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ResearchFormerly WizWand

Time Series Forecasting on M4 Weekly

0.354MASEAR-KAN
0.188321.306662.4253.54334Jul 19, 2021Mar 27, 2022Dec 3, 2022Aug 11, 2023Apr 18, 2024Dec 25, 2024Sep 3, 2025
Updated 6mo ago

Evaluation results

MethodLinks
AR-KANHyperparameter search=grid search2025.090.3540.5095.67
LSTMHyperparameter search=grid search2025.090.4140.5656.28
ARIMAHyperparameter search=grid search2025.090.4240.6516.4
FANHyperparameter search=grid search2025.090.4490.6097.11
TCNHyperparameter search=grid search2025.090.4680.5826.3
TimesNetHyperparameter search=grid search2025.090.5670.827.82
Time-LLMHyperparameter search=grid search2025.090.5920.8488.01
N-BEATSEnsemble Size=40 models, T range=2H to 5H2021.071.950.703—
N-BEATS+TopAttnEnsemble Size=40 models, T range=2H to 5H2021.071.9530.699—
Winner M42021.072.3560.851—
Benchmark2021.072.4320.926—
Naive22021.072.7771—
PatchTST2025.083.1571.1349.821
PENGUIN2025.083.1661.0799.791
CATS2025.083.1741.10410.116
CycleNet/MLP2025.083.8871.35612.025
CycleNet/Linear2025.084.4961.48812.436