Financial Time Series Forecasting on Financial Time Series Forecasting General
0.001FLOPs (G)DLinear
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| DLinearHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.001 | 0.28 | 8.88 | 72 | |
| StockMixerHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.005 | 3.48 | 13.01 | 14,710 | |
| TCNHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.009 | 0.67 | 19.21 | 55,937 | |
| MambaHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.17 | 0.65 | 35.75 | 33,409 | |
| GRUHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.48 | 0.26 | 36.6 | 39,233 | |
| PatchTSTHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.485 | 1.43 | 15.73 | 25,878 | |
| iTransformerHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.611 | 1.07 | 28.41 | 101,505 | |
| LSTMHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.639 | 0.27 | 45.05 | 52,289 | |
| RankLSTMHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.639 | 0.27 | 45.05 | 52,289 | |
| PatchTransformerHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.776 | 1.06 | 28.65 | 155,393 | |
| TransformerHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.81 | 1.31 | 30.67 | 104,897 | |
| TIPSHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 0.81 | 1.31 | 30.67 | 104,897 | |
| TimeMixerHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 1.123 | 4.79 | 77.39 | 7,183 | |
| Transformer RPBHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 1.204 | 1.99 | 35.25 | 105,025 | |
| Classical Architecture EnsembleHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 2.109 | 3.16 | 167.28 | 285,765 | |
| AutoFormerHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 2.175 | 20 | 46.08 | 244,417 | |
| Bias Teacher EnsembleHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 6.032 | 9.6 | 217.26 | 734,407 | |
| MASTERHardware=NVIDIA GeForce RTX 3090 GPU, Batch size=12026.03 | 8.725 | 1.59 | 72.21 | 726,601 |