Forecasting on S&P 500
0.249MAEvLinear
Evaluation results
| Method | Links | ||
|---|---|---|---|
| vLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.249 | 0.144 | |
| OLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.25 | 0.146 | |
| CARDInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.252 | 0.147 | |
| TimesNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.262 | 0.15 | |
| TimeMixerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.265 | 0.153 | |
| TimeMix.++Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.27 | 0.157 | |
| PatchTSTInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.277 | 0.159 | |
| FilterNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.279 | 0.164 | |
| iTrans.Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.279 | 0.161 | |
| LeddamInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.282 | 0.163 | |
| FredformerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.286 | 0.167 | |
| DLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.298 | 0.178 | |
| HINTS TimeMixerhorizon=962025.12 | 0.329 | 0.502 | |
| TimeMixerhorizon=962025.12 | 0.389 | 0.553 | |
| HINTS PatchTSThorizon=962025.12 | 0.396 | 0.57 | |
| PatchTSThorizon=962025.12 | 0.406 | 0.577 | |
| HINTS TimeMixerhorizon=1922025.12 | 0.408 | 0.582 | |
| TimeMixerhorizon=1922025.12 | 0.432 | 0.612 | |
| HINTS PatchTSThorizon=1922025.12 | 0.452 | 0.667 | |
| PatchTSThorizon=1922025.12 | 0.475 | 0.678 | |
| HINTS DLinearhorizon=962025.12 | 0.483 | 0.736 | |
| HINTS TimeMixerhorizon=3362025.12 | 0.493 | 0.627 | |
| HINTS PatchTSThorizon=3362025.12 | 0.498 | 0.758 | |
| PatchTSThorizon=3362025.12 | 0.502 | 0.766 | |
| TimeMixerhorizon=3362025.12 | 0.502 | 0.683 | |
| DLinearhorizon=962025.12 | 0.503 | 0.781 | |
| HINTS PatchTSThorizon=7202025.12 | 0.538 | 0.854 | |
| HINTS DLinearhorizon=1922025.12 | 0.54 | 0.871 | |
| PatchTSThorizon=7202025.12 | 0.553 | 0.866 | |
| DLinearhorizon=1922025.12 | 0.57 | 0.956 | |
| HINTS TimeMixerhorizon=7202025.12 | 0.608 | 0.703 | |
| HINTS DLinearhorizon=3362025.12 | 0.623 | 1.096 | |
| TimeMixerhorizon=7202025.12 | 0.631 | 0.773 | |
| HINTS DLinearhorizon=7202025.12 | 0.7 | 1.348 | |
| DLinearhorizon=3362025.12 | 0.735 | 1.436 | |
| DLinearhorizon=7202025.12 | 0.825 | 1.781 | |
| LLM-as-RNNLLM backbone=GPT-oss-20B2026.01 | 1.105 | 3.9 | |
| LLM-as-RNNLLM backbone=GPT-oss-120B2026.01 | 1.112 | 3.821 | |
| LLM-as-RNNLLM backbone=Gemma-3-27B2026.01 | 1.186 | 4.072 | |
| MemPromptLLM backbone=GPT-oss-120B2026.01 | 1.198 | 4.162 | |
| LLM-as-RNNLLM backbone=Llama-3.1-70B2026.01 | 1.211 | 4.313 | |
| MemPromptLLM backbone=GPT-oss-20B2026.01 | 1.23 | 4.12 | |
| LLM-as-RNNLLM backbone=Gemma-3-12B2026.01 | 1.237 | 4.406 | |
| MemPromptLLM backbone=Gemma-3-27B2026.01 | 1.264 | 4.09 | |
| FHCLLM backbone=GPT-oss-20B2026.01 | 1.28 | 4.42 | |
| LLM-as-RNNLLM backbone=Llama-3.1-8B2026.01 | 1.287 | 4.517 | |
| FHCLLM backbone=GPT-oss-120B2026.01 | 1.29 | 4.44 | |
| MemPromptLLM backbone=Llama-3.1-70B2026.01 | 1.292 | 4.417 | |
| MemPromptLLM backbone=Gemma-3-12B2026.01 | 1.298 | 4.716 | |
| Zero-shotLLM backbone=GPT-oss-20B2026.01 | 1.305 | 4.59 | |
| MemPromptLLM backbone=Llama-3.1-8B2026.01 | 1.309 | 4.768 | |
| Zero-shotLLM backbone=GPT-oss-120B2026.01 | 1.312 | 4.612 | |
| LLM-as-RNNLLM backbone=Gemma-3-4B2026.01 | 1.321 | 4.754 | |
| LLM-as-RNNLLM backbone=Llama-3.2-3B2026.01 | 1.347 | 5.025 | |
| FHCLLM backbone=Gemma-3-27B2026.01 | 1.386 | 4.881 | |
| MemPromptLLM backbone=Gemma-3-4B2026.01 | 1.392 | 5.012 | |
| Zero-shotLLM backbone=Gemma-3-27B2026.01 | 1.402 | 4.972 | |
| FHCLLM backbone=Gemma-3-12B2026.01 | 1.412 | 5.067 | |
| MemPromptLLM backbone=Llama-3.2-3B2026.01 | 1.426 | 5.148 | |
| Zero-shotLLM backbone=Gemma-3-12B2026.01 | 1.438 | 5.214 | |
| FHCLLM backbone=Llama-3.1-8B2026.01 | 1.44 | 5.317 | |
| FHCLLM backbone=Llama-3.1-70B2026.01 | 1.464 | 5.211 | |
| MemPromptLLM backbone=Llama-3.2-1B2026.01 | 1.478 | 5.879 | |
| MemPromptLLM backbone=Gemma-3-1B2026.01 | 1.491 | 6.118 | |
| Zero-shotLLM backbone=Llama-3.1-70B2026.01 | 1.493 | 5.232 | |
| Zero-shotLLM backbone=Llama-3.1-8B2026.01 | 1.499 | 5.343 | |
| FHCLLM backbone=Gemma-3-4B2026.01 | 1.511 | 5.541 | |
| LLM-as-RNNLLM backbone=Llama-3.2-1B2026.01 | 1.531 | 5.297 | |
| LLM-as-RNNLLM backbone=Gemma-3-1B2026.01 | 1.533 | 5.541 | |
| Zero-shotLLM backbone=Gemma-3-4B2026.01 | 1.548 | 5.982 | |
| FHCLLM backbone=Llama-3.2-3B2026.01 | 1.578 | 5.503 | |
| Zero-shotLLM backbone=Llama-3.2-3B2026.01 | 1.585 | 6.08 | |
| Zero-shotLLM backbone=Llama-3.2-1B2026.01 | 1.598 | 6.273 | |
| FHCLLM backbone=Gemma-3-1B2026.01 | 1.603 | 6.042 | |
| FHCLLM backbone=Llama-3.2-1B2026.01 | 1.609 | 5.738 | |
| Zero-shotLLM backbone=Gemma-3-1B2026.01 | 1.612 | 6.347 |