Short-term forecasting on M4 (test) benchmark leaderboard · SOTA2 Research

Short-term forecasting on M4 (test)

11.701SMAPECATS

Evaluation Results

Method	Links
CATS2024.05		11.701	1.557	0.838
TimeMixer2024.05		11.723	1.559	0.84
TimesNet2024.11		11.829	1.585	0.851
Timesnet2024.05		11.829	1.585	0.851
AutoTimes2024.02		11.831	1.585	0.85
Peri-midFormer2024.11		11.833	1.584	0.85
N-BEATS2024.11		11.851	1.599	0.855
Koopa2024.02		11.863	1.595	0.858
N-BEATS2024.02		11.91	1.613	0.862
N-HITS2024.11		11.927	1.613	0.861
TimesNet2024.02		11.93	1.597	0.867
N-HiTS2024.02		11.96	1.606	0.861
TimeLLM2024.02		11.983	1.595	0.859
Time-LLM2024.11		11.983	1.595	0.859
FPT2024.02		11.991	1.6	0.861
GPT4TS2024.11		11.991	1.6	0.861
PatchTST2024.11		12.059	1.623	0.869
DLinear2024.02		12.418	1.656	0.891
FiLM2024.02		12.489	1.69	0.902
Non-stationary Transformer2024.11		12.78	1.756	0.93
FEDformer2024.11		12.84	1.701	0.918
Autoformer2024.11		12.909	1.771	0.939
Autoformer2024.05		12.909	1.771	0.939
PatchTST2024.02		13.022	1.814	0.954
PatchTST2024.05		13.152	1.945	0.998
LightTS2024.11		13.525	2.111	1.051
DLinear2024.11		13.639	2.095	1.051
DLinear2024.05		13.639	2.095	1.051
Informer2024.11		14.086	2.718	1.23
Informer2024.05		14.086	2.718	1.23
ETSformer2024.11		14.718	2.408	1.172
FILM2024.05		14.863	2.207	1.125
Pyraformer2024.11		16.987	3.265	1.48
Reformer2024.11		18.2	4.223	1.775
MICN2024.05		19.638	5.947	2.279