Time Series Forecasting on Exchange (MASE, sMAPE, RMSE)
2.167MASETFM 2.5
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| TFM 2.5regime=zero-shot, parameters=200M, normalize_inputs=True2026.05 | 2.167 | 1.82 | 0.011 | |
| PatchTSTregime=supervised, temporal covariates=False2026.05 | 2.46 | 2.18 | 0.015 | |
| DLinearregime=supervised, temporal covariates=False2026.05 | 2.546 | 1.91 | 0.013 | |
| Chronosregime=zero-shot, backbone=T5-Base, parameters=200M2026.05 | 2.569 | 1.87 | 0.012 | |
| XGBoostregime=supervised, model=histogram-based trees2026.05 | 3.942 | 0.81 | 0.007 | |
| LSTMregime=supervised2026.05 | 9.677 | 2.77 | 0.022 | |
| TFM 2.0regime=zero-shot, parameters=500M, context length=20482026.05 | 12.374 | 3.76 | 0.034 |