Long-term forecasting on ETTm1 (Metrics: MSE, MAE, SMAPE)
0.322MAEDGF
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DGFHorizon=96, Backbone=Moirai-base2026.06 | 0.322 | — | — | |
| DGFHorizon=96, Backbone=Moirai-small2026.06 | 0.33 | — | — | |
| Moirai-baseHorizon=96, Protocol=Full finetuning2026.06 | 0.334 | — | — | |
| Moirai-baseHorizon=96, Protocol=MSFT2026.06 | 0.335 | — | — | |
| Moirai-baseHorizon=96, Protocol=LoRA2026.06 | 0.337 | — | — | |
| Moirai-smallHorizon=96, Protocol=MSFT2026.06 | 0.341 | — | — | |
| Moirai-smallHorizon=96, Protocol=LoRA2026.06 | 0.344 | — | — | |
| Moirai-smallHorizon=96, Protocol=Full finetuning2026.06 | 0.345 | — | — | |
| DGFHorizon=192, Backbone=Moirai-base2026.06 | 0.347 | — | — | |
| Moirai-baseHorizon=96, Protocol=Prompt tuning2026.06 | 0.355 | — | — | |
| TimeMixerHorizon=962026.06 | 0.357 | — | — | |
| DGFHorizon=192, Backbone=Moirai-small2026.06 | 0.358 | — | — | |
| Moirai-smallHorizon=96, Protocol=Prompt tuning2026.06 | 0.359 | — | — | |
| Moirai-baseHorizon=192, Protocol=LoRA2026.06 | 0.359 | — | — | |
| Moirai-baseHorizon=192, Protocol=MSFT2026.06 | 0.359 | — | — | |
| Moirai-baseHorizon=96, Protocol=Zero-shot2026.06 | 0.36 | — | — | |
| SimpleTMHorizon=962026.06 | 0.361 | — | — | |
| Moirai-baseHorizon=192, Protocol=Full finetuning2026.06 | 0.361 | — | — | |
| DGFHorizon=336, Backbone=Moirai-base2026.06 | 0.365 | — | — | |
| PatchTSTHorizon=962026.06 | 0.367 | — | — | |
| Moirai-smallHorizon=192, Protocol=MSFT2026.06 | 0.367 | — | — | |
| iTransformerHorizon=962026.06 | 0.368 | — | — | |
| DLinearHorizon=962026.06 | 0.372 | — | — | |
| Moirai-smallHorizon=192, Protocol=Full finetuning2026.06 | 0.372 | — | — | |
| Moirai-smallHorizon=192, Protocol=LoRA2026.06 | 0.374 | — | — | |
| Moirai-baseHorizon=192, Protocol=Prompt tuning2026.06 | 0.377 | — | — | |
| Moirai-baseHorizon=336, Protocol=MSFT2026.06 | 0.378 | — | — | |
| Moirai-baseHorizon=192, Protocol=Zero-shot2026.06 | 0.379 | — | — | |
| Moirai-baseHorizon=336, Protocol=LoRA2026.06 | 0.379 | — | — | |
| DGFHorizon=336, Backbone=Moirai-small2026.06 | 0.379 | — | — | |
| SimpleTMHorizon=1922026.06 | 0.38 | — | — | |
| Moirai-smallHorizon=192, Protocol=Prompt tuning2026.06 | 0.38 | — | — | |
| Moirai-baseHorizon=336, Protocol=Full finetuning2026.06 | 0.38 | — | — | |
| TimeMixerHorizon=1922026.06 | 0.381 | — | — | |
| Moirai-smallHorizon=96, Protocol=Zero-shot2026.06 | 0.383 | — | — | |
| PatchTSTHorizon=1922026.06 | 0.385 | — | — | |
| Moirai-smallHorizon=336, Protocol=MSFT2026.06 | 0.387 | — | — | |
| DLinearHorizon=1922026.06 | 0.389 | — | — | |
| iTransformerHorizon=1922026.06 | 0.391 | — | — | |
| DGFHorizon=720, Backbone=Moirai-base2026.06 | 0.392 | — | — | |
| Moirai-smallHorizon=336, Protocol=Full finetuning2026.06 | 0.393 | — | — | |
| Moirai-baseHorizon=336, Protocol=Prompt tuning2026.06 | 0.393 | — | — | |
| Moirai-smallHorizon=336, Protocol=LoRA2026.06 | 0.394 | — | — | |
| Moirai-baseHorizon=336, Protocol=Zero-shot2026.06 | 0.394 | — | — | |
| TS_AdamModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.399 | 0.393 | 75.717 | |
| AdamModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.401 | 0.397 | 75.395 | |
| AdamWModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.401 | 0.397 | 75.391 | |
| LookaheadModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.401 | 0.405 | 75.076 | |
| Moirai-smallHorizon=192, Protocol=Zero-shot2026.06 | 0.402 | — | — | |
| Moirai-smallHorizon=336, Protocol=Prompt tuning2026.06 | 0.403 | — | — | |
| TimeMixerHorizon=3362026.06 | 0.404 | — | — | |
| SimpleTMHorizon=3362026.06 | 0.404 | — | — | |
| Moirai-baseHorizon=720, Protocol=MSFT2026.06 | 0.404 | — | — | |
| Moirai-baseHorizon=720, Protocol=LoRA2026.06 | 0.407 | — | — | |
| Moirai-baseHorizon=720, Protocol=Full finetuning2026.06 | 0.409 | — | — | |
| PatchTSTHorizon=3362026.06 | 0.41 | — | — | |
| DGFHorizon=720, Backbone=Moirai-small2026.06 | 0.41 | — | — | |
| TS_AdamModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.411 | 0.382 | 80.193 | |
| YogiModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.412 | 0.393 | 78.41 | |
| YogiModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.412 | 0.424 | 76.807 | |
| DLinearHorizon=3362026.06 | 0.413 | — | — | |
| Moirai-smallHorizon=720, Protocol=MSFT2026.06 | 0.414 | — | — | |
| Moirai-smallHorizon=336, Protocol=Zero-shot2026.06 | 0.416 | — | — | |
| Moirai-baseHorizon=720, Protocol=Prompt tuning2026.06 | 0.417 | — | — | |
| Moirai-smallHorizon=720, Protocol=Full finetuning2026.06 | 0.419 | — | — | |
| Moirai-baseHorizon=720, Protocol=Zero-shot2026.06 | 0.419 | — | — | |
| iTransformerHorizon=3362026.06 | 0.42 | — | — | |
| Moirai-smallHorizon=720, Protocol=LoRA2026.06 | 0.421 | — | — | |
| Moirai-smallHorizon=720, Protocol=Prompt tuning2026.06 | 0.423 | — | — | |
| LookaheadModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.427 | 0.399 | 82.733 | |
| AdamModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.432 | 0.407 | 83.561 | |
| AdamWModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.432 | 0.407 | 83.561 | |
| Moirai-smallHorizon=720, Protocol=Zero-shot2026.06 | 0.437 | — | — | |
| SimpleTMHorizon=7202026.06 | 0.438 | — | — | |
| PatchTSTHorizon=7202026.06 | 0.439 | — | — | |
| TS_AdamModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.44 | 0.447 | 81.772 | |
| TimeMixerHorizon=7202026.06 | 0.441 | — | — | |
| AdamModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.449 | 0.47 | 83.279 | |
| AdamWModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.449 | 0.47 | 83.267 | |
| DLinearHorizon=7202026.06 | 0.453 | — | — | |
| iTransformerHorizon=7202026.06 | 0.459 | — | — | |
| LookaheadModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.482 | 0.547 | 88.423 | |
| YogiModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.542 | 0.679 | 97.371 | |
| SGDModel=PatchTST, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.602 | 0.816 | 99.61 | |
| SGDModel=MICN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.654 | 0.833 | 125.346 | |
| SGDModel=SegRNN, Prediction Lengths (averaged)={96, 192, 336, 720}2026.03 | 0.708 | 1.27 | 102.375 |