Short-term forecasting on M4 Yearly
0.091MASETimesFM 2.0
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| TimesFM 2.02025.10 | 0.091 | — | — | — | — | — | |
| Auto ETS2025.10 | 0.111 | — | — | — | — | — | |
| Moirai Large2025.10 | 0.113 | — | — | — | — | — | |
| ChromaModel Size=4m, Frequency Awareness=true, Aggregation Strategy=Ensemble2025.10 | 0.114 | — | — | — | — | — | |
| ChromaModel Size=4m, Frequency Awareness=true, Aggregation Strategy=Best2025.10 | 0.118 | — | — | — | — | — | |
| Chronos Bolt Base2025.10 | 0.121 | — | — | — | — | — | |
| ChromaModel Size=tiny, Frequency Awareness=true, Aggregation Strategy=Ensemble2025.10 | 0.122 | — | — | — | — | — | |
| ChromaModel Size=tiny, Frequency Awareness=true, Aggregation Strategy=Best2025.10 | 0.123 | — | — | — | — | — | |
| Auto ARIMA2025.10 | 0.125 | — | — | — | — | — | |
| Chronos Bolt Mini2025.10 | 0.129 | — | — | — | — | — | |
| Chronos Large2025.10 | 0.132 | — | — | — | — | — | |
| Seasonal Naive2025.10 | 0.161 | — | — | — | — | — | |
| IdealTSF-MixerConfig=Mixer2025.12 | 0.808 | 0.1323 | 0.742 | — | — | — | |
| Chimera2026.03 | 2.902 | 0.1311 | 0.767 | — | — | — | |
| TimeMixer2025.06 | 2.916 | 0.1321 | 0.776 | — | — | — | |
| N-BEATS+TopAttnEnsemble Size=40 models, T range=2H to 5H2021.07 | 2.95 | — | 0.771 | — | — | — | |
| VI 2D SSM2026.03 | 2.95 | 0.1315 | 0.773 | — | — | — | |
| iTransformer2024.05 | 2.952 | 0.1324 | 0.823 | — | — | — | |
| ModernTCN2026.03 | 2.957 | 0.1323 | 0.777 | — | — | — | |
| N-BEATSEnsemble Size=40 models, T range=2H to 5H2021.07 | 2.972 | — | 0.776 | — | — | — | |
| DeepEDMDynamical modeling=true2025.06 | 2.973 | 0.1324 | 0.779 | — | — | — | |
| STELLA2025.12 | 2.978 | 0.1335 | 0.783 | — | — | — | |
| Winner M42021.07 | 2.98 | — | 0.778 | — | — | — | |
| PatchTST2026.03 | 2.985 | 0.1326 | 0.781 | — | — | — | |
| PatchTST + xCPDBackbone=PatchTST, Extension=xCPD2026.03 | 2.989 | 0.1328 | 0.778 | — | — | — | |
| SIGMA2026.05 | 2.989 | 0.1331 | 0.783 | — | — | — | |
| MSGNet2026.05 | 2.989 | 0.1335 | 0.784 | — | — | — | |
| TimesNet2024.05 | 2.996 | 0.1339 | 0.786 | — | — | — | |
| T-Net2024.11 | 2.996 | 0.1339 | 0.786 | — | — | — | |
| TimesNet2025.12 | 2.996 | 0.1339 | 0.786 | — | — | — | |
| TimesNetPublication Year=2023a, Attribute=Times2025.12 | 2.996 | 0.1339 | 0.786 | — | — | — | |
| TimesNet2026.03 | 2.996 | 0.1339 | 0.786 | — | — | — | |
| TimesNet2025.06 | 2.996 | 0.1339 | 0.786 | — | — | — | |
| PatchTST + CCMBackbone=PatchTST, Extension=CCM2026.03 | 2.997 | 0.133 | 0.781 | — | — | — | |
| KoopaDynamical modeling=true2025.06 | 2.997 | 0.1335 | 0.786 | — | — | — | |
| TimeMixer2026.05 | 3.002 | 0.1333 | 0.785 | — | — | — | |
| PENGUIN2025.08 | 3.003 | 0.1336 | 0.786 | — | — | — | |
| T-LLM2024.11 | 3.005 | 0.1342 | 0.789 | — | — | — | |
| TimeLLM2025.12 | 3.005 | 0.1342 | 0.789 | — | — | — | |
| PatchTST + LIFTBackbone=PatchTST, Extension=LIFT2026.03 | 3.006 | 0.1335 | 0.788 | — | — | — | |
| TimeMixer2026.05 | 3.007 | 0.1332 | 0.786 | — | — | — | |
| FiLM2026.05 | 3.007 | 0.1399 | 0.806 | — | — | — | |
| MultiPatch2026.05 | 3.009 | 0.133 | 0.785 | — | — | — | |
| Time-o12025.05 | 3.01 | 0.1349 | 0.791 | — | — | — | |
| Mamba2026.05 | 3.01 | 0.1335 | 0.787 | — | — | — | |
| ROSE2024.05 | 3.014 | 0.133 | 0.833 | — | — | — | |
| GPT4TS2024.05 | 3.015 | 0.1353 | 0.793 | — | — | — | |
| GPT2024.11 | 3.015 | 0.1353 | 0.793 | — | — | — | |
| GPT4TS2025.12 | 3.015 | 0.1353 | 0.793 | — | — | — | |
| Patch2024.11 | 3.019 | 0.1348 | 0.792 | — | — | — | |
| PatchTST2025.12 | 3.019 | 0.1348 | 0.792 | — | — | — | |
| PatchTSTBackbone=PatchTST, Extension=Vanilla2026.03 | 3.019 | 0.1347 | 0.792 | — | — | — | |
| Peri-midFormer2024.11 | 3.021 | 0.1336 | 0.789 | — | — | — | |
| IdealTSFPublication Year=20252025.12 | 3.021 | 0.1336 | 0.789 | — | — | — | |
| TSCOMP2026.05 | 3.022 | 0.1355 | 0.795 | — | — | — | |
| AMD2026.05 | 3.022 | 0.1345 | 0.792 | — | — | — | |
| S2IP-LLM2024.05 | 3.024 | 0.1341 | 0.792 | — | — | — | |
| TimesNet2026.05 | 3.027 | 0.1341 | 0.791 | — | — | — | |
| TSMixer2026.05 | 3.027 | 0.1354 | 0.795 | — | — | — | |
| FredformerYear=20242025.05 | 3.028 | 0.1351 | 0.794 | — | — | — | |
| KNFDynamical modeling=true2025.06 | 3.029 | 0.1399 | 0.804 | — | — | — | |
| LightTS2026.03 | 3.03 | 0.1343 | 0.79 | — | — | — | |
| TimeXer2026.05 | 3.039 | 0.1355 | 0.797 | — | — | — | |
| PatchTST2025.08 | 3.042 | 0.1353 | 0.796 | — | — | — | |
| BEATS2024.11 | 3.043 | 0.1344 | 0.794 | — | — | — | |
| N-BEATS2025.12 | 3.043 | 0.1344 | 0.794 | — | — | — | |
| BEATSPublication Year=20192025.12 | 3.043 | 0.1344 | 0.794 | — | — | — | |
| N-BEATS2026.03 | 3.043 | 0.1344 | 0.794 | — | — | — | |
| N-BEATS*pure forecasting=true2025.06 | 3.043 | 0.1344 | 0.794 | — | — | — | |
| HiTS2024.11 | 3.045 | 0.1342 | 0.793 | — | — | — | |
| N-HiTS2025.12 | 3.045 | 0.1342 | 0.793 | — | — | — | |
| HiTSPublication Year=20232025.12 | 3.045 | 0.1342 | 0.793 | — | — | — | |
| N-HiTS2026.03 | 3.045 | 0.1342 | 0.793 | — | — | — | |
| N-HiTS2025.06 | 3.045 | 0.1342 | 0.793 | — | — | — | |
| LightTS2026.05 | 3.045 | 0.1344 | 0.794 | — | — | — | |
| FED2024.11 | 3.048 | 0.1373 | 0.803 | — | — | — | |
| FEDformer2025.12 | 3.048 | 0.1373 | 0.803 | — | — | — | |
| FEDformer2026.03 | 3.048 | 0.1373 | 0.803 | — | — | — | |
| FED.2025.06 | 3.048 | 0.1373 | 0.803 | — | — | — | |
| CycleNet/Linear2025.08 | 3.05 | 0.1413 | 0.816 | — | — | — | |
| TimeNet2026.03 | 3.05 | 0.1347 | 0.79 | — | — | — | |
| PatchTST2026.05 | 3.051 | 0.1363 | 0.801 | — | — | — | |
| CycleNet/MLP2025.08 | 3.056 | 0.1353 | 0.798 | — | — | — | |
| TimesNet2026.05 | 3.056 | 0.1348 | 0.797 | — | — | — | |
| FreTS2026.05 | 3.058 | 0.1356 | 0.8 | — | — | — | |
| CATS2025.08 | 3.065 | 0.1358 | 0.801 | — | — | — | |
| FreTSYear=20232025.05 | 3.068 | 0.1358 | 0.801 | — | — | — | |
| SCINet2026.05 | 3.068 | 0.1358 | 0.801 | — | — | — | |
| FEDformer2026.03 | 3.07 | 0.1363 | 0.8 | — | — | — | |
| WPMixer2026.05 | 3.075 | 0.1363 | 0.804 | — | — | — | |
| Station2024.11 | 3.078 | 0.1372 | 0.807 | — | — | — | |
| Stationary2026.03 | 3.078 | 0.1372 | 0.807 | — | — | — | |
| Stationary2025.06 | 3.078 | 0.1372 | 0.807 | — | — | — | |
| FedformerYear=20232025.05 | 3.089 | 0.1365 | 0.806 | — | — | — | |
| DLinearYear=20232025.05 | 3.094 | 0.1431 | 0.827 | — | — | — | |
| FED.2026.05 | 3.099 | 0.1367 | 0.808 | — | — | — | |
| Light2024.11 | 3.109 | 0.1425 | 0.827 | — | — | — | |
| LightTSPublication Year=20222025.12 | 3.109 | 0.1425 | 0.827 | — | — | — | |
| LightTS2026.03 | 3.109 | 0.1425 | 0.827 | — | — | — | |
| LightTS2025.06 | 3.109 | 0.1425 | 0.827 | — | — | — |