Forecasting on Lorenz-96 N=40 (test)
0.183RMSE h=4SINDy-poly2
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| SINDy-poly22026.06 | 0.183 | 0.967 | 0.359 | 0.874 | 1.546 | -1.349 | |
| MF-Netseeds=52026.06 | 0.205 | 0.959 | 0.455 | 0.798 | 0.927 | 0.159 | |
| PatchTST2026.06 | 0.44 | 0.811 | 0.873 | 0.257 | 0.989 | 0.038 | |
| iTransformer2026.06 | 0.469 | 0.787 | 0.867 | 0.267 | 0.992 | 0.033 | |
| NeuralGranger-cMLP2026.06 | 0.558 | 0.697 | 0.779 | 0.409 | 1.007 | 0.005 | |
| ESN2026.06 | 0.665 | 0.57 | 0.899 | 0.213 | 1.022 | -0.025 | |
| S-map2026.06 | 0.694 | 0.531 | 0.972 | 0.079 | 1.036 | -0.054 | |
| ModernTCN2026.06 | 0.706 | 0.515 | 0.899 | 0.213 | 1.048 | -0.078 | |
| LatentODE2026.06 | 0.735 | 0.475 | 0.951 | 0.118 | 1.105 | -0.2 | |
| VAR-ridge2026.06 | 0.744 | 0.462 | 1.01 | 0.006 | 1.036 | -0.054 | |
| LSTM2026.06 | 0.773 | 0.419 | 0.969 | 0.085 | 1.141 | -0.278 | |
| NVAR2026.06 | 0.774 | 0.418 | 1.228 | -0.47 | 1.895 | -2.529 | |
| VanillaTransformer2026.06 | 0.781 | 0.407 | 0.933 | 0.151 | 1.026 | -0.033 | |
| N-BEATS2026.06 | 0.847 | 0.302 | 0.913 | 0.188 | 1.021 | -0.025 | |
| SINDy-poly32026.06 | 0.938 | 0.144 | 1.402 | -0.915 | 1.452 | -1.071 | |
| Persistence2026.06 | 0.938 | 0.144 | 1.402 | -0.915 | 1.452 | -1.071 | |
| Ridge-window2026.06 | 1.975 | -2.792 | 2.636 | -5.772 | 2.937 | -7.471 |