Forecasting on M5 (test)
0.64WRMSSETSMixer-Ext
Evaluation results
| Method | Links | |
|---|---|---|
| TSMixer-ExtStatic Auxiliary Feature=true, Future Auxiliary Feature=true2023.03 | 0.64 | |
| TSMixer-ExtStatic Auxiliary Feature=true, Future Auxiliary Feature=false2023.03 | 0.657 | |
| TFTStatic Auxiliary Feature=true, Future Auxiliary Feature=true2023.03 | 0.67 | |
| TSMixer-ExtStatic Auxiliary Feature=false, Future Auxiliary Feature=true2023.03 | 0.697 | |
| TSMixerMultivariate=true2023.03 | 0.737 | |
| TSMixer-ExtStatic Auxiliary Feature=false, Future Auxiliary Feature=false2023.03 | 0.737 | |
| AutoformerMultivariate=true2023.03 | 0.742 | |
| DeepARStatic Auxiliary Feature=true, Future Auxiliary Feature=true2023.03 | 0.789 | |
| FEDformerMultivariate=true2023.03 | 0.804 | |
| TMix-OnlyMultivariate=false2023.03 | 0.96 | |
| PatchTSTMultivariate=false2023.03 | 0.976 | |
| LinearMultivariate=false2023.03 | 0.983 |