Long-term forecasting on ECL (H=96, 2012-2014)
0.193MAETransformer
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| TransformerContext window=96-hour, Protocol=Normalized2026.05 | 0.193 | 0.091 | |
| Transformer + TDA + SheafContext window=96-hour, Protocol=Normalized2026.05 | 0.196 | 0.091 | |
| Transformer + TDAContext window=96-hour, Protocol=Normalized2026.05 | 0.197 | 0.102 | |
| iTransformerContext window=96-hour, Protocol=Normalized2026.05 | 0.27 | 0.178 | |
| PatchTSTContext window=96-hour, Protocol=Normalized2026.05 | 0.285 | 0.195 | |
| TimesFM + TDA + SheafContext window=96-hour, Evaluation protocol=Fine-tuned2026.05 | 0.289 | 0.19 | |
| Chronos + TDA + SheafContext window=96-hour, Evaluation protocol=Fine-tuned2026.05 | 0.29 | 0.19 | |
| TimesFM Vanilla AdapterContext window=96-hour, Evaluation protocol=Fine-tuned2026.05 | 0.3 | 0.204 | |
| TimesFM + TDAContext window=96-hour, Evaluation protocol=Fine-tuned2026.05 | 0.3 | 0.204 | |
| Chronos Vanilla AdapterContext window=96-hour, Evaluation protocol=Fine-tuned2026.05 | 0.302 | 0.205 | |
| Chronos + TDAContext window=96-hour, Evaluation protocol=Fine-tuned2026.05 | 0.302 | 0.205 | |
| AutoformerContext window=96-hour, Protocol=Normalized2026.05 | 0.317 | 0.201 | |
| TimesFM Zero-ShotContext window=96-hour, Evaluation protocol=Zero-Shot2026.05 | 0.58 | 0.602 | |
| Chronos Zero-ShotContext window=96-hour, Evaluation protocol=Zero-Shot2026.05 | 0.586 | 0.61 |