Time Series Forecasting2018n/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.

Metrics:smapi, mase, owa

Paper / Website

Current State of the Art

TiDE

Google

13.95

smapi

Top Models Performance Comparison

Top 10 models ranked by smapi

Best Score

13.9

Top Model

TiDE

Models Compared

Score Range

2.1

mase

#	Model	Score	Paper / Code	Date
1	DLinearOpen Source THUML	2.095	Are Transformers Effective for Time Series Forecasting?Code	May 2022
2	PatchTSTOpen Source IBM Research	1.945	A Time Series is Worth 64 Words: Long-term Forecasting with Transformers Code	Nov 2022
3	TiDEOpen Source Google	1.94	Long-term Forecasting with TiDE: Time-series Dense Encoder	Apr 2023
4	AutoformerOpen Source THUML	1.771	Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Code	Jun 2021
5	iTransformerOpen Source THUML	1.764	iTransformer: Inverted Transformers Are Effective for Time Series Forecasting Code	Oct 2023
6	FEDformerOpen Source THUML	1.701	FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting	Jan 2022
7	N-HiTSOpen Source Nixtla	1.613	N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting Code	Jan 2022
8	LMS-AutoTSFOpen Source Independent	1.591	LMS-AutoTSF: Learnable Multi-Scale Decomposition and Integrated Autocorrelation for Time Series Forecasting	Dec 2024
9	TimesNetOpen Source THUML	1.585	TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis Code	Oct 2022
10	N-BEATSOpen Source ServiceNow	1.559	N-BEATS: Neural basis expansion analysis for interpretable time series forecasting Code	May 2019
11	TimeMixerOpen Source Fudan University	1.559	TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting Code	May 2024
12	ES-RNNOpen Source Uber Technologies	1.536	A hybrid method of exponential smoothing and recurrent neural networks for time series forecastingCode	Jan 2020
13	TimeMixer++Open Source Fudan University	1.487	TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis Code	Oct 2024

owa

#	Model	Score	Paper / Code	Date
1	DLinearOpen Source THUML	1.051	Are Transformers Effective for Time Series Forecasting?Code	May 2022
2	TiDEOpen Source Google	1.02	Long-term Forecasting with TiDE: Time-series Dense Encoder	Apr 2023
3	PatchTSTOpen Source IBM Research	0.998	A Time Series is Worth 64 Words: Long-term Forecasting with Transformers Code	Nov 2022
4	AutoformerOpen Source THUML	0.939	Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Code	Jun 2021
5	iTransformerOpen Source THUML	0.929	iTransformer: Inverted Transformers Are Effective for Time Series Forecasting Code	Oct 2023
6	FEDformerOpen Source THUML	0.918	FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting	Jan 2022
7	N-HiTSOpen Source Nixtla	0.861	N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting Code	Jan 2022
8	N-BEATSOpen Source ServiceNow	0.855	N-BEATS: Neural basis expansion analysis for interpretable time series forecasting Code	May 2019
9	LMS-AutoTSFOpen Source Independent	0.854	LMS-AutoTSF: Learnable Multi-Scale Decomposition and Integrated Autocorrelation for Time Series Forecasting	Dec 2024
10	TimesNetOpen Source THUML	0.851	TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis Code	Oct 2022
11	TimeMixerOpen Source Fudan University	0.840	TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting Code	May 2024
12	ES-RNNOpen Source Uber Technologies	0.821	A hybrid method of exponential smoothing and recurrent neural networks for time series forecastingCode	Jan 2020
13	TimeMixer++Open Source Fudan University	0.821	TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis Code	Oct 2024

smapiPrimary

#	Model	Score	Paper / Code	Date
1	TiDEOpen Source Google	13.95	Long-term Forecasting with TiDE: Time-series Dense Encoder	Apr 2023
2	DLinearOpen Source THUML	13.639	Are Transformers Effective for Time Series Forecasting?Code	May 2022
3	PatchTSTOpen Source IBM Research	13.152	A Time Series is Worth 64 Words: Long-term Forecasting with Transformers Code	Nov 2022
4	AutoformerOpen Source THUML	12.909	Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Code	Jun 2021
5	FEDformerOpen Source THUML	12.84	FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting	Jan 2022
6	iTransformerOpen Source THUML	12.684	iTransformer: Inverted Transformers Are Effective for Time Series Forecasting Code	Oct 2023
7	N-HiTSOpen Source Nixtla	11.927	N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting Code	Jan 2022
8	LMS-AutoTSFOpen Source Independent	11.871	LMS-AutoTSF: Learnable Multi-Scale Decomposition and Integrated Autocorrelation for Time Series Forecasting	Dec 2024
9	N-BEATSOpen Source ServiceNow	11.851	N-BEATS: Neural basis expansion analysis for interpretable time series forecasting Code	May 2019
10	TimesNetOpen Source THUML	11.829	TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis Code	Oct 2022
11	TimeMixerOpen Source Fudan University	11.723	TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting Code	May 2024
12	TimeMixer++Open Source Fudan University	11.448	TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis Code	Oct 2024
13	ES-RNNOpen Source Uber Technologies	11.374	A hybrid method of exponential smoothing and recurrent neural networks for time series forecastingCode	Jan 2020