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Short-term Forecasting on M4 Weighted Average

11.618SMAPEChimera
5.6814845.7529985.8245125.89601Jun 6, 2024Oct 4, 2024Feb 1, 2025Jun 2, 2025Sep 30, 2025Jan 28, 2026May 29, 2026

Evaluation results

MethodLinks
ChimeraPublication Year=20242024.0611.6181.5280.827
Chimera2026.0311.6181.5280.827
VI 2D SSM2026.0311.6861.5490.832
DeepEDMDynamical modeling=true2025.0611.6951.5660.841
ModernTCNPublication Year=20242024.0611.6981.5560.838
ModernTCN2026.0311.6981.5560.838
TimeMixer2025.0611.7231.5590.84
PatchTSTPublication Year=20232024.0611.8071.590.851
PatchTST2026.0311.8071.590.851
TimesNetPublication Year=20232024.0611.8291.5850.851
TimesNet2026.0311.8291.5850.851
TimesNet2025.0611.8291.5850.851
SIGMA2026.0511.841.5850.868
N-BEATS*Publication Year=20192024.0611.8511.5990.855
N-BEATS2026.0311.8511.5990.855
N-BEATS*pure forecasting=true2025.0611.8511.5590.855
KoopaDynamical modeling=true2025.0611.8631.5950.858
MultiPatch2026.0511.8891.5910.872
TimesNet2026.0511.911.6040.876
N-HiTSPublication Year=20222024.0611.9271.6130.861
N-HiTS2026.0311.9271.6130.861
N-HiTS2025.0611.9271.6130.861
AMD2026.0511.9871.6050.881
TimeMixer2026.0512.0021.6040.882
WPMixer2026.0512.0671.6230.887
MSGNet2026.0512.081.6470.898
KNFDynamical modeling=true2025.0612.1261.6410.874
StationaryPublication Year=20222024.0612.781.7560.93
Stationary2026.0312.781.7560.93
Stationary2025.0612.781.7560.93
FED*Publication Year=20222024.0612.841.7010.918
FEDformer2026.0312.841.7010.918
FED.2025.0612.841.7010.918
Auto*Publication Year=20212024.0612.9091.7710.939
Autoformer2026.0312.9091.7710.939
Auto.2025.0612.9091.7710.939
MICN2026.0513.0151.8360.983
PatchTST2025.0613.1521.9450.998
Pyra.2026.0513.4951.8641.015
LightTSPublication Year=20222024.0613.5252.1111.051
LightTS2026.0313.5252.1111.051
LightTS2025.0613.5252.1111.051
DLinearPublication Year=20232024.0613.6392.0951.051
DLinear2026.0313.6392.0951.051
DLinear2025.0613.6392.0951.051
In*Publication Year=20212024.0614.0862.7181.23
Informer2026.0314.0862.7181.23
In.2025.0614.0862.7181.23
ETS*Publication Year=20222024.0614.7182.4081.172
ETSformer2026.0314.7182.4081.172
FiLM2025.0614.8632.2071.125
Pyra*Publication Year=20212024.0616.9873.2651.48
Pyraformer2026.0316.9873.2651.48
Pyra.2025.0616.9873.2651.48
Re*Publication Year=20202024.0618.24.2231.775
Reformer2026.0318.24.2231.775
LSTMPublication Year=19972024.06160.03125.78812.642