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 | |
| TimesNetPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 11.829 | 1.585 | 0.851 | |
| Timesnet2024.05 | 11.829 | 1.585 | 0.851 | |
| AutoTimes2024.02 | 11.831 | 1.585 | 0.85 | |
| Peri-midFormerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 11.833 | 1.584 | 0.85 | |
| N-BEATSPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 11.851 | 1.599 | 0.855 | |
| Koopa2024.02 | 11.863 | 1.595 | 0.858 | |
| N-BEATS2024.02 | 11.91 | 1.613 | 0.862 | |
| N-HITSPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 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-LLMPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 11.983 | 1.595 | 0.859 | |
| FPT2024.02 | 11.991 | 1.6 | 0.861 | |
| GPT4TSPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 11.991 | 1.6 | 0.861 | |
| PatchTSTPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 12.059 | 1.623 | 0.869 | |
| DLinear2024.02 | 12.418 | 1.656 | 0.891 | |
| FiLM2024.02 | 12.489 | 1.69 | 0.902 | |
| Non-stationary TransformerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 12.78 | 1.756 | 0.93 | |
| FEDformerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 12.84 | 1.701 | 0.918 | |
| AutoformerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 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 | |
| LightTSPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 13.525 | 2.111 | 1.051 | |
| DLinearPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 13.639 | 2.095 | 1.051 | |
| DLinear2024.05 | 13.639 | 2.095 | 1.051 | |
| InformerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 14.086 | 2.718 | 1.23 | |
| Informer2024.05 | 14.086 | 2.718 | 1.23 | |
| ETSformerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 14.718 | 2.408 | 1.172 | |
| FILM2024.05 | 14.863 | 2.207 | 1.125 | |
| PyraformerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 16.987 | 3.265 | 1.48 | |
| ReformerPrediction length={6, 48}, Sample intervals=weighted average2024.11 | 18.2 | 4.223 | 1.775 | |
| MICN2024.05 | 19.638 | 5.947 | 2.279 |