Codesota · Time-series · Time-series forecasting · M4 CompetitionTasks/Time-series/Time-series forecasting
Time-series forecasting · benchmark dataset · 2018 · N/A

M4 Forecasting Competition.

100,000 time series from diverse domains (finance, demographic, macro, micro, industry, other). Competition ran in 2018. Lower sMAPE/MASE/OWA is better.

Paper Submit a result
§ 01 · Leaderboard

Best published scores.

39 results indexed across 3 metrics. Shaded row marks current SOTA; ties broken by submission date.


Primary
smapi · higher is better
All metrics
mase, owa, smapi
mase
13 rows
#ModelOrgSubmittedPaper / codemase
01DLinearOSSTHUMLMay 2022Are Transformers Effective for Time Series Forecasting? · code2.10
02PatchTSTOSSIBM ResearchNov 2022A Time Series is Worth 64 Words: Long-term Forecasting w… · code1.95
03TiDEOSSGoogleApr 2023Long-term Forecasting with TiDE: Time-series Dense Encod…1.94
04AutoformerOSSTHUMLJun 2021Autoformer: Decomposition Transformers with Auto-Correla… · code1.77
05iTransformerOSSTHUMLOct 2023iTransformer: Inverted Transformers Are Effective for Ti… · code1.76
06FEDformerOSSTHUMLJan 2022FEDformer: Frequency Enhanced Decomposed Transformer for…1.70
07N-HiTSOSSNixtlaJan 2022N-HiTS: Neural Hierarchical Interpolation for Time Serie… · code1.61
08LMS-AutoTSFOSSIndependentDec 2024LMS-AutoTSF: Learnable Multi-Scale Decomposition and Int…1.59
09TimesNetOSSTHUMLOct 2022TimesNet: Temporal 2D-Variation Modeling for General Tim… · code1.58
10TimeMixerOSSFudan UniversityMay 2024TimeMixer: Decomposable Multiscale Mixing for Time Serie… · code1.56
11N-BEATSOSSServiceNowMay 2019N-BEATS: Neural basis expansion analysis for interpretab… · code1.56
12ES-RNNOSSUber TechnologiesJan 2020M4 Competition (Smyl 2018) · code1.54
13TimeMixer++OSSFudan UniversityOct 2024TimeMixer++: A General Time Series Pattern Machine for U… · code1.49
owa
13 rows
#ModelOrgSubmittedPaper / codeowa
01DLinearOSSTHUMLMay 2022Are Transformers Effective for Time Series Forecasting? · code1.05
02TiDEOSSGoogleApr 2023Long-term Forecasting with TiDE: Time-series Dense Encod…1.02
03PatchTSTOSSIBM ResearchNov 2022A Time Series is Worth 64 Words: Long-term Forecasting w… · code0.998
04AutoformerOSSTHUMLJun 2021Autoformer: Decomposition Transformers with Auto-Correla… · code0.939
05iTransformerOSSTHUMLOct 2023iTransformer: Inverted Transformers Are Effective for Ti… · code0.929
06FEDformerOSSTHUMLJan 2022FEDformer: Frequency Enhanced Decomposed Transformer for…0.918
07N-HiTSOSSNixtlaJan 2022N-HiTS: Neural Hierarchical Interpolation for Time Serie… · code0.861
08N-BEATSOSSServiceNowMay 2019N-BEATS: Neural basis expansion analysis for interpretab… · code0.855
09LMS-AutoTSFOSSIndependentDec 2024LMS-AutoTSF: Learnable Multi-Scale Decomposition and Int…0.854
10TimesNetOSSTHUMLOct 2022TimesNet: Temporal 2D-Variation Modeling for General Tim… · code0.851
11TimeMixerOSSFudan UniversityMay 2024TimeMixer: Decomposable Multiscale Mixing for Time Serie… · code0.840
12TimeMixer++OSSFudan UniversityOct 2024TimeMixer++: A General Time Series Pattern Machine for U… · code0.821
13ES-RNNOSSUber TechnologiesJan 2020M4 Competition (Smyl 2018) · code0.821
smapi· primary
13 rows
#ModelOrgSubmittedPaper / codesmapi
01TiDEOSSGoogleApr 2023Long-term Forecasting with TiDE: Time-series Dense Encod…13.95
02DLinearOSSTHUMLMay 2022Are Transformers Effective for Time Series Forecasting? · code13.64
03PatchTSTOSSIBM ResearchNov 2022A Time Series is Worth 64 Words: Long-term Forecasting w… · code13.15
04AutoformerOSSTHUMLJun 2021Autoformer: Decomposition Transformers with Auto-Correla… · code12.91
05FEDformerOSSTHUMLJan 2022FEDformer: Frequency Enhanced Decomposed Transformer for…12.84
06iTransformerOSSTHUMLOct 2023iTransformer: Inverted Transformers Are Effective for Ti… · code12.68
07N-HiTSOSSNixtlaJan 2022N-HiTS: Neural Hierarchical Interpolation for Time Serie… · code11.93
08LMS-AutoTSFOSSIndependentDec 2024LMS-AutoTSF: Learnable Multi-Scale Decomposition and Int…11.87
09N-BEATSOSSServiceNowMay 2019N-BEATS: Neural basis expansion analysis for interpretab… · code11.85
10TimesNetOSSTHUMLOct 2022TimesNet: Temporal 2D-Variation Modeling for General Tim… · code11.83
11TimeMixerOSSFudan UniversityMay 2024TimeMixer: Decomposable Multiscale Mixing for Time Serie… · code11.72
12TimeMixer++OSSFudan UniversityOct 2024TimeMixer++: A General Time Series Pattern Machine for U… · code11.45
13ES-RNNOSSUber TechnologiesJan 2020M4 Competition (Smyl 2018) · code11.37
Fig 2 · Rows sorted by score within each metric. Shaded row marks SOTA. Dates reflect model or paper release where available, otherwise the date Codesota accessed the source.
§ 03 · Progress

4 steps
of state of the art.

Each row below marks a model that broke the previous record on smapi. Intermediate submissions are kept in the leaderboard above; only SOTA-setting entries are re-listed here.

Higher scores win. Each subsequent entry improved upon the previous best.

SOTA line · smapi
  1. May 24, 2019N-BEATSServiceNow11.85
  2. Jun 24, 2021AutoformerTHUML12.91
  3. May 26, 2022DLinearTHUML13.64
  4. Apr 17, 2023TiDEGoogle13.95
Fig 3 · SOTA-setting models only. 4 entries span May 2019 Apr 2023.
§ 04 · Literature

12 papers
tied to this benchmark.

Every paper below corresponds to at least one row in the leaderboard above. Click through for the arXiv preprint and, when available, the reference implementation.

§ 06 · Contribute

Have a score that beats
this table?

Submit a checkpoint and a reproduction script. We will run it, publish the score, and — if it takes the top — annotate the step on the progress chart with your name.

Submit a result Read submission guide
What a submission needs
  • 01A public checkpoint or API endpoint
  • 02A reproduction script with frozen commit + seed
  • 03Declared evaluation environment (Python, deps)
  • 04One row per metric declared by this dataset
  • 05A contact so we can follow up on discrepancies