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ResearchFormerly WizWand

Long-term forecasting on ECL (H=96, 2012-2014)

0.193MAETransformer
0.177280.283390.38950.49561May 14, 2026
Updated 5mo ago

Evaluation results

MethodLinks
TransformerContext window=96-hour, Protocol=Normalized2026.050.1930.091
Transformer + TDA + SheafContext window=96-hour, Protocol=Normalized2026.050.1960.091
Transformer + TDAContext window=96-hour, Protocol=Normalized2026.050.1970.102
iTransformerContext window=96-hour, Protocol=Normalized2026.050.270.178
PatchTSTContext window=96-hour, Protocol=Normalized2026.050.2850.195
TimesFM + TDA + SheafContext window=96-hour, Evaluation protocol=Fine-tuned2026.050.2890.19
Chronos + TDA + SheafContext window=96-hour, Evaluation protocol=Fine-tuned2026.050.290.19
TimesFM Vanilla AdapterContext window=96-hour, Evaluation protocol=Fine-tuned2026.050.30.204
TimesFM + TDAContext window=96-hour, Evaluation protocol=Fine-tuned2026.050.30.204
Chronos Vanilla AdapterContext window=96-hour, Evaluation protocol=Fine-tuned2026.050.3020.205
Chronos + TDAContext window=96-hour, Evaluation protocol=Fine-tuned2026.050.3020.205
AutoformerContext window=96-hour, Protocol=Normalized2026.050.3170.201
TimesFM Zero-ShotContext window=96-hour, Evaluation protocol=Zero-Shot2026.050.580.602
Chronos Zero-ShotContext window=96-hour, Evaluation protocol=Zero-Shot2026.050.5860.61