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Long-term forecasting on ECL T=192

0.119MSETransformer + TDA
0.099120.233310.36750.50169Jun 6, 2024Oct 1, 2024Jan 27, 2025May 25, 2025Sep 20, 2025Jan 16, 2026May 14, 2026

Evaluation results

MethodLinks
Transformer + TDAContext window=96-hour2026.050.1190.227
Transformer + TDA + SheafContext window=96-hour2026.050.1190.231
TransformerContext window=96-hour2026.050.1250.234
TimeMixerPrediction Length (T)=1922024.060.140.22
AMDPrediction Length (T)=1922024.060.1470.238
PatchTSTPrediction Length (T)=1922024.060.1470.24
DLinearPrediction Length (T)=1922024.060.1520.249
iTransformerPrediction Length (T)=1922024.060.1620.253
MTS-MixersPrediction Length (T)=1922024.060.1630.261
MICNPrediction Length (T)=1922024.060.1680.279
iTransformerContext window=96-hour2026.050.1820.274
TimesNetPrediction Length (T)=1922024.060.1840.289
FEDformerPrediction Length (T)=1922024.060.1970.311
TimesFM + TDA + SheafContext window=96-hour2026.050.1970.296
Chronos + TDA + SheafContext window=96-hour2026.050.1980.298
PatchTSTContext window=96-hour2026.050.1990.289
TimesFM Vanilla AdapterContext window=96-hour2026.050.2060.303
TimesFM + TDAContext window=96-hour2026.050.2060.303
Chronos Vanilla AdapterContext window=96-hour2026.050.2070.305
Chronos + TDAContext window=96-hour2026.050.2070.305
AutoformerContext window=96-hour2026.050.2220.334
CrossformerPrediction Length (T)=1922024.060.2580.33
TimesFM Zero-ShotContext window=96-hour2026.050.5990.581
Chronos Zero-ShotContext window=96-hour2026.050.6160.594