Short-term Time Series Forecasting on M4 original (test)
13.314Yearly SMAPESIGMA
Evaluation Results
| Method | Links | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SIGMA2026.05 | 13.314 | 2.989 | 0.783 | 10.06 | 1.177 | 0.886 | 12.75 | 0.936 | 0.882 | 4.867 | 3.316 | 1.037 | 11.84 | 1.585 | 0.868 | |
| TimePro2026.05 | 13.368 | 3.002 | 0.787 | 10.121 | 1.179 | 0.89 | 12.806 | 0.94 | 0.886 | 5.326 | 3.458 | 1.081 | 11.947 | 1.614 | 0.877 | |
| TimeMixer++2026.05 | 13.368 | 3.002 | 0.787 | 10.269 | 1.211 | 0.908 | 13.387 | 1.019 | 0.943 | 5.535 | 3.661 | 1.16 | 12.241 | 1.653 | 0.884 | |
| iTransformer2026.05 | 14.091 | 3.133 | 0.825 | 11.775 | 1.449 | 1.063 | 15.623 | 1.273 | 1.14 | 5.407 | 3.768 | 1.163 | 13.836 | 1.868 | 0.998 | |
| PatchTST2026.05 | 14.311 | 3.24 | 0.845 | 10.242 | 1.211 | 0.907 | 12.889 | 0.955 | 0.896 | 4.986 | 3.231 | 1.023 | 12.186 | 1.656 | 0.893 | |
| DLinear2026.05 | 14.343 | 3.123 | 0.832 | 10.502 | 1.24 | 0.929 | 13.373 | 1.004 | 0.935 | 5.11 | 3.655 | 1.132 | 12.494 | 1.681 | 0.92 | |
| TimeFilter2026.05 | 18.836 | 4.153 | 1.099 | 10.66 | 1.228 | 0.932 | 13.477 | 1.025 | 0.949 | 6.136 | 4.042 | 1.257 | 13.666 | 1.944 | 0.995 |