targetfev / AutoGluon ↗Monash High-Density Time Series Benchmark
High-density multi-domain operational benchmark tracking 30 continuous daily time series over a two-year observation window. The benchmark targets a 28-day forecasting horizon to evaluate multi-step operational planning and zero-shot foundation model generalization.
Business Objective: Monash High-Density Time Series Benchmark
01Business Context
Enterprise replenishment planning and operational demand scheduling operate on rolling 4-week (28-day) budgeting cycles across multiple fulfillment nodes. Planners need dependable daily projections to balance cross-dock allocations and warehouse staffing.
02Analytical Objective
Accurately forecast daily target volumes across 30 operational entities over a 28-day horizon (H=28) capturing dominant weekly day-of-week demand shifts.
03Economic & Decision Impact
Under-forecasting leads to immediate stockouts, missed delivery SLAs, and expedited freight surcharges, while over-forecasting incurs holding costs, working capital lockup, and warehouse capacity constraints.
Classical baselines like Seasonal Naive and AutoARIMA capture the persistent 7-day cyclicality but struggle with subtle multi-month level shifts across the 28-day horizon. LightGBM with recursive lag features delivers competitive point-forecast accuracy, while zero-shot foundation models such as Timestral, TimesFM, and MOIRAI excel at zero-training in-context extrapolation without requiring hyperparameter tuning across disparate series scales.
Target & Feature Column Definitions
Exhaustive business definitions, measurement units, roles, and target variables across all 3 columns.
| Col | Variable / Feature Name | Role | Type | Unit / Scale | Description & Business Meaning |
|---|---|---|---|---|---|
| C | targetTarget Volume | TARGET | NUM | count | Continuous daily operational measurement representing throughput, demand, or activity volume. |
| A | idSeries Identifier | SERIES ID | CAT | — | Unique categorical entity identifier distinguishing each of the 30 monitored operational series. |
| B | timestampObservation Date | TIME | TIME | — | Daily calendar timestamp indicating the start of the observation period in ISO 8601 format. |
Interactive Data Table
Explore rows, feature values, and target labels for Monash High-Density Time Series Benchmark.
Foundation Models vs Traditional ML & Baselines (41 Methods)
Empirical evaluation directly from the AutoGluon fev benchmark suite evaluating zero-shot foundation models against deep learning, gradient-boosted trees, and statistical baselines across 100 evaluation tasks.
| Rank | Method / Model | Family | Organization | SQL Win Rate?Average win rate (%) against all competing models across the benchmark tasks under Scaled Quantile Loss. | SQL Skill?Normalized skill score relative to the Seasonal Naive baseline (0% = baseline, higher is better). | MASE Win Rate?Average win rate (%) under Mean Absolute Scaled Error. | Latency?Median end-to-end execution time per 100 time series in seconds. | Link |
|---|---|---|---|---|---|---|---|---|
| #1 | Timestral-209M | Foundation Model | Mistral AI | 87.7% | +50.4% | 86.0% | 0.51s | Repo ↗ |
| #2 | Timestral-123M (Carla Engine) | Foundation Model | Mistral AI | 86.8% | +50.2% | 85.0% | 0.32s | Repo ↗ |
| #3 | TimeRSI | Closed-Source API | GaTech & SamayLabs | 84.8% | +51.2% | 83.8% | 2512s | Repo ↗ |
| #4 | t0-gamma | Foundation Model | The Forecasting Company | 84.4% | +49.4% | 81.8% | 4.38s | Repo ↗ |
| #5 | Timestral-28M | Foundation Model | Mistral AI | 79.2% | +48.4% | 77.0% | 0.11s | Repo ↗ |
| #6 | timesfm-3 | Foundation Model | 78.5% | +49.0% | 77.0% | 3.41s | Repo ↗ | |
| #7 | ChakraTS | Baseline | Community | 78.2% | +48.1% | 79.5% | 14.22s | Repo ↗ |
| #8 | Lingjiang2.0 | Baseline | Community | 73.9% | +47.0% | 71.3% | 8.89s | Repo ↗ |
| #9 | Chronos-2 | Foundation Model | AWS | 70.4% | +47.3% | 68.4% | 0.84s | Repo ↗ |
| #10 | timeh2o-v1-tiny | Foundation Model | H2O.ai | 69.9% | +45.5% | 67.0% | 0.19s | Repo ↗ |
| #11 | Timestral-5M | Foundation Model | Mistral AI | 69.0% | +46.2% | 67.7% | 40ms | Repo ↗ |
| #12 | Toto-2.0-2.5B | Baseline | Community | 67.5% | +44.4% | 65.7% | 5.58s | Repo ↗ |
| #13 | t0-beta | Foundation Model | The Forecasting Company | 67.4% | +46.6% | 64.5% | 2.29s | Repo ↗ |
| #14 | Toto-2.0-1B | Baseline | Community | 66.4% | +44.4% | 65.5% | 2.48s | Repo ↗ |
| #15 | TiRex-2 | Foundation Model | NX-AI | 65.8% | +45.5% | 63.4% | 0.27s | Repo ↗ |
| #16 | Toto-2.0-313m | Baseline | Community | 65.1% | +44.2% | 63.5% | 1.06s | Repo ↗ |
| #17 | TiRex | Foundation Model | NX-AI | 58.0% | +42.6% | 54.1% | 0.24s | Repo ↗ |
| #18 | Toto-2.0-22m | Baseline | Community | 57.6% | +42.9% | 56.0% | 0.25s | Repo ↗ |
| #19 | TimesFM-2.5 | Baseline | Community | 54.6% | +42.2% | 53.5% | 1.87s | Repo ↗ |
| #20 | TabPFN-TS-3 | Foundation Model | Prior Labs | 52.4% | +43.1% | 51.3% | 235s | Repo ↗ |
| #21 | TS-ICL | Foundation Model | EDF-Lab | 51.2% | +43.1% | 49.8% | 2.49s | Repo ↗ |
| #22 | FlowState | Foundation Model | IBM | 49.3% | +39.9% | 49.9% | 2.29s | Repo ↗ |
| #23 | citras-fm | Foundation Model | Hitachi | 48.8% | +41.2% | 46.9% | 0.60s | Repo ↗ |
| #24 | Toto-1.0 | Baseline | Community | 47.5% | +40.8% | 45.9% | 22.35s | Repo ↗ |
| #25 | TabPFN-TS | Foundation Model | Prior Labs | 47.3% | +41.5% | 45.4% | 109s | Repo ↗ |
| #26 | Toto-2.0-4m | Baseline | Community | 46.2% | +40.7% | 43.6% | 0.20s | Repo ↗ |
| #27 | Moirai-2.0 | Baseline | Community | 41.9% | +39.3% | 40.5% | 0.35s | Repo ↗ |
| #28 | Chronos-Bolt | Foundation Model | AWS | 41.4% | +38.9% | 39.3% | 0.26s | Repo ↗ |
| #29 | TFT | Deep Learning | — | 31.7% | +32.2% | 29.2% | 829s | Repo ↗ |
| #30 | Stat. Ensemble | Baseline | Community | 27.5% | +20.7% | 30.6% | 147s | Repo ↗ |
| #31 | Sundial-Base | Foundation Model | Tsinghua University | 27.4% | +33.4% | 33.6% | 8.01s | Repo ↗ |
| #32 | PatchTST | Deep Learning | — | 26.8% | +30.1% | 25.1% | 664s | Repo ↗ |
| #33 | DeepAR | Deep Learning | — | 26.1% | +29.1% | 23.6% | 1113s | Repo ↗ |
| #34 | AutoARIMA | Statistical Baseline | — | 23.3% | +21.3% | 21.5% | 20.14s | Repo ↗ |
| #35 | AutoETS | Statistical Baseline | — | 20.3% | -26.8% | 22.5% | 3.48s | Repo ↗ |
| #36 | CatBoost | Tree Ensemble | — | 19.1% | +23.0% | 35.1% | 29.48s | Repo ↗ |
| #37 | LightGBM | Tree Ensemble | — | 17.8% | +21.0% | 33.1% | 3.03s | Repo ↗ |
| #38 | AutoTheta | Statistical Baseline | — | 15.6% | +5.5% | 19.8% | 3.28s | Repo ↗ |
| #39 | Seasonal Naive | Baseline | Community | 10.3% | 0.0% | 11.8% | 0.48s | Repo ↗ |
| #40 | Naive | Statistical Baseline | — | 6.7% | -45.4% | 10.9% | 0.47s | Repo ↗ |
| #41 | Drift | Statistical Baseline | — | 6.1% | -45.8% | 10.0% | 0.45s | Repo ↗ |
Variable Schema & Summary Distributions
Observed numerical ranges, category cardinalities, missing rates, and sample values across 21,900 rows.
| Col | Variable Name | Type | Missing | Distinct | Summary Stats / Distribution | Sample Values |
|---|---|---|---|---|---|---|
| C | targetTARGET | NUM | 0 | 20,179 | [0, 4260] μ=563.6 σ=639.7 | 1876.3437523922462.90625 |
| A | id | CAT | 0 | 30 | — | 000 |
| B | timestamp | CAT | 0 | 730 | — | 2018-01-01T00:00:002018-01-02T00:00:002018-01-03T00:00:00 |
Frequently Asked Questions: Monash High-Density Time Series Benchmark
Common questions regarding the Monash High-Density Time Series Benchmark dataset, machine learning task formulations, and in-browser tabular inference.
What is the forecasting horizon for Monash High-Density Time Series Benchmark?
The standardized evaluation horizon is 28 days (4 weeks) evaluated at daily cadence, designed to mirror monthly operational and supply chain replenishment cycles.
Can I run zero-server forecasts on this dataset in Google Sheets?
Yes, Carla enables zero-server in-context time series forecasting directly in spreadsheets using Mistral's Timestral foundation model without requiring Python runtimes or external infrastructure.
Which models perform best on Monash High-Density Time Series Benchmark?
Zero-shot foundation models such as Timestral, TimesFM, and MOIRAI achieve strong generalized accuracy alongside tuned gradient boosted trees (LightGBM), significantly outperforming uncalibrated statistical baselines like Seasonal Naive.
Test TabICLv2 on Monash High-Density Time Series Benchmark Yourself
Open the pre-loaded Google Sheet and let Carla configure the target and task for local, zero-cloud tabular machine learning.
Launch Carla
Click once to open the spreadsheet and Carla side panel together.
Review the Setup
Carla selects the dataset target and task from this page automatically.
Evaluate & Predict
Run predictions and compute metrics with zero server uploads.
Provenance & Attribution
Godahewa, R., Bergmeir, C., Webb, G. I., Hyndman, R. J., & Montero-Manso, P. (2021). Monash Time Series Forecasting Repository. NeurIPS 2021 Track on Datasets and Benchmarks.