Long-term forecasting on ETTh2
0.1784MSEMean+SPIN
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| Mean+SPINInput Type=univariate, Imputation Strategy=With Gain estimation2024.10 | 0.1784 | — | — | — | — | |
| Mean+MRNNInput Type=univariate, Imputation Strategy=With Gain estimation2024.10 | 0.1794 | — | — | — | — | |
| Mean+BRITSInput Type=univariate, Imputation Strategy=With Gain estimation2024.10 | 0.1795 | — | — | — | — | |
| Mean+GPVAEInput Type=univariate, Imputation Strategy=With Gain estimation2024.10 | 0.1795 | — | — | — | — | |
| Mean+USGANInput Type=univariate, Imputation Strategy=With Gain estimation2024.10 | 0.1795 | — | — | — | — | |
| Mean+ImputeFormerInput Type=univariate, Imputation Strategy=With Gain estimation2024.10 | 0.1795 | — | — | — | — | |
| MeanInput Type=univariate, Imputation Strategy=Original2024.10 | 0.1797 | — | — | — | — | |
| Mean+SAITSInput Type=univariate, Imputation Strategy=With Gain estimation2024.10 | 0.1797 | — | — | — | — | |
| KOSSPrediction Horizon (T)=962025.12 | 0.192 | 0.338 | — | — | — | |
| SATIS+INFInput Type=univariate, Imputation Strategy=With Influence Function2024.10 | 0.2074 | — | — | — | — | |
| ImputeFormer+INFInput Type=univariate, Imputation Strategy=With Influence Function2024.10 | 0.2085 | — | — | — | — | |
| SAITSInput Type=univariate, Imputation Strategy=Original2024.10 | 0.2098 | — | — | — | — | |
| ImputeFormerInput Type=univariate, Imputation Strategy=Original2024.10 | 0.2125 | — | — | — | — | |
| USGAN+INFInput Type=univariate, Imputation Strategy=With Influence Function2024.10 | 0.2191 | — | — | — | — | |
| USGANInput Type=univariate, Imputation Strategy=Original2024.10 | 0.2238 | — | — | — | — | |
| MRNN+INFInput Type=univariate, Imputation Strategy=With Influence Function2024.10 | 0.2251 | — | — | — | — | |
| RIDDEZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.05 | 0.228 | 0.288 | — | — | — | |
| DLinearHistory sequence length=512, Prediction lengths={96, 192, 336, 720}2026.07 | 0.229 | 0.338 | — | — | — | |
| GPVAE+INFInput Type=univariate, Imputation Strategy=With Influence Function2024.10 | 0.2314 | — | — | — | — | |
| MRNNInput Type=univariate, Imputation Strategy=Original2024.10 | 0.2317 | — | — | — | — | |
| BRITS+INFInput Type=univariate, Imputation Strategy=With Influence Function2024.10 | 0.2326 | — | — | — | — | |
| HAMON-CohPrediction Horizon=96, Lookback=3362026.06 | 0.234 | — | — | — | — | |
| NESTHistory sequence length=512, Prediction lengths={96, 192, 336, 720}2026.07 | 0.234 | 0.334 | — | — | — | |
| KOSSPrediction Horizon (T)=1922025.12 | 0.236 | 0.385 | — | — | — | |
| iTransformerHistory sequence length=512, Prediction lengths={96, 192, 336, 720}2026.07 | 0.236 | 0.338 | — | — | — | |
| GPVAEInput Type=univariate, Imputation Strategy=Original2024.10 | 0.2365 | — | — | — | — | |
| BRITSInput Type=univariate, Imputation Strategy=Original2024.10 | 0.2384 | — | — | — | — | |
| SPINInput Type=univariate, Imputation Strategy=Original2024.10 | 0.2414 | — | — | — | — | |
| Cross-RAGZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.05 | 0.243 | 0.3 | — | — | — | |
| TS-RAGZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.05 | 0.245 | 0.3 | — | — | — | |
| HAMON-DiffIntPrediction Horizon=96, Lookback=3362026.06 | 0.25 | — | — | — | — | |
| PatchTSTHistory sequence length=512, Prediction lengths={96, 192, 336, 720}2026.07 | 0.251 | 0.347 | — | — | — | |
| RAF-Chronos-boltZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.05 | 0.252 | 0.305 | — | — | — | |
| FITSHorizon=962023.07 | 0.255 | — | — | — | — | |
| SPIN+INFInput Type=univariate, Imputation Strategy=With Influence Function2024.10 | 0.2551 | — | — | — | — | |
| KOSSPrediction Horizon (T)=3362025.12 | 0.258 | 0.393 | — | — | — | |
| TSMixer + xCPDBackbone=TSMixer, Lookback Horizon=512, Forecasting Horizon=962026.03 | 0.27 | 0.336 | — | — | — | |
| FITSHorizon=962023.07 | 0.271 | — | — | — | — | |
| FITSPrediction Horizon=96, Lookback=3362026.06 | 0.271 | — | — | — | — | |
| DistilTS_LPrediction Length=962026.01 | 0.272 | 0.337 | — | — | — | |
| PatchTSTHorizon=962023.07 | 0.274 | — | — | — | — | |
| TSMixerBackbone=TSMixer, Lookback Horizon=512, Forecasting Horizon=962026.03 | 0.274 | 0.341 | — | — | — | |
| PatchTST + xCPDBackbone=PatchTST, Lookback Horizon=96, Forecasting Horizon=962026.03 | 0.274 | 0.335 | — | — | — | |
| PatchTSTPrediction Horizon=96, Lookback=3362026.06 | 0.274 | — | — | — | — | |
| DLinearHorizon=962023.07 | 0.282 | — | — | — | — | |
| SEEDPrediction Length (T)=962025.12 | 0.282 | 0.336 | — | — | — | |
| DLinearPrediction Horizon=96, Lookback=3362026.06 | 0.282 | — | — | — | — | |
| Chronos_SPrediction Length=962026.01 | 0.283 | 0.324 | — | — | — | |
| FiLMHorizon=962023.07 | 0.284 | — | — | — | — | |
| IPatchHorizon=96, Look-back=962026.03 | 0.284 | 0.333 | — | — | — | |
| QDFForecasting Horizon (T)=962025.10 | 0.286 | 0.338 | — | — | — | |
| Chronos_BPrediction Length=962026.01 | 0.29 | 0.325 | — | — | — | |
| MOIRAI_SPrediction Length=962026.01 | 0.293 | 0.351 | — | — | — | |
| DistilTS_TPrediction Length=962026.01 | 0.294 | 0.34 | — | — | — | |
| HAMON-CohPrediction Horizon=192, Lookback=3362026.06 | 0.294 | — | — | — | — | |
| TQNetPrediction Length (T)=962025.12 | 0.295 | 0.343 | — | — | — | |
| DUETPrediction Length (T)=962025.12 | 0.296 | 0.345 | — | — | — | |
| iTransformerPrediction Length (T)=962025.12 | 0.297 | 0.349 | — | — | — | |
| SOFTSPrediction Length (T)=962025.12 | 0.297 | 0.347 | — | — | — | |
| UniTSHistory sequence length=512, Prediction lengths={96, 192, 336, 720}2026.07 | 0.297 | 0.386 | — | — | — | |
| TimeMoe_LPrediction Length=962026.01 | 0.3 | 0.351 | — | — | — | |
| MOIRAI_LPrediction Length=962026.01 | 0.3 | 0.346 | — | — | — | |
| DLinear + xCPDBackbone=DLinear, Lookback Horizon=96, Forecasting Horizon=962026.03 | 0.302 | 0.357 | — | — | — | |
| PatchTSTBackbone=PatchTST, Lookback Horizon=96, Forecasting Horizon=962026.03 | 0.302 | 0.348 | — | — | — | |
| Time-MoEbaseZero-shot=true, Forecasting Horizon=96, Total Param.#=113 M, Training Data=300B2025.08 | 0.305 | 0.359 | — | — | — | |
| HAMON-DiffIntPrediction Horizon=192, Lookback=3362026.06 | 0.305 | — | — | — | — | |
| FITSHorizon=3362023.07 | 0.306 | — | — | — | — | |
| MS-FLOWLookback Length=96, Prediction Length=avg2026.05 | 0.306 | 0.355 | — | — | — | |
| MS-FLOWInput length (L)=96, Prediction lengths (H)={96, 192, 336, 720}2026.05 | 0.306 | 0.355 | — | — | — | |
| FITSHorizon=1922023.07 | 0.307 | — | — | — | — | |
| DistilTS_LPrediction Length=Avg.2026.01 | 0.307 | 0.362 | — | — | — | |
| FeDaLZero-shot=true, Forecasting Horizon=96, Total Param.#=28.42 M, Training Data=~ 231B2025.08 | 0.307 | 0.355 | — | — | — | |
| TimeMoe_SPrediction Length=962026.01 | 0.31 | 0.364 | — | — | — | |
| KOSSPrediction Horizon (T)=7202025.12 | 0.314 | 0.423 | — | — | — | |
| DLinearBackbone=DLinear, Lookback Horizon=96, Forecasting Horizon=962026.03 | 0.314 | 0.369 | — | — | — | |
| TimesFMPrediction Length=962026.01 | 0.315 | 0.349 | — | — | — | |
| FEDformerHistory sequence length=512, Prediction lengths={96, 192, 336, 720}2026.07 | 0.315 | 0.424 | — | — | — | |
| ChimeraAverage over horizons=True2024.06 | 0.318 | 0.375 | — | — | — | |
| Chronos_LPrediction Length=962026.01 | 0.32 | 0.345 | — | — | — | |
| TSMixer + xCPDBackbone=TSMixer, Lookback Horizon=512, Forecasting Horizon=1922026.03 | 0.321 | 0.381 | — | — | — | |
| TCNYear=2024, Average over horizons=True2024.06 | 0.322 | 0.379 | — | — | — | |
| Chronos_BPrediction Length=Avg.2026.01 | 0.325 | 0.346 | — | — | — | |
| MOIRAI_SPrediction Length=Avg.2026.01 | 0.327 | 0.374 | — | — | — | |
| Chronos_SPrediction Length=Avg.2026.01 | 0.327 | 0.35 | — | — | — | |
| MSGNetPrediction Length (T)=962025.12 | 0.328 | 0.371 | — | — | — | |
| PatchTSTPrediction lengths={96, 192, 336, 720}2023.02 | 0.33 | 0.379 | — | — | — | |
| TimesNet + xCPDBackbone=TimesNet, Lookback Horizon=96, Forecasting Horizon=962026.03 | 0.33 | 0.368 | — | — | — | |
| PatchTSTEvaluation Mode=Full-shot, Averaged Horizons={96, 192, 336, 720}2025.08 | 0.33 | 0.379 | — | — | — | |
| PatchTSTForecasting horizons (H)={96, 192, 336, 720}2026.06 | 0.33 | 0.379 | — | — | — | |
| FITSHorizon=1922023.07 | 0.331 | — | — | — | — | |
| TimeMoe_LPrediction Length=Avg.2026.01 | 0.331 | 0.367 | — | — | — | |
| FITSPrediction Horizon=192, Lookback=3362026.06 | 0.331 | — | — | — | — | |
| TimeMoe_SPrediction Length=Avg.2026.01 | 0.333 | 0.377 | — | — | — | |
| TSM2Year=2024, Average over horizons=True2024.06 | 0.333 | — | — | — | — | |
| TimesFMPrediction Length=Avg.2026.01 | 0.334 | 0.368 | — | — | — | |
| FeDaLEvaluation Mode=Full-shot, Averaged Horizons={96, 192, 336, 720}2025.08 | 0.334 | 0.377 | — | — | — | |
| FFTSEvaluation Mode=Full-shot, Averaged Horizons={96, 192, 336, 720}2025.08 | 0.334 | 0.389 | — | — | — | |
| Time-LLMEvaluation Mode=Full-shot, Averaged Horizons={96, 192, 336, 720}2025.08 | 0.334 | 0.383 | — | — | — | |
| DistilTS_TPrediction Length=Avg.2026.01 | 0.336 | 0.371 | — | — | — | |
| TimeAlignPrediction Length (O)=Avg2025.09 | 0.336 | 0.382 | — | — | — |