Long-term forecasting on ETTh1
0.056MSEAutoCon
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| AutoConI->O=96, S/L=S2024.02 | 0.056 | 0.182 | — | — | — | — | |
| PatchTSTI->O=96, S/L=S2024.02 | 0.057 | 0.184 | — | — | — | — | |
| FiLMI->O=96, S/L=S2024.02 | 0.057 | 0.18 | — | — | — | — | |
| TimesNetI->O=96, S/L=S2024.02 | 0.058 | 0.185 | — | — | — | — | |
| MICNI->O=96, S/L=S2024.02 | 0.062 | 0.185 | — | — | — | — | |
| DLinearI->O=96, S/L=S2024.02 | 0.063 | 0.185 | — | — | — | — | |
| NonstationaryI->O=96, S/L=S2024.02 | 0.069 | 0.197 | — | — | — | — | |
| AutoConI->O=2160, S/L=L2024.02 | 0.074 | 0.215 | — | — | — | — | |
| AutoConI->O=720, S/L=S2024.02 | 0.079 | 0.223 | — | — | — | — | |
| AutoConI->O=1440, S/L=L2024.02 | 0.079 | 0.225 | — | — | — | — | |
| FEDformerI->O=96, S/L=S2024.02 | 0.08 | 0.218 | — | — | — | — | |
| TimesNetI->O=720, S/L=S2024.02 | 0.083 | 0.23 | — | — | — | — | |
| PatchTSTI->O=720, S/L=S2024.02 | 0.089 | 0.236 | — | — | — | — | |
| FiLMI->O=720, S/L=S2024.02 | 0.097 | 0.245 | — | — | — | — | |
| TimesNetI->O=1440, S/L=L2024.02 | 0.098 | 0.25 | — | — | — | — | |
| NonstationaryI->O=720, S/L=S2024.02 | 0.117 | 0.272 | — | — | — | — | |
| PatchTSTI->O=1440, S/L=L2024.02 | 0.118 | 0.275 | — | — | — | — | |
| FiLMI->O=1440, S/L=L2024.02 | 0.123 | 0.28 | — | — | — | — | |
| FEDformerI->O=720, S/L=S2024.02 | 0.13 | 0.285 | — | — | — | — | |
| TimesNetI->O=2160, S/L=L2024.02 | 0.143 | 0.303 | — | — | — | — | |
| MICNI->O=720, S/L=S2024.02 | 0.175 | 0.342 | — | — | — | — | |
| DLinearI->O=720, S/L=S2024.02 | 0.18 | 0.348 | — | — | — | — | |
| PatchTSTI->O=2160, S/L=L2024.02 | 0.183 | 0.355 | — | — | — | — | |
| NonstationaryI->O=1440, S/L=L2024.02 | 0.184 | 0.349 | — | — | — | — | |
| FiLMI->O=2160, S/L=L2024.02 | 0.187 | 0.359 | — | — | — | — | |
| FEDformerI->O=1440, S/L=L2024.02 | 0.199 | 0.356 | — | — | — | — | |
| KOSSPrediction Horizon (T)=962025.12 | 0.298 | 0.267 | — | — | — | — | |
| MICNI->O=1440, S/L=L2024.02 | 0.32 | 0.476 | — | — | — | — | |
| KOSSPrediction Horizon (T)=1922025.12 | 0.331 | 0.304 | — | — | — | — | |
| NonstationaryI->O=2160, S/L=L2024.02 | 0.334 | 0.504 | — | — | — | — | |
| Sundial-sPred_len=962025.02 | 0.341 | 0.381 | — | — | — | — | |
| Time-MOE-bPred_len=962025.02 | 0.345 | 0.373 | — | — | — | — | |
| FeDaLZero-shot=true, Forecasting Horizon=96, Total Param.#=28.42 M, Training Data=~ 231B2025.08 | 0.347 | 0.381 | — | — | — | — | |
| Time-MoEultraZero-shot=true, Forecasting Horizon=96, Total Param.#=2.4 B, Training Data=300B2025.08 | 0.349 | 0.379 | — | — | — | — | |
| TimeMoe_LPrediction Length=962026.01 | 0.35 | 0.382 | — | — | — | — | |
| Time-MoElargeZero-shot=true, Forecasting Horizon=96, Total Param.#=453 M, Training Data=300B2025.08 | 0.35 | 0.382 | — | — | — | — | |
| FEDformerI->O=2160, S/L=L2024.02 | 0.356 | 0.486 | — | — | — | — | |
| TimeMoe_SPrediction Length=962026.01 | 0.357 | 0.382 | — | — | — | — | |
| TSMixer + xCPDBackbone=TSMixer, Lookback Horizon=512, Forecasting Horizon=96, xCPD Strategy=true2026.03 | 0.357 | 0.388 | — | — | — | — | |
| Time-MoEbaseZero-shot=true, Forecasting Horizon=96, Total Param.#=113 M, Training Data=300B2025.08 | 0.357 | 0.381 | — | — | — | — | |
| GTMPred_len=962025.02 | 0.36 | 0.398 | — | — | — | — | |
| GTMT=962025.02 | 0.36 | 0.398 | — | — | — | — | |
| TSMixerCCM=false, Horizon=962024.03 | 0.361 | 0.392 | — | — | — | — | |
| TSMixerBackbone=TSMixer, Lookback Horizon=512, Forecasting Horizon=96, xCPD Strategy=false2026.03 | 0.361 | 0.392 | — | — | — | — | |
| DistilTS_LPrediction Length=962026.01 | 0.362 | 0.39 | — | — | — | — | |
| TTMET=962025.02 | 0.363 | — | — | — | — | — | |
| TSMixerCCM=true, Horizon=962024.03 | 0.365 | 0.393 | 0.575 | — | — | — | |
| MS-FLOWLookback Length=96, Prediction Length=962026.05 | 0.367 | 0.389 | — | — | — | — | |
| TimeMoe_LPrediction Length=Avg.2026.01 | 0.37 | 0.397 | — | — | — | — | |
| SEEDPrediction Length (T)=962025.12 | 0.37 | 0.392 | — | — | — | — | |
| PatchTSTT=962025.02 | 0.37 | 0.4 | — | — | — | — | |
| DLinearCCM=true, Horizon=962024.03 | 0.371 | 0.393 | 0.575 | — | — | — | |
| PatchTSTCCM=true, Horizon=962024.03 | 0.371 | 0.396 | 0.575 | — | — | — | |
| TimeMoe_SPrediction Length=Avg.2026.01 | 0.371 | 0.394 | — | — | — | — | |
| TQNetPrediction Length (T)=962025.12 | 0.371 | 0.393 | — | — | — | — | |
| Time-MOE-bPred_len=1922025.02 | 0.372 | 0.396 | — | — | — | — | |
| FITSPrediction Horizon=96, Lookback=3362026.06 | 0.372 | — | — | — | — | — | |
| DMSCPrediction Length=96, Look-back Window=962025.08 | 0.372 | 0.396 | — | — | — | — | |
| DistilTS_TPrediction Length=962026.01 | 0.374 | 0.403 | — | — | — | — | |
| DLinearCCM=false, Horizon=962024.03 | 0.375 | 0.399 | — | — | — | — | |
| PatchTSTCCM=false, Horizon=962024.03 | 0.375 | 0.398 | — | — | — | — | |
| DLinearT=962025.02 | 0.375 | 0.399 | — | — | — | — | |
| FEDformerPrediction Horizon=96, Lookback=3362026.06 | 0.375 | — | — | — | — | — | |
| GPT4TST=962025.02 | 0.376 | 0.397 | — | — | — | — | |
| FEDformerT=962025.02 | 0.376 | 0.415 | — | — | — | — | |
| IPatchHorizon=96, Look-back=962026.03 | 0.376 | 0.391 | — | — | — | — | |
| DUETPrediction Length (T)=962025.12 | 0.377 | 0.393 | — | — | — | — | |
| TimesNet + xCPDBackbone=TimesNet, Lookback Horizon=96, Forecasting Horizon=96, xCPD Strategy=true2026.03 | 0.378 | 0.398 | — | — | — | — | |
| Time-MOE-bPred_len=Avg.2025.02 | 0.379 | 0.406 | — | — | — | — | |
| TimesNetCCM=true, Horizon=962024.03 | 0.38 | 0.4 | 0.575 | — | — | — | |
| DistilTS_LPrediction Length=Avg.2026.01 | 0.38 | 0.401 | — | — | — | — | |
| FeDaLEvaluation Mode=Full-shot, Averaged Horizons={96, 192, 336, 720}2025.08 | 0.38 | 0.409 | — | — | — | — | |
| SOFTSPrediction Length (T)=962025.12 | 0.381 | 0.399 | — | — | — | — | |
| Sundial-sPred_len=1922025.02 | 0.381 | 0.408 | — | — | — | — | |
| DLinear + xCPDBackbone=DLinear, Lookback Horizon=96, Forecasting Horizon=96, xCPD Strategy=true2026.03 | 0.381 | 0.392 | — | — | — | — | |
| TimesNetCCM=false, Horizon=962024.03 | 0.384 | 0.402 | — | — | — | — | |
| TimesNetT=962025.02 | 0.384 | 0.402 | — | — | — | — | |
| DLinearBackbone=DLinear, Lookback Horizon=96, Forecasting Horizon=96, xCPD Strategy=false2026.03 | 0.384 | 0.397 | — | — | — | — | |
| TimesNetBackbone=TimesNet, Lookback Horizon=96, Forecasting Horizon=96, xCPD Strategy=false2026.03 | 0.384 | 0.402 | — | — | — | — | |
| Time-MoEbaseZero-shot=true, Forecasting Horizon=192, Total Param.#=113 M, Training Data=300B2025.08 | 0.384 | 0.404 | — | — | — | — | |
| DLinearPrediction Horizon=96, Lookback=3362026.06 | 0.384 | — | — | — | — | — | |
| TimesNetPrediction Horizon=96, Lookback=3362026.06 | 0.384 | — | — | — | — | — | |
| TimeMoe_SPrediction Length=1922026.01 | 0.385 | 0.405 | — | — | — | — | |
| Chronos_BPrediction Length=962026.01 | 0.385 | 0.38 | — | — | — | — | |
| PatchTSTPrediction Horizon=96, Lookback=3362026.06 | 0.385 | — | — | — | — | — | |
| TimeMixerPrediction Length=96, Look-back Window=962025.08 | 0.385 | 0.4 | — | — | — | — | |
| iTransformerPrediction Length (T)=962025.12 | 0.386 | 0.405 | — | — | — | — | |
| iTransformerPrediction Length=96, Look-back Window=962025.08 | 0.387 | 0.404 | — | — | — | — | |
| KOSSPrediction Horizon (T)=3362025.12 | 0.388 | 0.323 | — | — | — | — | |
| Time-MoElargeZero-shot=true, Forecasting Horizon=192, Total Param.#=453 M, Training Data=300B2025.08 | 0.388 | 0.412 | — | — | — | — | |
| AutoTimesstrategy=one-for-all, context length=6722024.02 | 0.389 | 0.422 | — | — | — | — | |
| Time-MOE-bPred_len=3362025.02 | 0.389 | 0.412 | — | — | — | — | |
| TSMixer + xCPDBackbone=TSMixer, Lookback Horizon=512, Forecasting Horizon=192, xCPD Strategy=true2026.03 | 0.389 | 0.405 | — | — | — | — | |
| TimeMoe_LPrediction Length=1922026.01 | 0.39 | 0.412 | — | — | — | — | |
| MOIRAI_SPrediction Length=962026.01 | 0.39 | 0.411 | — | — | — | — | |
| MSGNetPrediction Length (T)=962025.12 | 0.39 | 0.411 | — | — | — | — | |
| Sundial-sPred_len=Avg.2025.02 | 0.39 | 0.418 | — | — | — | — | |
| UniTS-PMTT=962025.02 | 0.39 | 0.411 | — | — | — | — | |
| FFTSEvaluation Mode=Full-shot, Averaged Horizons={96, 192, 336, 720}2025.08 | 0.391 | 0.412 | — | — | — | — | |
| DistilTS_TPrediction Length=Avg.2026.01 | 0.394 | 0.419 | — | — | — | — |