Univariate Time Series Forecasting on M4
11.863SMAPEKoopa
Evaluation results
| Method | Links | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Koopa2023.05 | 11.863 | 1.595 | 0.858 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TimeMixerSampling=Averaged across diverse sampling intervals2026.05 | 11.88 | 1.604 | 0.875 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| N-BEATS2023.05 | 11.91 | 1.613 | 0.862 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TimesNet2023.05 | 11.93 | 1.597 | 0.867 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| N-HiTS2023.05 | 11.96 | 1.606 | 0.861 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TSCOMPSampling=Averaged across diverse sampling intervals2026.05 | 12.004 | 1.574 | 0.869 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| KNF2023.05 | 12.126 | 1.641 | 0.874 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TimeXerSampling=Averaged across diverse sampling intervals2026.05 | 12.289 | 1.677 | 0.919 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PAttnSampling=Averaged across diverse sampling intervals2026.05 | 12.367 | 1.683 | 0.916 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinear2023.05 | 12.418 | 1.656 | 0.891 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FiLM2023.05 | 12.489 | 1.69 | 0.902 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| RAFTSampling=Averaged across diverse sampling intervals2026.05 | 12.784 | 3.25 | 1.257 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| iTransformerSampling=Averaged across diverse sampling intervals2026.05 | 12.793 | 1.757 | 0.959 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DUETSampling=Averaged across diverse sampling intervals2026.05 | 12.816 | 1.75 | 0.958 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTST2023.05 | 13.022 | 1.814 | 0.954 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| MICN2023.05 | 13.023 | 1.836 | 0.96 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Autoformer2023.05 | 14.057 | 1.954 | 1.029 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| OLinearSampling=Averaged across diverse sampling intervals2026.05 | 21.972 | 3.122 | 1.651 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Frequency Domain Linear ModelRegularization=Baseline2025.09 | — | — | — | 14.914 | 10.977 | 13.402 | 4.861 | 12.742 | 3.17 | 1.349 | 1.022 | 3.313 | 1.709 | 0.855 | 0.99 | 0.945 | 1.034 | 0.916 | |
| Frequency Domain Linear ModelRegularization=+ Root Purge2025.09 | — | — | — | 14.911 | 10.977 | 13.404 | 4.856 | 12.741 | 3.171 | 1.347 | 1.022 | 3.313 | 1.709 | 0.855 | 0.99 | 0.945 | 1.033 | 0.916 | |
| Time Domain Linear ModelRegularization=Baseline2025.09 | — | — | — | 14.871 | 10.86 | 13.354 | 4.913 | 12.682 | 3.044 | 1.322 | 1.01 | 3.343 | 1.67 | 0.838 | 0.975 | 0.938 | 1.044 | 0.904 | |
| Time Domain Linear ModelRegularization=+ Root Purge2025.09 | — | — | — | 14.88 | 10.86 | 13.351 | 4.911 | 12.683 | 3.044 | 1.323 | 1.01 | 3.344 | 1.67 | 0.838 | 0.975 | 0.938 | 1.044 | 0.904 |