Short-term forecasting on M4 Quarterly
0.062MASETimesFM 2.0
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| TimesFM 2.02025.10 | 0.062 | — | — | — | — | |
| ChromaModel Size=tiny, Frequency Awareness=true, Aggregation Strategy=Ensemble2025.10 | 0.075 | — | — | — | — | |
| ChromaModel Size=tiny, Frequency Awareness=true, Aggregation Strategy=Best2025.10 | 0.076 | — | — | — | — | |
| Moirai Large2025.10 | 0.076 | — | — | — | — | |
| ChromaModel Size=4m, Frequency Awareness=true, Aggregation Strategy=Ensemble2025.10 | 0.077 | — | — | — | — | |
| Chronos Bolt Base2025.10 | 0.077 | — | — | — | — | |
| Chronos Bolt Mini2025.10 | 0.078 | — | — | — | — | |
| ChromaModel Size=4m, Frequency Awareness=true, Aggregation Strategy=Best2025.10 | 0.079 | — | — | — | — | |
| Auto ARIMA2025.10 | 0.079 | — | — | — | — | |
| Auto ETS2025.10 | 0.079 | — | — | — | — | |
| Chronos Large2025.10 | 0.082 | — | — | — | — | |
| Seasonal Naive2025.10 | 0.119 | — | — | — | — | |
| IdealTSF-MixerConfig=Mixer2025.12 | 0.773 | 13.849 | 0.702 | — | — | |
| PatchTST2026.03 | 0.803 | 10.179 | 0.803 | — | — | |
| AR-KANHyperparameter search=grid search2025.09 | 0.975 | 8.85 | 0.734 | — | — | |
| TCNHyperparameter search=grid search2025.09 | 1.075 | 9.32 | 0.776 | — | — | |
| Chimera2026.03 | 1.105 | 9.892 | 0.853 | — | — | |
| N-BEATSEnsemble Size=40 models, T range=2H to 5H2021.07 | 1.111 | — | 0.845 | — | — | |
| N-BEATS+TopAttnEnsemble Size=40 models, T range=2H to 5H2021.07 | 1.112 | — | 0.845 | — | — | |
| Winner M42021.07 | 1.118 | — | 0.847 | — | — | |
| VI 2D SSM2026.03 | 1.16 | 9.949 | 0.875 | — | — | |
| Exponential smoothingStrategy=Exponential smoothing2026.01 | 1.161 | — | — | 0.886 | — | |
| STELLA2025.12 | 1.164 | 9.997 | 0.878 | — | — | |
| ROSE2024.05 | 1.165 | 9.998 | 0.885 | — | — | |
| ARIMAStrategy=ARIMA2026.01 | 1.165 | — | — | 0.895 | — | |
| TimeMixer2025.06 | 1.166 | 9.996 | 0.825 | — | — | |
| ModernTCN2026.03 | 1.167 | 9.971 | 0.878 | — | — | |
| BEATS2024.11 | 1.169 | 10.124 | 0.886 | — | — | |
| N-BEATS2025.12 | 1.169 | 10.124 | 0.886 | — | — | |
| BEATSPublication Year=20192025.12 | 1.169 | 10.124 | 0.886 | — | — | |
| N-BEATS2026.03 | 1.169 | 10.124 | 0.886 | — | — | |
| N-BEATS*pure forecasting=true2025.06 | 1.169 | 10.124 | 0.886 | — | — | |
| Peri-midFormer2024.11 | 1.17 | 10.058 | 0.883 | — | — | |
| IdealTSFPublication Year=20252025.12 | 1.17 | 10.058 | 0.883 | — | — | |
| TimeNet2026.03 | 1.17 | 10.06 | — | — | 0.88 | |
| Time-LLMHyperparameter search=grid search2025.09 | 1.172 | 10.1 | 0.882 | — | — | |
| Benchmark2021.07 | 1.173 | — | 0.89 | — | — | |
| TimesNet + xCPDBackbone=TimesNet, Extension=xCPD2026.03 | 1.176 | 10.1 | 0.889 | — | — | |
| DeepEDMDynamical modeling=true2025.06 | 1.177 | 10.04 | 0.885 | — | — | |
| SIGMA2026.05 | 1.177 | 10.06 | 0.886 | — | — | |
| T-LLM2024.11 | 1.178 | 10.11 | 0.889 | — | — | |
| TimeLLM2025.12 | 1.178 | 10.11 | 0.889 | — | — | |
| MultiPatch2026.05 | 1.178 | 10.166 | 0.892 | — | — | |
| Time-o12025.05 | 1.18 | 10.105 | 0.889 | — | — | |
| TimesNet2024.05 | 1.182 | 10.1 | 0.89 | — | — | |
| T-Net2024.11 | 1.182 | 10.1 | 0.89 | — | — | |
| TimesNet2025.12 | 1.182 | 10.1 | 0.89 | — | — | |
| TimesNetPublication Year=2023a, Attribute=Times2025.12 | 1.182 | 10.1 | 0.89 | — | — | |
| TimesNet2026.03 | 1.182 | 10.1 | 0.89 | — | — | |
| TimesNet2025.06 | 1.182 | 10.1 | 0.89 | — | — | |
| TimesNet + CCMBackbone=TimesNet, Extension=CCM2026.03 | 1.183 | 10.12 | 0.897 | — | — | |
| FredformerYear=20242025.05 | 1.185 | 10.14 | 0.893 | — | — | |
| TimesNet2026.05 | 1.186 | 10.116 | 0.892 | — | — | |
| KoopaDynamical modeling=true2025.06 | 1.189 | 10.159 | 0.895 | — | — | |
| LightTS2026.03 | 1.19 | 10.32 | — | — | 0.9 | |
| ARIMAHyperparameter search=grid search2025.09 | 1.19 | 10.15 | 0.922 | — | — | |
| GPT4TS2024.05 | 1.194 | 10.1 | 0.898 | — | — | |
| GPT2024.11 | 1.194 | 10.177 | 0.898 | — | — | |
| HiTS2024.11 | 1.194 | 10.202 | 0.899 | — | — | |
| GPT4TS2025.12 | 1.194 | 10.177 | 0.898 | — | — | |
| N-HiTS2025.12 | 1.194 | 10.202 | 0.899 | — | — | |
| HiTSPublication Year=20232025.12 | 1.194 | 10.202 | 0.899 | — | — | |
| N-HiTS2026.03 | 1.194 | 10.202 | 0.899 | — | — | |
| N-HiTS2025.06 | 1.194 | 10.202 | 0.899 | — | — | |
| PENGUIN2025.08 | 1.201 | 10.202 | 0.902 | — | — | |
| KNFDynamical modeling=true2025.06 | 1.202 | 10.343 | 0.965 | — | — | |
| Random forestsStrategy=Random forests, Autoregressive lags=1 to 4, Transformation=additive2026.01 | 1.203 | — | — | 0.929 | — | |
| TimeMixer2026.05 | 1.206 | 10.281 | 0.907 | — | — | |
| One-for-All2026.03 | 1.21 | 10.51 | — | — | 0.92 | |
| AMD2026.05 | 1.211 | 10.259 | 0.907 | — | — | |
| CycleNet/MLP2025.08 | 1.215 | 10.31 | 0.911 | — | — | |
| WPMixer2026.05 | 1.217 | 10.299 | 0.911 | — | — | |
| PatchTST + xCPDBackbone=PatchTST, Extension=xCPD2026.03 | 1.218 | 10.35 | 0.912 | — | — | |
| GPT4TS2026.03 | 1.22 | 10.37 | — | — | 0.91 | |
| TimesNet + LIFTBackbone=TimesNet, Extension=LIFT2026.03 | 1.221 | 10.28 | 0.913 | — | — | |
| CATS2025.08 | 1.222 | 10.342 | 0.915 | — | — | |
| FreTSYear=20232025.05 | 1.223 | 10.361 | 0.916 | — | — | |
| DLinear + xCPDBackbone=DLinear, Extension=xCPD2026.03 | 1.224 | 10.49 | 0.928 | — | — | |
| PatchTST + CCMBackbone=PatchTST, Extension=CCM2026.03 | 1.224 | 10.35 | 0.915 | — | — | |
| TimesNetBackbone=TimesNet, Extension=Vanilla2026.03 | 1.227 | 10.46 | 0.923 | — | — | |
| S2IP-LLM2024.05 | 1.228 | 10.352 | 0.922 | — | — | |
| PatchTST + LIFTBackbone=PatchTST, Extension=LIFT2026.03 | 1.228 | 10.36 | 0.918 | — | — | |
| Patch2024.11 | 1.233 | 10.38 | 0.921 | — | — | |
| PatchTST2025.12 | 1.233 | 10.38 | 0.921 | — | — | |
| PatchTSTBackbone=PatchTST, Extension=Vanilla2026.03 | 1.233 | 10.38 | 0.921 | — | — | |
| DLinearYear=20232025.05 | 1.237 | 10.5 | 0.928 | — | — | |
| DLinear + CCMBackbone=DLinear, Extension=CCM2026.03 | 1.243 | 10.51 | 0.931 | — | — | |
| TimesNetHyperparameter search=grid search2025.09 | 1.244 | 10.58 | 0.919 | — | — | |
| FedformerYear=20232025.05 | 1.246 | 10.612 | 0.936 | — | — | |
| BaggingStrategy=Bagging, Autoregressive lags=1 to 4, Transformation=additive2026.01 | 1.248 | — | — | 0.957 | — | |
| iTransformerYear=20242025.05 | 1.248 | 10.503 | 0.932 | — | — | |
| MSGNet2026.05 | 1.248 | 10.446 | 0.929 | — | — | |
| FEDformer2026.03 | 1.25 | 10.66 | — | — | 0.94 | |
| iTransformer2024.05 | 1.278 | 10.001 | 0.949 | — | — | |
| PatchTSTPublication Year=2023, Attribute=TST2025.12 | 1.278 | 10.644 | 1.14 | — | — | |
| PatchTST2025.06 | 1.278 | 10.644 | 0.949 | — | — | |
| FED2024.11 | 1.283 | 10.792 | 0.958 | — | — | |
| FEDformer2025.12 | 1.283 | 10.792 | 0.958 | — | — | |
| FEDformer2026.03 | 1.283 | 10.792 | 0.958 | — | — | |
| FED.2025.06 | 1.283 | 10.792 | 0.958 | — | — |