=SegRNN2026.03 | 14.115 | 2.018 | 1.048 | |
| YogiModel=SegRNN2026.03 | 14.171 | 2.031 | 1.053 | |
| SGDModel=SegRNN2026.03 | 14.208 | 2.044 | 1.058 | |
| YogiModel=PatchTST2026.03 | 14.319 | 2.178 | 1.097 | |
| MOMENTZero-shot=true2025.08 | 14.593 | 2.161 | 1.103 | |
| ETSformer2023.02 | 14.718 | 2.408 | 1.172 | |
| ETSformeraggregation=Weighted Average2026.03 | 14.718 | 2.408 | 1.172 | |
| ETSformerZero-shot=true2025.08 | 14.718 | 2.408 | 1.172 | |
| SGDModel=PatchTST2026.03 | 14.911 | 2.322 | 1.157 | |
| SGDModel=MICN2026.03 | 15.165 | 2.637 | 1.248 | |
| LookaheadModel=PatchTST2026.03 | 15.415 | 2.444 | 1.207 | |
| TS_AdamModel=MICN2026.03 | 15.451 | 2.528 | 1.231 | |
| AdamModel=MICN2026.03 | 16.524 | 3.167 | 1.437 | |
| AdamWModel=MICN2026.03 | 16.524 | 3.166 | 1.437 | |
| YogiModel=MICN2026.03 | 16.913 | 3.263 | 1.477 | |
| Reformer2023.02 | 18.2 | 4.223 | 1.775 | |
| LookaheadModel=MICN2026.03 | 18.748 | 5.518 | 2.134 |