Computational Cost Estimation on Exchange Rate 16 currencies
0.18Computational Cost (Horizon 1)ARIMA
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| ARIMAInput Length=20, ESE Augmentation=No ESE2026.06 | 0.18 | 0.21 | 0.26 | 0.29 | |
| ESEInput Length=202026.06 | 0.21 | 0.21 | 0.22 | 0.23 | |
| ESEInput Length=502026.06 | 0.21 | 0.21 | 0.23 | 0.23 | |
| ESEInput Length=1002026.06 | 0.22 | 0.21 | 0.23 | 0.23 | |
| ESEInput Length=2002026.06 | 0.22 | 0.21 | 0.24 | 0.24 | |
| ARIMAInput Length=20, ESE Augmentation=With ESE2026.06 | 0.22 | 0.22 | 0.24 | 0.24 | |
| InformerInput Length=100, ESE Augmentation=With ESE2026.06 | 0.45 | 0.53 | 0.57 | 0.64 | |
| LSTMInput Length=20, ESE Augmentation=With ESE2026.06 | 0.54 | 0.62 | 0.7 | 0.77 | |
| TimeLLMInput Length=200, ESE Augmentation=With ESE2026.06 | 0.57 | 0.64 | 0.71 | 0.81 | |
| DlinearInput Length=50, ESE Augmentation=With ESE2026.06 | 0.59 | 0.68 | 0.76 | 0.85 | |
| SCINetInput Length=200, ESE Augmentation=With ESE2026.06 | 0.76 | 0.88 | 1 | 1.13 | |
| InformerInput Length=100, ESE Augmentation=No ESE2026.06 | 3.58 | 4.92 | 5.42 | 6.12 | |
| TimeLLMInput Length=200, ESE Augmentation=No ESE2026.06 | 4.76 | 5.83 | 6.57 | 7.1 | |
| LSTMInput Length=20, ESE Augmentation=No ESE2026.06 | 5.33 | 6.55 | 7.65 | 8.22 | |
| DlinearInput Length=50, ESE Augmentation=No ESE2026.06 | 6.16 | 7.52 | 8.89 | 9.74 | |
| SCINetInput Length=200, ESE Augmentation=No ESE2026.06 | 8.47 | 10.46 | 12.37 | 13.61 |