Short-term forecasting on M4 Monthly
0.709MASEIdealTSF-Mixer
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| IdealTSF-MixerConfig=Mixer2025.12 | 0.709 | 13.269 | 0.603 | — | — | |
| AR-KANHyperparameter search=grid search2025.09 | 0.727 | 10.87 | 0.748 | — | — | |
| ARIMAHyperparameter search=grid search2025.09 | 0.838 | 11.59 | 0.777 | — | — | |
| N-BEATS+TopAttnEnsemble Size=40 models, T range=2H to 5H2021.07 | 0.874 | — | 0.828 | — | — | |
| N-BEATSEnsemble Size=40 models, T range=2H to 5H2021.07 | 0.875 | — | 0.829 | — | — | |
| Winner M42021.07 | 0.884 | — | 0.836 | — | — | |
| TCNHyperparameter search=grid search2025.09 | 0.902 | 13.74 | 0.753 | — | — | |
| Chimera2026.03 | 0.914 | 12.549 | 0.864 | — | — | |
| ROSE2024.05 | 0.915 | 12.65 | 0.866 | — | — | |
| ModernTCN2026.03 | 0.917 | 12.556 | 0.866 | — | — | |
| TimeMixer2025.06 | 0.919 | 12.605 | 0.869 | — | — | |
| VI 2D SSM2026.03 | 0.922 | 12.563 | 0.869 | — | — | |
| PatchTST2026.03 | 0.93 | 12.641 | 0.876 | — | — | |
| Time-o12025.05 | 0.93 | 12.649 | 0.875 | — | — | |
| FredformerYear=20242025.05 | 0.931 | 12.696 | 0.878 | — | — | |
| STELLA2025.12 | 0.932 | 12.608 | 0.875 | — | — | |
| TimesNet2024.05 | 0.933 | 12.67 | 0.933 | — | — | |
| Peri-midFormer2024.11 | 0.933 | 12.717 | 0.879 | — | — | |
| T-Net2024.11 | 0.933 | 12.67 | 0.878 | — | — | |
| TimesNet2025.12 | 0.933 | 12.679 | 0.878 | — | — | |
| IdealTSFPublication Year=20252025.12 | 0.933 | 12.717 | 0.879 | — | — | |
| TimesNetPublication Year=2023a, Attribute=Times2025.12 | 0.933 | 12.67 | 0.878 | — | — | |
| TimesNet2026.03 | 0.933 | 12.67 | 0.878 | — | — | |
| DeepEDMDynamical modeling=true2025.06 | 0.933 | 12.547 | 0.873 | — | — | |
| TimesNet2025.06 | 0.933 | 12.67 | 0.878 | — | — | |
| TimesNet + xCPDBackbone=TimesNet, Extension=xCPD2026.03 | 0.934 | 12.66 | 0.883 | — | — | |
| SIGMA2026.05 | 0.936 | 12.75 | 0.882 | — | — | |
| BEATS2024.11 | 0.937 | 12.677 | 0.88 | — | — | |
| N-BEATS2025.12 | 0.937 | 12.677 | 0.88 | — | — | |
| N-BEATS2026.03 | 0.937 | 12.677 | 0.88 | — | — | |
| PatchTST + xCPDBackbone=PatchTST, Extension=xCPD2026.03 | 0.937 | 12.66 | 0.892 | — | — | |
| N-BEATS*pure forecasting=true2025.06 | 0.937 | 12.677 | 0.88 | — | — | |
| TimeNet2026.03 | 0.94 | 12.7 | — | — | 0.88 | |
| LightTS2026.03 | 0.94 | 12.75 | — | — | 0.88 | |
| LSTMHyperparameter search=grid search2025.09 | 0.94 | 12.63 | 0.857 | — | — | |
| PatchTST + CCMBackbone=PatchTST, Extension=CCM2026.03 | 0.941 | 12.67 | 0.895 | — | — | |
| TimesNet + CCMBackbone=TimesNet, Extension=CCM2026.03 | 0.942 | 12.79 | 0.891 | — | — | |
| MultiPatch2026.05 | 0.942 | 12.81 | 0.887 | — | — | |
| TimesNet2026.05 | 0.945 | 12.775 | 0.887 | — | — | |
| GPT4TS2026.03 | 0.95 | 12.87 | — | — | 0.89 | |
| PatchTST + LIFTBackbone=PatchTST, Extension=LIFT2026.03 | 0.952 | 12.9 | 0.9 | — | — | |
| AMD2026.05 | 0.952 | 12.898 | 0.895 | — | — | |
| KoopaDynamical modeling=true2025.06 | 0.953 | 12.73 | 0.901 | — | — | |
| GPT4TS2024.05 | 0.956 | 12.894 | 0.897 | — | — | |
| GPT2024.11 | 0.956 | 12.894 | 0.897 | — | — | |
| GPT4TS2025.12 | 0.956 | 12.894 | 0.897 | — | — | |
| PENGUIN2025.08 | 0.958 | 12.872 | 0.897 | — | — | |
| WPMixer2026.05 | 0.959 | 12.945 | 0.9 | — | — | |
| One-for-All2026.03 | 0.96 | 13.11 | — | — | 0.9 | |
| T-LLM2024.11 | 0.963 | 12.98 | 0.903 | — | — | |
| TimeLLM2025.12 | 0.963 | 12.98 | 0.903 | — | — | |
| TimeMixer2026.05 | 0.964 | 12.984 | 0.903 | — | — | |
| Time-LLMHyperparameter search=grid search2025.09 | 0.965 | 13.02 | 0.909 | — | — | |
| Benchmark2021.07 | 0.966 | — | 0.92 | — | — | |
| HiTS2024.11 | 0.969 | 12.791 | 0.899 | — | — | |
| N-HiTS2025.12 | 0.969 | 12.791 | 0.899 | — | — | |
| N-HiTS2026.03 | 0.969 | 12.791 | 0.899 | — | — | |
| CycleNet/MLP2025.08 | 0.969 | 13.011 | 0.907 | — | — | |
| N-HiTS2025.06 | 0.969 | 12.791 | 0.899 | — | — | |
| S2IP-LLM2024.05 | 0.97 | 12.995 | 0.91 | — | — | |
| Patch2024.11 | 0.97 | 12.959 | 0.905 | — | — | |
| PatchTST2025.12 | 0.97 | 12.959 | 0.905 | — | — | |
| PatchTSTBackbone=PatchTST, Extension=Vanilla2026.03 | 0.97 | 12.95 | 0.905 | — | — | |
| TimesNetHyperparameter search=grid search2025.09 | 0.97 | 12.97 | 0.886 | — | — | |
| MSGNet2026.05 | 0.976 | 12.97 | 0.908 | — | — | |
| FreTSYear=20232025.05 | 0.99 | 13.088 | 0.919 | — | — | |
| PatchTST2024.05 | 0.997 | 13.428 | 0.948 | — | — | |
| DLinear + xCPDBackbone=DLinear, Extension=xCPD2026.03 | 1.001 | 13.36 | 0.931 | — | — | |
| DLinear + CCMBackbone=DLinear, Extension=CCM2026.03 | 1.005 | 13.37 | 0.936 | — | — | |
| DLinearYear=20232025.05 | 1.007 | 13.362 | 0.937 | — | — | |
| iTransformerYear=20242025.05 | 1.013 | 13.227 | 0.935 | — | — | |
| TSMixer + xCPDBackbone=TSMixer, Extension=xCPD2026.03 | 1.014 | 13.4 | 0.935 | — | — | |
| CycleNet/Linear2025.08 | 1.015 | 13.346 | 0.94 | — | — | |
| TSMixer + CCMBackbone=TSMixer, Extension=CCM2026.03 | 1.019 | 13.4 | 0.944 | — | — | |
| TSMixer + LIFTBackbone=TSMixer, Extension=LIFT2026.03 | 1.02 | 13.42 | 0.945 | — | — | |
| DLinear + LIFTBackbone=DLinear, Extension=LIFT2026.03 | 1.021 | 12.48 | 0.948 | — | — | |
| TSMixerBackbone=TSMixer, Extension=Vanilla2026.03 | 1.022 | 13.43 | 0.946 | — | — | |
| TimesNet + LIFTBackbone=TimesNet, Extension=LIFT2026.03 | 1.022 | 13.38 | 0.931 | — | — | |
| KNFDynamical modeling=true2025.06 | 1.023 | 12.894 | 0.985 | — | — | |
| iTransformer2024.05 | 1.031 | 13.399 | 0.949 | — | — | |
| BEATSPublication Year=20192025.12 | 1.031 | 12.677 | 0.88 | — | — | |
| PatchTST2025.06 | 1.031 | 13.399 | 0.949 | — | — | |
| Dlinear2024.05 | 1.037 | 13.514 | 0.956 | — | — | |
| DLinear2024.11 | 1.037 | 13.514 | 0.956 | — | — | |
| DLinear2025.12 | 1.037 | 13.514 | 0.956 | — | — | |
| DLinear2026.03 | 1.037 | 13.514 | 0.956 | — | — | |
| DLinearBackbone=DLinear, Extension=Vanilla2026.03 | 1.037 | 13.51 | 0.956 | — | — | |
| DLinear2025.06 | 1.037 | 13.514 | 0.956 | — | — | |
| TimesNetBackbone=TimesNet, Extension=Vanilla2026.03 | 1.039 | 13.51 | 0.957 | — | — | |
| FANHyperparameter search=grid search2025.09 | 1.048 | 14.94 | 1.033 | — | — | |
| Light2024.11 | 1.053 | 14.014 | 0.981 | — | — | |
| LightTS2026.03 | 1.053 | 14.014 | 0.981 | — | — | |
| LightTS2025.06 | 1.053 | 14.014 | 0.981 | — | — | |
| Naive22021.07 | 1.063 | — | 1 | — | — | |
| Reformer2026.03 | 1.07 | 13.72 | — | — | 0.98 | |
| CATS2025.08 | 1.071 | 13.75 | 0.98 | — | — | |
| MICN2026.05 | 1.077 | 13.797 | 0.985 | — | — | |
| MICNYear=20232025.05 | 1.08 | 13.834 | 0.987 | — | — | |
| Station2024.11 | 1.097 | 13.917 | 0.998 | — | — | |
| Stationary2026.03 | 1.097 | 13.917 | 0.998 | — | — |