Long-term forecasting on Electricity (test)
0.137MSEFITS
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| FITSHorizon=962023.07 | 0.137 | — | — | |
| FITSHorizon=1922023.07 | 0.142 | — | — | |
| Peri-midFormerlook-back=96, prediction length=962024.11 | 0.142 | 0.236 | — | |
| TS-Memorybackbone=Sundial2026.02 | 0.144 | 0.239 | — | |
| Sundialsetting=Origin2026.02 | 0.148 | 0.242 | — | |
| TS-Memorybackbone=TimesFM2026.02 | 0.149 | 0.241 | — | |
| xPatchhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.153 | 0.245 | — | |
| FiLMHorizon=962023.07 | 0.154 | — | — | |
| TimesFMsetting=Origin2026.02 | 0.154 | 0.244 | — | |
| TS-Memorybackbone=ChronosBolt2026.02 | 0.155 | 0.241 | — | |
| TimeMixerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.156 | 0.247 | — | |
| TimeMixerAveraged over horizons={96, 192, 336, 720}2026.04 | 0.156 | 0.247 | — | |
| CARDhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.157 | 0.251 | — | |
| TIME-LLMForecasting Horizon (H)=Avg2023.10 | 0.158 | 0.252 | — | |
| PatchTSThyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.159 | 0.253 | — | |
| ChronosBoltsetting=Origin2026.02 | 0.159 | 0.244 | — | |
| TS-Memorybackbone=Chronos22026.02 | 0.159 | 0.241 | — | |
| PatchTSTAveraged over horizons={96, 192, 336, 720}2026.04 | 0.159 | 0.253 | — | |
| TSMixerAveraged over horizons={96, 192, 336, 720}2026.04 | 0.16 | 0.257 | — | |
| PatchTSTlook-back=96, prediction length=Avg2024.11 | 0.161 | 0.252 | — | |
| iTransformerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.161 | 0.257 | — | |
| Chronos2setting=Origin2026.02 | 0.163 | 0.244 | — | |
| FiLMHorizon=1922023.07 | 0.164 | — | — | |
| RLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.164 | 0.257 | — | |
| FITSHorizon=3362023.07 | 0.165 | — | — | |
| Dlinearlook-back=96, prediction length=Avg2024.11 | 0.166 | 0.263 | — | |
| DLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.166 | 0.264 | — | |
| SCINetHorizon=962021.06 | 0.168 | 0.253 | 0.1642 | |
| SCINetHorizon=1922021.06 | 0.175 | 0.262 | 0.2117 | |
| ST-PTAveraged over horizons={96, 192, 336, 720}2026.04 | 0.177 | 0.273 | — | |
| CrossformerAveraged over horizons={96, 192, 336, 720}2026.04 | 0.186 | 0.283 | — | |
| MICNhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.187 | 0.295 | — | |
| FiLMHorizon=3362023.07 | 0.188 | — | — | |
| SCINetHorizon=3362021.06 | 0.189 | 0.278 | 0.1819 | |
| FEDFormerHorizon=962023.07 | 0.193 | — | — | |
| TimesNethyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.193 | 0.295 | — | |
| TimesNetAveraged over horizons={96, 192, 336, 720}2026.04 | 0.193 | 0.304 | — | |
| AutoformerHorizon=962021.06 | 0.201 | 0.317 | — | |
| AutoformerHorizon=962023.07 | 0.201 | — | — | |
| FEDFormerHorizon=1922023.07 | 0.201 | — | — | |
| FITSHorizon=7202023.07 | 0.202 | — | — | |
| N-HiTSForecasting Horizon (H)=Avg2023.10 | 0.205 | 0.296 | — | |
| ETSformerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.208 | 0.323 | — | |
| FEDFormerHorizon=3362023.07 | 0.214 | — | — | |
| AutoformerHorizon=1922021.06 | 0.222 | 0.334 | — | |
| AutoformerHorizon=1922023.07 | 0.222 | — | — | |
| AutoformerHorizon=3362021.06 | 0.231 | 0.338 | — | |
| SCINetHorizon=7202021.06 | 0.231 | 0.316 | 0.0906 | |
| AutoformerHorizon=3362023.07 | 0.231 | — | — | |
| FiLMHorizon=7202023.07 | 0.236 | — | — | |
| FEDFormerHorizon=7202023.07 | 0.246 | — | — | |
| AutoformerHorizon=7202021.06 | 0.254 | 0.361 | — | |
| AutoformerHorizon=7202023.07 | 0.254 | — | — | |
| LogTransHorizon=962021.06 | 0.258 | 0.357 | — | |
| N-BEATSForecasting Horizon (H)=Avg2023.10 | 0.259 | 0.351 | — | |
| TransformerHorizon=962021.06 | 0.263 | 0.359 | — | |
| LogTransHorizon=1922021.06 | 0.266 | 0.368 | — | |
| TransformerHorizon=1922021.06 | 0.273 | 0.374 | — | |
| InformerHorizon=962021.06 | 0.274 | 0.368 | — | |
| InformerHorizon=962023.07 | 0.274 | — | — | |
| TransformerHorizon=3362021.06 | 0.277 | 0.373 | — | |
| LogTransHorizon=3362021.06 | 0.28 | 0.38 | — | |
| LogTransHorizon=7202021.06 | 0.283 | 0.376 | — | |
| TransformerHorizon=7202021.06 | 0.29 | 0.378 | — | |
| InformerHorizon=1922021.06 | 0.296 | 0.296 | — | |
| InformerHorizon=1922023.07 | 0.296 | — | — | |
| InformerHorizon=3362021.06 | 0.3 | 0.394 | — | |
| InformerHorizon=3362023.07 | 0.3 | — | — | |
| ReformerHorizon=962021.06 | 0.312 | 0.402 | — | |
| ReformerHorizon=7202021.06 | 0.34 | 0.42 | — | |
| ReformerHorizon=1922021.06 | 0.348 | 0.433 | — | |
| ReformerHorizon=3362021.06 | 0.35 | 0.433 | — | |
| InformerHorizon=7202021.06 | 0.373 | 0.439 | — | |
| InformerHorizon=7202023.07 | 0.373 | — | — | |
| PyraformerHorizon=3362021.06 | 0.376 | 0.443 | — | |
| PyraformerHorizon=7202021.06 | 0.376 | 0.445 | — | |
| PyraformerHorizon=7202023.07 | 0.376 | — | — | |
| PyraformerHorizon=1922021.06 | 0.378 | 0.443 | — | |
| PyraformerHorizon=3362023.07 | 0.378 | — | — | |
| PyraformerHorizon=962021.06 | 0.386 | 0.449 | — | |
| PyraformerHorizon=962023.07 | 0.386 | — | — | |
| PyraformerHorizon=1922023.07 | 0.386 | — | — | |
| AutoARIMAForecasting Horizon (H)=Avg2023.10 | 0.597 | 0.51 | — | |
| AutoETSForecasting Horizon (H)=Avg2023.10 | 0.755 | 0.57 | — | |
| AutoThetaForecasting Horizon (H)=Avg2023.10 | 0.797 | 0.596 | — |