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Short-term forecasting on M4 (Others)

3.789SMAPEN-BEATS
2.962168.5433314.124519.70567Jul 19, 2021May 10, 2022Mar 2, 2023Dec 23, 2023Oct 14, 2024Aug 6, 2025May 29, 2026

Evaluation results

MethodLinks
N-BEATSensemble size=40 models2021.073.789—0.857—
N-BEATS+TopAttnensemble size=40 models2021.073.803—0.86—
Winner M42021.074.014—0.92—
DeepEDMDynamical modeling=true2025.064.3393.0420.936—
TimeMixer2025.064.5643.1150.982—
STELLA2025.124.6513.1120.98—
ROSE2024.054.6683.1261.02—
Chimera2026.034.6853.0070.983—
VI 2D SSM2026.034.7083.1650.994—
ModernTCN2026.034.7153.1070.986—
TimeMixer2026.054.7393.2341.014—
KNFDynamical modeling=true2025.064.7533.1381.019—
Naive22021.074.754—1—
T-LLM2024.114.7953.1781.006—
TimeLLM2025.124.7953.1781.006—
S2IP-LLM2024.054.8053.2471.071—
AMD2026.054.8223.2451.021—
FedformerYear=20232025.054.8233.2431.019—
Peri-midFormer2024.114.8453.2171.017—
IdealTSFPublication Year=20252025.124.8453.2171.017—
FredformerYear=20242025.054.8483.231.019—
MultiPatch2026.054.8493.2711.028—
Time-o12025.054.8523.2741.027—
FEDformer2026.034.863.25—1.02
KoopaDynamical modeling=true2025.064.8613.1241.004—
SIGMA2026.054.8673.3161.037—
TimesNet2024.054.8913.3021.035—
T-Net2024.114.8913.3021.035—
TimesNet2025.124.8913.3021.035—
TimesNetPublication Year=2023a, Attribute=Times2025.124.8913.3021.035—
TimesNet2026.034.8913.3021.035—
TimesNet2025.064.8913.3021.035—
BEATS2024.114.9253.3911.053—
N-BEATS2025.124.9253.3911.053—
BEATSPublication Year=20192025.124.9253.3931.053—
N-BEATS2026.034.9253.3911.053—
N-BEATS*pure forecasting=true2025.064.9253.3911.053—
WPMixer2026.054.9253.2591.028—
GPT4TS2024.054.943.2281.029—
GPT2024.114.943.2281.029—
GPT4TS2025.124.943.2281.029—
PatchTST2026.034.9462.9851.044—
Patch2024.114.9523.3471.049—
PatchTST2025.124.9523.3471.049—
FED2024.114.9543.2641.036—
FEDformer2025.124.9543.2641.036—
FEDformer2026.034.9543.2641.036—
FED.2025.064.9543.2641.036—
TimesNet2026.054.9783.2651.048—
Benchmark2021.074.987—1.039—
TimeNet2026.035.023.34—1.05
HiTS2024.115.0613.2161.04—
N-HiTS2025.125.0613.2161.04—
HiTSPublication Year=20232025.125.0613.2161.043—
N-HiTS2026.035.0613.2161.04—
N-HiTS2025.065.0613.2161.04—
iTransformerYear=20242025.055.1013.4191.076—
DLinearYear=20232025.055.123.6491.114—
IdealTSF-MixerConfig=Mixer2025.125.1251.9960.812—
GPT4TS2026.035.293.62—1.12
One-for-All2026.035.373.66—1.14
LightTS2026.035.383.44—1.11
AutoFormer=true2024.115.4853.8651.187—
Autoformer2025.125.4853.8651.187—
Autoformer2026.035.4853.8651.187—
Auto.2025.065.4853.8651.187—
iTransformer2024.055.5114.5111.401—
MSGNet2026.055.5213.8291.174—
FreTSYear=20232025.055.5633.711.17—
ETSformer2026.035.724.13—1.25
LightTSPublication Year=20222025.125.884.0641.34—
Pyra.2026.056.1154.1561.282—
MICN2026.056.1234.1961.3—
MICNYear=20232025.056.1374.2011.308—
Station2024.116.3024.0641.304—
Stationary2026.036.3024.0641.304—
Stationary2025.066.3024.0641.304—
Informer2026.036.414.32—1.35
PatchTSTPublication Year=2023, Attribute=TST2025.126.5584.1541.401—
PatchTST2025.066.5584.5111.401—
Reformer2026.036.584.49—1.4
Autoformer2026.036.664.79—1.45
PatchTST2024.056.6674.8341.417—
Dlinear2024.056.7094.9531.487—
DLinear2024.116.7094.9531.487—
DLinear2025.126.7094.9531.487—
DLinearPublication Year=20232025.126.7094.9531.187—
DLinear2026.036.7094.9531.487—
DLinear2025.066.7094.9531.487—
FiLMPublication Year=2022a2025.127.1344.3641.353—
FiLM2025.067.1345.091.553—
TCN2025.127.1864.6771.494—
ETSFormer=true2024.117.2675.241.591—
ETSformer2025.127.2675.241.591—
ETSformer2026.037.2675.241.591—
Light2024.1115.8811.4343.474—
LightTS2026.0315.8811.4343.474—
LightTS2025.0615.8811.4343.474—
SCINetPublication Year=2022a2025.1216.6554.5111.263—
InFormer=true2024.1124.4620.965.879—