Forecasting on ETTh1 (MAE)
0.0422MAETriHead-GAN
Evaluation Results
| Method | Links | |
|---|---|---|
| TriHead-GANProtocol=Real+Syn2026.05 | 0.0422 | |
| TriHead-GANProtocol=TSTR2026.05 | 0.0435 | |
| TimeDPProtocol=Real+Syn2026.05 | 0.0459 | |
| PAD-TSProtocol=Real+Syn2026.05 | 0.0466 | |
| Diffusion-TSProtocol=Real+Syn2026.05 | 0.047 | |
| TriHead-GANProtocol=TRTR2026.05 | 0.0491 | |
| TimeGANProtocol=Real+Syn2026.05 | 0.0503 | |
| TimeDPProtocol=TSTR2026.05 | 0.0504 | |
| TTS-GANProtocol=Real+Syn2026.05 | 0.0507 | |
| PAD-TSProtocol=TSTR2026.05 | 0.0514 | |
| RCGANProtocol=Real+Syn2026.05 | 0.0514 | |
| Diffusion-TSProtocol=TSTR2026.05 | 0.0551 | |
| TTS-GANProtocol=TSTR2026.05 | 0.0683 | |
| RCGANProtocol=TSTR2026.05 | 0.0791 | |
| TimeGANProtocol=TSTR2026.05 | 0.1041 | |
| VFEMPrediction Horizon (F)=96, Evaluation Protocol=Ours2025.09 | 0.383 | |
| MoiraiLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.388 | |
| ChronosLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.39 | |
| MoiraiBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.392 | |
| ChronosBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.393 | |
| Chronos-2Backbone=Chronos-2, Protocol=Baseline (pretrained checkpoint)2026.04 | 0.397 | |
| GPT4TSPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.397 | |
| UniTSTPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.398 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.399 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.401 | |
| VFEMPrediction Horizon (F)=192, Evaluation Protocol=Ours2025.09 | 0.405 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.406 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.406 | |
| VFEMPrediction Horizon (F)=Avg, Evaluation Protocol=Ours2025.09 | 0.409 | |
| PatchTSTPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.413 | |
| MoiraiBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.413 | |
| VFEMPrediction Horizon (F)=336, Evaluation Protocol=Ours2025.09 | 0.414 | |
| MoiraiLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.415 | |
| GPT4TSPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.418 | |
| MoiraiBasePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.419 | |
| ChronosBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.426 | |
| UniTSTPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.426 | |
| MoiraiBasePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.428 | |
| PatchTSTPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.43 | |
| GPT4TSPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.433 | |
| VFEMPrediction Horizon (F)=720, Evaluation Protocol=Ours2025.09 | 0.434 | |
| UniTSTPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.435 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.436 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.437 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.438 | |
| TimePFNBackbone=TimePFN, Protocol=Baseline pretrained on KS + LMC2026.04 | 0.44 | |
| MoiraiLargePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.44 | |
| GPT4TSPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.441 | |
| MoiraiBasePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.444 | |
| MoiraiLargePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.445 | |
| UniTSTPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.445 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.447 | |
| PatchTSTPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.447 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.448 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.458 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.459 | |
| iTransformerBackbone=iTransformer, Protocol=Baseline pretrained on KS + LMC2026.04 | 0.462 | |
| ChronosBasePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.462 | |
| PatchTSTPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.462 | |
| TimesNetPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.463 | |
| ChronosLargePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.467 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.468 | |
| ChronosBasePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.468 | |
| UniTSTPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.469 | |
| TimesNetPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.477 | |
| PatchTSTPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.481 | |
| TimesNetPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.489 | |
| ChronosLargePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.491 | |
| TimesNetPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.491 | |
| MoiraiLargePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.51 | |
| GPT4TSPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.515 | |
| ChronosLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.524 | |
| TimesNetPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.534 | |
| Naïve MeanModel Category=Naïve Predictions2026.04 | 0.558 | |
| ChronosLargePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.583 | |
| ChronosBasePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.591 | |
| Naïve LastModel Category=Naïve Predictions2026.04 | 0.713 | |
| Seasonal NaïveModel Category=Naïve Predictions2026.04 | 0.727 |