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Codesota · Tasks · Time-series forecastingHome/Tasks/Time-series/Time-series forecasting
Time-series· time-series-forecasting

Time-series forecasting.

Time series forecasting uses historical, time-stamped data to create models that predict future events by identifying patterns in the data. This method analyzes trends, seasonality, and other fluctuations over time to anticipate outcomes, improve decision-making, and reduce risks in fields like business, finance, weather prediction, and resource allocation.

6
Datasets
75
Results
smapi
Canonical metric
§ 02 · Canonical benchmark

The reference dataset.

M4 Competition

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

Primary metric: smapi
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§ 03 · Top 10

Leading models.

Leading models on M4 Competition.

#ModelsmapiYearSource
TiDE13.92025paper ↗
2DLinear13.62025paper ↗
3PatchTST13.22025paper ↗
4Autoformer12.92025paper ↗
5FEDformer12.82025paper ↗
6iTransformer12.72025paper ↗
7N-HiTS11.92025paper ↗
8LMS-AutoTSF11.92025paper ↗
9N-BEATS11.92025paper ↗
10TimesNet11.82025paper ↗

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§ 04 · All datasets

Tracked datasets.

6 datasets tracked for this task.

M4 Competition
CANONICAL
39 results · smapi
Top: TiDE 13.9
Weather
12 results · mse
Top: DLinear 0.317
ETTh1
6 results · mse
Top: Chronos-Large 0.588
ETTh2
6 results · mse
Top: Chronos-Large 0.455
ETTm1
6 results · mse
Top: Chronos-Large 0.555
ETTm2
6 results · mse
Top: TimesFM 0.346
§ 05 · Related tasks

Other tasks in Time-series.

Time-series classification
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