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Long-term forecasting on ETTm1 v1 (test)

0.356MSETS-Memory
0.352920.373710.39450.41529Feb 18, 2024Jun 17, 2024Oct 16, 2024Feb 14, 2025Jun 15, 2025Oct 14, 2025Feb 12, 2026

Evaluation results

MethodLinks
TS-Memorybackbone=Sundial2026.020.3560.364
Sundialsetting=Origin2026.020.3690.369
TS-Memorybackbone=ChronosBolt2026.020.3810.371
AttraosInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.3820.391
TS-Memorybackbone=TimesFM2026.020.3820.396
FredformerPrediction Length=Avg, Input Sequence Length=962024.060.3840.395
PatchTSTPrediction Length=Avg, Input Sequence Length=962024.060.3870.4
RWKV-TSInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.3910.403
TS-Memorybackbone=Chronos22026.020.3930.372
KoopaInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.3950.403
Mamba4TSInput length=96, Prediction horizons={96, 192, 336, 720}, Time Embedding=true2024.020.3960.406
GPT-TSInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.3960.401
S-MambaInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.3990.407
PatchTSTInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.4030.398
DLinearInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.4030.406
DLinearPrediction Length=Avg, Input Sequence Length=962024.060.4030.407
InvTrmInput length=96, Prediction horizons={96, 192, 336, 720}2024.020.4070.412
iTransformerPrediction Length=Avg, Input Sequence Length=962024.060.4070.41
ChronosBoltsetting=Origin2026.020.4210.383
TimesFMsetting=Origin2026.020.4290.416
Chronos2setting=Origin2026.020.4330.381