Time Series Forecasting on M4 Daily
1.096MAPETSQAgent
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| TSQAgentModel=CNN, Data Budget=50%2026.06 | 1.096 | — | — | — | — | — | |
| TimeInfModel=CNN2025.06 | 1.103 | — | — | — | — | — | |
| TimeInfModel=CNN, Data Budget=50%2026.06 | 1.103 | — | — | — | — | — | |
| TSRatingModel=CNN2025.06 | 1.108 | — | — | — | — | — | |
| TSRatingModel=CNN, Data Budget=50%2026.06 | 1.108 | — | — | — | — | — | |
| DataShapleyModel=CNN2025.06 | 1.159 | — | — | — | — | — | |
| DataShapleyModel=CNN, Data Budget=50%2026.06 | 1.159 | — | — | — | — | — | |
| RandomModel=CNN2025.06 | 1.193 | — | — | — | — | — | |
| RandomModel=CNN, Data Budget=50%2026.06 | 1.193 | — | — | — | — | — | |
| DataOobModel=CNN2025.06 | 1.346 | — | — | — | — | — | |
| DataOobModel=CNN, Data Budget=50%2026.06 | 1.346 | — | — | — | — | — | |
| TSQAgentModel=Linear, Data Budget=50%2026.06 | 1.352 | — | — | — | — | — | |
| DataShapleyModel=Linear2025.06 | 1.37 | — | — | — | — | — | |
| DataShapleyModel=Linear, Data Budget=50%2026.06 | 1.37 | — | — | — | — | — | |
| KNNShapleyModel=DLinear2025.06 | 1.389 | — | — | — | — | — | |
| TSRatingModel=Linear2025.06 | 1.409 | — | — | — | — | — | |
| TSRatingModel=Linear, Data Budget=50%2026.06 | 1.409 | — | — | — | — | — | |
| TSRatingModel=DLinear2025.06 | 1.411 | — | — | — | — | — | |
| RandomModel=DLinear2025.06 | 1.413 | — | — | — | — | — | |
| TimeInfModel=Linear2025.06 | 1.463 | — | — | — | — | — | |
| TimeInfModel=Linear, Data Budget=50%2026.06 | 1.463 | — | — | — | — | — | |
| DataShapleyModel=DLinear2025.06 | 1.48 | — | — | — | — | — | |
| TimeInfModel=DLinear2025.06 | 1.505 | — | — | — | — | — | |
| KNNShapleyModel=Linear2025.06 | 1.531 | — | — | — | — | — | |
| DataOobModel=DLinear2025.06 | 1.548 | — | — | — | — | — | |
| RandomModel=Nonstationary Transformer2025.06 | 1.572 | — | — | — | — | — | |
| TSRatingModel=Nonstationary Transformer2025.06 | 1.582 | — | — | — | — | — | |
| RandomModel=Linear2025.06 | 1.672 | — | — | — | — | — | |
| RandomModel=Linear, Data Budget=50%2026.06 | 1.672 | — | — | — | — | — | |
| KNNShapleyModel=CNN2025.06 | 1.674 | — | — | — | — | — | |
| DataShapleyModel=Nonstationary Transformer2025.06 | 1.689 | — | — | — | — | — | |
| TimeInfModel=Nonstationary Transformer2025.06 | 1.72 | — | — | — | — | — | |
| DataOobModel=Nonstationary Transformer2025.06 | 1.731 | — | — | — | — | — | |
| KNNShapleyModel=Nonstationary Transformer2025.06 | 1.751 | — | — | — | — | — | |
| DataOobModel=Linear2025.06 | 1.779 | — | — | — | — | — | |
| DataOobModel=Linear, Data Budget=50%2026.06 | 1.779 | — | — | — | — | — | |
| TSQAgentModel=PatchTST, Data Budget=50%2026.06 | 1.855 | — | — | — | — | — | |
| TSRatingModel=PatchTST2025.06 | 1.863 | — | — | — | — | — | |
| TSRatingModel=PatchTST, Data Budget=50%2026.06 | 1.863 | — | — | — | — | — | |
| DataOobModel=PatchTST2025.06 | 1.958 | — | — | — | — | — | |
| DataOobModel=PatchTST, Data Budget=50%2026.06 | 1.958 | — | — | — | — | — | |
| KNNShapleyModel=PatchTST2025.06 | 1.976 | — | — | — | — | — | |
| RandomModel=PatchTST2025.06 | 1.985 | — | — | — | — | — | |
| RandomModel=PatchTST, Data Budget=50%2026.06 | 1.985 | — | — | — | — | — | |
| TimeInfModel=PatchTST2025.06 | 2.023 | — | — | — | — | — | |
| TimeInfModel=PatchTST, Data Budget=50%2026.06 | 2.023 | — | — | — | — | — | |
| DataShapleyModel=PatchTST2025.06 | 2.028 | — | — | — | — | — | |
| DataShapleyModel=PatchTST, Data Budget=50%2026.06 | 2.028 | — | — | — | — | — | |
| AR-KANHyperparameter search=grid search2025.09 | — | 2.054 | 0.773 | 2.05 | — | — | |
| ARIMAHyperparameter search=grid search2025.09 | — | 3.184 | 1.711 | 2.97 | — | — | |
| Arrow DatasetsBackbone=Chronos Bolt, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 8.376 | — | — | — | — | |
| Arrow DatasetsBackbone=Moirai-1.1-R, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 9.102 | — | — | — | — | |
| BaseBackbone=Chronos Bolt, Fine-tuning=Disabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.175 | — | — | — | — | |
| BaseBackbone=Moirai-1.1-R, Fine-tuning=Disabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.74 | — | — | — | — | |
| Benchmark2021.07 | — | 3.203 | 0.978 | — | — | — | |
| CATS2025.08 | — | 3.385 | 1.035 | 3.161 | — | — | |
| CycleNet/Linear2025.08 | — | 3.744 | 1.132 | 3.415 | — | — | |
| CycleNet/MLP2025.08 | — | 3.354 | 1.023 | 3.113 | — | — | |
| DCPModel=LSTM, DGP=QR, Score=KNN, Score Category=Density-Based2026.05 | — | — | — | — | 0.89 | 0.33 | |
| DCPModel=TCN, DGP=BE, Score=HDI, Score Category=Interval-Based2026.05 | — | — | — | — | 0.91 | 0.27 | |
| DCPModel=TFT, DGP=DE, Score=Z, Score Category=Error-Based2026.05 | — | — | — | — | 0.89 | 0.38 | |
| FANHyperparameter search=grid search2025.09 | — | 3.263 | 1.27 | 3.05 | — | — | |
| LSTMHyperparameter search=grid search2025.09 | — | 2.521 | 0.877 | 2.41 | — | — | |
| MBCBackbone=Chronos Bolt, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.53 | — | — | — | — | |
| MBCBackbone=Moirai-1.1-R, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.978 | — | — | — | — | |
| MixFTBackbone=Chronos Bolt, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.238 | — | — | — | — | |
| MixFTBackbone=Moirai-1.1-R, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.767 | — | — | — | — | |
| mu-DatasetsBackbone=Chronos Bolt, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 8.415 | — | — | — | — | |
| mu-DatasetsBackbone=Moirai-1.1-R, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 9.602 | — | — | — | — | |
| N-BEATSEnsemble Size=40 models, T range=2H to 5H2021.07 | — | 3.183 | 0.974 | — | — | — | |
| N-BEATS+TopAttnEnsemble Size=40 models, T range=2H to 5H2021.07 | — | 3.188 | 0.975 | — | — | — | |
| Naive22021.07 | — | 3.278 | 1 | — | — | — | |
| PatchTST2025.08 | — | 3.532 | 1.0795 | 3.322 | — | — | |
| PENGUIN2025.08 | — | 3.286 | 1.004 | 3.063 | — | — | |
| PolyBackbone=Chronos Bolt, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.249 | — | — | — | — | |
| PolyBackbone=Moirai-1.1-R, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.866 | — | — | — | — | |
| SharedBackbone=Chronos Bolt, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.254 | — | — | — | — | |
| SharedBackbone=Moirai-1.1-R, Fine-tuning=Enabled, Evaluation Protocol=Zero-shot forecasting2026.03 | — | 7.813 | — | — | — | — | |
| TCNHyperparameter search=grid search2025.09 | — | 2.794 | 0.951 | 2.56 | — | — | |
| Time-LLMHyperparameter search=grid search2025.09 | — | 2.585 | 0.923 | 2.48 | — | — | |
| TimesNetHyperparameter search=grid search2025.09 | — | 3.951 | 1.704 | 3.62 | — | — | |
| Winner M42021.07 | — | 3.446 | 1.046 | — | — | — |