Long-term Forecasting on ECL
0.156MSERAFT
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| RAFTAveraged Horizons=42026.05 | 0.156 | 0.253 | — | |
| DUETAveraged Horizons=42026.05 | 0.156 | 0.247 | — | |
| RAFTPrediction Horizons=Averaged across four2026.05 | 0.156 | 0.253 | — | |
| DUETPrediction Horizons=Averaged across four2026.05 | 0.156 | 0.247 | — | |
| OLinearAveraged Horizons=42026.05 | 0.159 | 0.248 | — | |
| OLinearPrediction Horizons=Averaged across four2026.05 | 0.159 | 0.248 | — | |
| TSCOMPModel category=AutoML2026.05 | 0.161 | 0.253 | — | |
| TSCOMPAveraged Horizons=42026.05 | 0.161 | 0.253 | — | |
| TSCOMPPrediction Horizons=Averaged across four2026.05 | 0.161 | 0.253 | — | |
| PatchTSTForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.161 | 0.252 | — | |
| DLinearForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.166 | 0.263 | — | |
| GPT4TSModel category=LTSM2026.05 | 0.167 | 0.263 | — | |
| GPT4TSForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.167 | 0.263 | — | |
| TimeFuseModel category=AutoML, Evaluation protocol=Zero-shot2026.05 | 0.169 | 0.27 | — | |
| MomentModel category=LTSM2026.05 | 0.171 | 0.27 | — | |
| TimeXerAveraged Horizons=42026.05 | 0.172 | 0.27 | — | |
| TimeXerPrediction Horizons=Averaged across four2026.05 | 0.172 | 0.27 | — | |
| iTransformerAveraged Horizons=42026.05 | 0.175 | 0.266 | — | |
| iTransformerPrediction Horizons=Averaged across four2026.05 | 0.175 | 0.266 | — | |
| TimeFuseModel category=AutoML, Evaluation protocol=Few-shot2026.05 | 0.182 | 0.272 | — | |
| TimeMixerAveraged Horizons=42026.05 | 0.185 | 0.274 | — | |
| TimeMixerPrediction Horizons=Averaged across four2026.05 | 0.185 | 0.274 | — | |
| TimesNetForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.192 | 0.295 | — | |
| StationaryForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.193 | 0.296 | — | |
| TS_AdamModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.194 | 0.303 | 57.33 | |
| AdamModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.195 | 0.307 | 58.115 | |
| AdamWModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.195 | 0.307 | 58.143 | |
| LDM4TSForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.199 | 0.299 | — | |
| Diffusion-LLMForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.2 | 0.303 | — | |
| PAttnAveraged Horizons=42026.05 | 0.205 | 0.286 | — | |
| PAttnPrediction Horizons=Averaged across four2026.05 | 0.205 | 0.286 | — | |
| ETSformerForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.208 | 0.323 | — | |
| LookaheadModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.213 | 0.301 | 56.911 | |
| TS_AdamModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.214 | 0.299 | 56.34 | |
| FEDformerForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.214 | 0.327 | — | |
| TS_AdamModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.222 | 0.309 | 56.945 | |
| YogiModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.223 | 0.308 | 57.981 | |
| AdamModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.225 | 0.312 | 56.574 | |
| AdamWModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.225 | 0.312 | 56.586 | |
| AdamModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.227 | 0.309 | 57.78 | |
| AdamWModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.227 | 0.309 | 57.79 | |
| AutoformerForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.227 | 0.338 | — | |
| LookaheadModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.229 | 0.334 | 62.176 | |
| LightTSForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.229 | 0.329 | — | |
| TimerModel category=LTSM2026.05 | 0.231 | 0.317 | — | |
| LookaheadModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.238 | 0.32 | 59.552 | |
| AutoGluonModel category=AutoML2026.05 | 0.265 | 0.328 | — | |
| YogiModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.288 | 0.369 | 67.208 | |
| YogiModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.301 | 0.397 | 69.599 | |
| InformerForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.311 | 0.397 | — | |
| AutoTSModel category=AutoML2026.05 | 0.327 | 0.355 | — | |
| ReformerForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.338 | 0.422 | — | |
| SGDModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.586 | 0.581 | 102.234 | |
| SGDModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 1.218 | 0.893 | 140.115 | |
| SGDModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 1.512 | 0.936 | 123.649 |