Long-term Forecasting on Exchange
0.15MSEDLinear + xCPD
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DLinear + xCPDBackbone=DLinear, Forecasting Horizon=1922026.03 | 0.15 | 0.283 | — | |
| FEDPMType=FL-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.155 | 0.293 | — | |
| FL-iTransformerType=FL-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.165 | 0.29 | — | |
| Time-FFMType=FL-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.167 | 0.289 | — | |
| Cen-PatchTSTType=Cen-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.172 | 0.294 | — | |
| TSMixer + xCPDBackbone=TSMixer, Forecasting Horizon=1922026.03 | 0.173 | 0.296 | — | |
| FL-PatchTSTType=FL-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.18 | 0.304 | — | |
| FEDPMType=FL-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.185 | 0.319 | — | |
| FFTSType=FL-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.188 | 0.311 | — | |
| FL-PatchTSTType=FL-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.204 | 0.312 | — | |
| UniTimeType=Cen-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.22 | 0.331 | — | |
| Cen-PatchTSTType=Cen-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.22 | 0.33 | — | |
| Time-FFMType=FL-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.23 | 0.337 | — | |
| FFTSType=FL-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.242 | 0.35 | — | |
| FL-iTransformerType=FL-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.277 | 0.372 | — | |
| TCNYear=2024, Average over horizons=True2024.06 | 0.302 | 0.366 | — | |
| ChimeraAverage over horizons=True2024.06 | 0.311 | 0.358 | — | |
| MICNLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.315 | 0.404 | — | |
| Fredformer2026.01 | 0.333 | 0.391 | — | |
| TOTEMType=Cen-FM, Few-shot training ratio=10%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.34 | 0.464 | — | |
| vLinear2026.01 | 0.341 | 0.391 | — | |
| MAS4TSRelease Year=Ours, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.343 | 0.397 | — | |
| MICNInput Length=962026.05 | 0.345 | 0.424 | — | |
| Peri-midFormerForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.346 | 0.393 | — | |
| SIGMAInput Length=962026.05 | 0.353 | 0.4 | — | |
| DLinearLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.354 | 0.414 | — | |
| DLinearRelease Year=2023, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.354 | 0.414 | — | |
| DLinearYear=2023, Average over horizons=True2024.06 | 0.354 | 0.414 | — | |
| TimeVLMRelease Year=2025, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.355 | 0.399 | — | |
| OLinear2026.01 | 0.355 | 0.399 | — | |
| AMDInput Length=962026.05 | 0.358 | 0.401 | — | |
| CARDLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.36 | 0.402 | — | |
| iTransformerLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.36 | 0.403 | — | |
| iTransformerRelease Year=2024b, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.36 | 0.403 | — | |
| iTransformerYear=2024, Average over horizons=True2024.06 | 0.36 | 0.403 | — | |
| PatchTSTLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.364 | 0.4 | — | |
| TSLANetForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.365 | 0.41 | — | |
| PatchTSTRelease Year=2023b, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.367 | 0.404 | — | |
| PatchTSTYear=2023, Average over horizons=True2024.06 | 0.367 | 0.404 | — | |
| TiDERelease Year=2023, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.37 | 0.413 | — | |
| TiDEYear=2023, Average over horizons=True2024.06 | 0.37 | 0.413 | — | |
| Time-LLMForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.371 | 0.409 | — | |
| GPT4TSForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.373 | 0.41 | — | |
| xPatchLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.375 | 0.408 | — | |
| WPMixerInput Length=962026.05 | 0.376 | 0.408 | — | |
| RLinearYear=2023, Average over horizons=True2024.06 | 0.378 | 0.417 | — | |
| RLinearLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.38 | 0.41 | — | |
| TimeMixerInput Length=962026.05 | 0.384 | 0.414 | — | |
| MultiPatch.Input Length=962026.05 | 0.387 | 0.419 | — | |
| FITSForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.393 | 0.429 | — | |
| MAFSRelease Year=2025, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.396 | 0.417 | — | |
| TimeMixerLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.408 | 0.422 | — | |
| ETSformerLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.41 | 0.427 | — | |
| TimesNetLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.12 | 0.416 | 0.443 | — | |
| TimesNetRelease Year=2023a, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.416 | 0.443 | — | |
| TimesNetYear=2023, Average over horizons=True2024.06 | 0.416 | 0.443 | — | |
| TimesNetInput Length=962026.05 | 0.416 | 0.443 | — | |
| PatchTSTForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.418 | 0.433 | — | |
| MSGNetInput Length=962026.05 | 0.431 | 0.446 | — | |
| UniTimeType=Cen-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 0.442 | 0.493 | — | |
| TSM2Year=2024, Average over horizons=True2024.06 | 0.443 | — | — | |
| StationaryRelease Year=2022c, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.461 | 0.454 | — | |
| UniTimeRelease Year=2024a, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.465 | 0.462 | — | |
| DLinearForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.495 | 0.493 | — | |
| FEDformerRelease Year=2022, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.519 | 0.429 | — | |
| AutoformerRelease Year=2021, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.613 | 0.539 | — | |
| TimesNetForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 0.701 | 0.593 | — | |
| SCINetRelease Year=2022a, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.75 | 0.626 | — | |
| CrossformerRelease Year=2023, Prediction Lengths={96, 192, 336, 720}2026.02 | 0.94 | 0.707 | — | |
| CrossformerYear=2023, Average over horizons=True2024.06 | 0.94 | 0.707 | — | |
| PyraformerForecast lengths={96, 192, 336, 720}, Look-back window=642024.11 | 1.157 | 0.844 | — | |
| Pyra.Input Length=962026.05 | 1.181 | 0.854 | — | |
| TOTEMType=Cen-FM, Few-shot training ratio=5%, Forecasting Horizons=Fi in {96, 192, 336, 720}2026.04 | 1.619 | 1.026 | — | |
| CATSFramework=+APTF2026.02 | — | — | 0.364 | |
| CATSFramework=Original2026.02 | — | — | 0.376 | |
| ModernTCNFramework=+APTF2026.02 | — | — | 0.369 | |
| ModernTCNFramework=Original2026.02 | — | — | 0.38 | |
| TimeXerFramework=+APTF2026.02 | — | — | 0.378 | |
| TimeXerFramework=Original2026.02 | — | — | 0.388 |