# Univariate Time Series Forecasting on M4

Source: [Univariate Time Series Forecasting on M4](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-05-27T08:28:51.686Z

Evaluation of models performing Univariate Time Series Forecasting on the M4 dataset, measured using SMAPE, MASE, and OWA.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Univariate Time Series Forecasting |
| Dataset (including any stated split) | M4 |
| Metric | SMAPE |
| Unit | PERCENT |
| Direction | Lower is better |
| Results loaded | 22 of 22 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [SMAPE](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=SMAPE>): Lower is better; unit: PERCENT.

- [MASE](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=MASE>): Lower is better; unit: SCALAR.

- [OWA](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=OWA>): Higher is better; unit: SCALAR.

- [sMAPE (Yearly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=sMAPE%20(Yearly)>): Lower is better; unit: PERCENT.

- [sMAPE (Quarterly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=sMAPE%20(Quarterly)>): Lower is better; unit: PERCENT.

- [sMAPE (Monthly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=sMAPE%20(Monthly)>): Lower is better; unit: PERCENT.

- [sMAPE (Others)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=sMAPE%20(Others)>): Lower is better; unit: PERCENT.

- [sMAPE (Average)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=sMAPE%20(Average)>): Lower is better; unit: PERCENT.

- [MASE (Yearly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=MASE%20(Yearly)>): Lower is better; unit: SCALAR.

- [MASE (Quarterly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=MASE%20(Quarterly)>): Lower is better; unit: SCALAR.

- [MASE (Monthly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=MASE%20(Monthly)>): Lower is better; unit: SCALAR.

- [MASE (Others)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=MASE%20(Others)>): Lower is better; unit: SCALAR.

- [MASE (Average)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=MASE%20(Average)>): Lower is better; unit: SCALAR.

- [OWA (Yearly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=OWA%20(Yearly)>): Higher is better; unit: SCALAR.

- [OWA (Quarterly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=OWA%20(Quarterly)>): Higher is better; unit: SCALAR.

- [OWA (Monthly)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=OWA%20(Monthly)>): Higher is better; unit: SCALAR.

- [OWA (Others)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=OWA%20(Others)>): Higher is better; unit: SCALAR.

- [OWA (Average)](<https://www.sota2.com/research/sota/univariate-time-series-forecasting-on-m4.md?metric=OWA%20(Average)>): Higher is better; unit: SCALAR.

## Recorded results

| Method | SMAPE | Result date | Report paper |
| --- | --- | --- | --- |
| Koopa | 11.863 | Not recorded | 68fa70e51e209131cea4dbd8 |
| TimeMixer | 11.88 | Not recorded | 6a167ab2dbd7150506f8013e |
| N-BEATS | 11.91 | Not recorded | 68fa70e51e209131cea4dbd8 |
| TimesNet | 11.93 | Not recorded | 68fa70e51e209131cea4dbd8 |
| N-HiTS | 11.96 | Not recorded | 68fa70e51e209131cea4dbd8 |
| TSCOMP | 12.004 | Not recorded | 6a167ab2dbd7150506f8013e |
| KNF | 12.126 | Not recorded | 68fa70e51e209131cea4dbd8 |
| TimeXer | 12.289 | Not recorded | 6a167ab2dbd7150506f8013e |
| PAttn | 12.367 | Not recorded | 6a167ab2dbd7150506f8013e |
| DLinear | 12.418 | Not recorded | 68fa70e51e209131cea4dbd8 |
| FiLM | 12.489 | Not recorded | 68fa70e51e209131cea4dbd8 |
| RAFT | 12.784 | Not recorded | 6a167ab2dbd7150506f8013e |
| iTransformer | 12.793 | Not recorded | 6a167ab2dbd7150506f8013e |
| DUET | 12.816 | Not recorded | 6a167ab2dbd7150506f8013e |
| PatchTST | 13.022 | Not recorded | 68fa70e51e209131cea4dbd8 |
| MICN | 13.023 | Not recorded | 68fa70e51e209131cea4dbd8 |
| Autoformer | 14.057 | Not recorded | 68fa70e51e209131cea4dbd8 |
| OLinear | 21.972 | Not recorded | 6a167ab2dbd7150506f8013e |

### Koopa

SMAPE: 11.863. Result ID: 69915e3f3a6c31484907aa84.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Implementation](<https://github.com/thuml/Koopa>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TimeMixer

SMAPE: 11.88. Result ID: 6a16ab3cfbc373592c0fcc44.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa73451e209131cea5b721.md>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

### N-BEATS

SMAPE: 11.91. Result ID: 69915e3f3a6c31484907aa86.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671d1e209131cea145d9.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TimesNet

SMAPE: 11.93. Result ID: 69915e3f3a6c31484907aa88.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6f041e209131cea43456.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### N-HiTS

SMAPE: 11.96. Result ID: 69915e3f3a6c31484907aa85.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6e251e209131cea3e214.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TSCOMP

SMAPE: 12.004. Result ID: 6a16ab3cfbc373592c0fcc40.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

[Implementation](<https://github.com/SUFE-AILAB/TSCOMP>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

### KNF

SMAPE: 12.126. Result ID: 69915e3f3a6c31484907aa8b.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6eaf1e209131cea416df.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TimeXer

SMAPE: 12.289. Result ID: 6a16ab3cfbc373592c0fcc45.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa75b81e209131cea698ad.md>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

### PAttn

SMAPE: 12.367. Result ID: 6a16ab3cfbc373592c0fcc46.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

### DLinear

SMAPE: 12.418. Result ID: 69915e3f3a6c31484907aa89.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d3e1e209131cea38b79.md>)

[Implementation](<https://github.com/cure-lab/LTSF-Linear>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### FiLM

SMAPE: 12.489. Result ID: 69915e3f3a6c31484907aa8c.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Implementation](<https://github.com/tianzhou2011/FiLM/>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### RAFT

SMAPE: 12.784. Result ID: 6a16ab3cfbc373592c0fcc42.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa78641e209131cea7827e.md>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

### iTransformer

SMAPE: 12.793. Result ID: 6a16ab3cfbc373592c0fcc47.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa72851e209131cea56f9c.md>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

### DUET

SMAPE: 12.816. Result ID: 6a16ab3cfbc373592c0fcc43.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

### PatchTST

SMAPE: 13.022. Result ID: 69915e3f3a6c31484907aa87.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6eb21e209131cea4181f.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### MICN

SMAPE: 13.023. Result ID: 69915e3f3a6c31484907aa8a.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Autoformer

SMAPE: 14.057. Result ID: 69915e3f3a6c31484907aa8d.

[Reporting paper](<https://www.sota2.com/research/paper/68fa70e51e209131cea4dbd8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### OLinear

SMAPE: 21.972. Result ID: 6a16ab3cfbc373592c0fcc41.

[Reporting paper](<https://www.sota2.com/research/paper/6a167ab2dbd7150506f8013e.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa788d1e209131cea79045.md>)

Recorded evaluation configuration: {"Sampling":"Averaged across diverse sampling intervals"}. This record does not assert independent reproduction.

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