# Long-term forecasting on Exchange Rate (test)

Source: [Long-term forecasting on Exchange Rate (test)](<https://www.sota2.com/research/sota/long-term-forecasting-on-exchange-rate-test>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-02-26T05:50:40.092Z

Evaluation of models performing Long-term Time Series Forecasting on the test split of the Exchange Rate dataset, assessed using MSE, MAE, and IMP.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Long-term forecasting |
| Dataset (including any stated split) | Exchange Rate (test) |
| Metric | MSE |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 28 of 28 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [MSE](<https://www.sota2.com/research/sota/long-term-forecasting-on-exchange-rate-test.md?metric=MSE>): Lower is better; unit: SCALAR.

- [MAE](<https://www.sota2.com/research/sota/long-term-forecasting-on-exchange-rate-test.md?metric=MAE>): Lower is better; unit: SCALAR.

- [IMP](<https://www.sota2.com/research/sota/long-term-forecasting-on-exchange-rate-test.md?metric=IMP>): Higher is better; unit: PERCENT.

## Recorded results

| Method | MSE | Result date | Report paper |
| --- | --- | --- | --- |
| SCINet | 0.061 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| SCINet | 0.106 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| SCINet | 0.181 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Autoformer | 0.197 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Autoformer | 0.3 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Autoformer | 0.509 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| SCINet | 0.525 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Transformer | 0.559 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Informer | 0.847 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| LogTrans | 0.968 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| LogTrans | 1.04 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Reformer | 1.065 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Transformer | 1.168 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Reformer | 1.188 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Informer | 1.204 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Reformer | 1.357 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Transformer | 1.423 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Autoformer | 1.447 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Reformer | 1.51 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| LogTrans | 1.659 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Informer | 1.672 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Pyraformer | 1.748 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Pyraformer | 1.874 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| LogTrans | 1.941 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Pyraformer | 1.943 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Pyraformer | 2.085 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Transformer | 2.16 | Not recorded | 68fa6d9f1e209131cea3ae92 |
| Informer | 2.478 | Not recorded | 68fa6d9f1e209131cea3ae92 |

### SCINet

MSE: 0.061. Result ID: 698fc6d93a6c314849fbc86d.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Implementation](<https://github.com/cure-lab/SCINet>)

Recorded evaluation configuration: {"Horizon":"96"}. This record does not assert independent reproduction.

### SCINet

MSE: 0.106. Result ID: 698fc6d93a6c314849fbc874.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Implementation](<https://github.com/cure-lab/SCINet>)

Recorded evaluation configuration: {"Horizon":"192"}. This record does not assert independent reproduction.

### SCINet

MSE: 0.181. Result ID: 698fc6d93a6c314849fbc87b.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Implementation](<https://github.com/cure-lab/SCINet>)

Recorded evaluation configuration: {"Horizon":"336"}. This record does not assert independent reproduction.

### Autoformer

MSE: 0.197. Result ID: 698fc6d93a6c314849fbc86e.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Horizon":"96"}. This record does not assert independent reproduction.

### Autoformer

MSE: 0.3. Result ID: 698fc6d93a6c314849fbc875.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Horizon":"192"}. This record does not assert independent reproduction.

### Autoformer

MSE: 0.509. Result ID: 698fc6d93a6c314849fbc87c.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Horizon":"336"}. This record does not assert independent reproduction.

### SCINet

MSE: 0.525. Result ID: 698fc6d93a6c314849fbc882.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Implementation](<https://github.com/cure-lab/SCINet>)

Recorded evaluation configuration: {"Horizon":"720"}. This record does not assert independent reproduction.

### Transformer

MSE: 0.559. Result ID: 698fc6d93a6c314849fbc871.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa703d1e209131cea49db1.md>)

[Implementation](<https://github.com/tensorflow/tensor2tensor>)

Recorded evaluation configuration: {"Horizon":"96"}. This record does not assert independent reproduction.

### Informer

MSE: 0.847. Result ID: 698fc6d93a6c314849fbc870.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Horizon":"96"}. This record does not assert independent reproduction.

### LogTrans

MSE: 0.968. Result ID: 698fc6d93a6c314849fbc872.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Horizon":"96"}. This record does not assert independent reproduction.

### LogTrans

MSE: 1.04. Result ID: 698fc6d93a6c314849fbc879.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Horizon":"192"}. This record does not assert independent reproduction.

### Reformer

MSE: 1.065. Result ID: 698fc6d93a6c314849fbc873.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Horizon":"96"}. This record does not assert independent reproduction.

### Transformer

MSE: 1.168. Result ID: 698fc6d93a6c314849fbc878.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa703d1e209131cea49db1.md>)

[Implementation](<https://github.com/tensorflow/tensor2tensor>)

Recorded evaluation configuration: {"Horizon":"192"}. This record does not assert independent reproduction.

### Reformer

MSE: 1.188. Result ID: 698fc6d93a6c314849fbc87a.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Horizon":"192"}. This record does not assert independent reproduction.

### Informer

MSE: 1.204. Result ID: 698fc6d93a6c314849fbc877.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Horizon":"192"}. This record does not assert independent reproduction.

### Reformer

MSE: 1.357. Result ID: 698fc6d93a6c314849fbc881.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Horizon":"336"}. This record does not assert independent reproduction.

### Transformer

MSE: 1.423. Result ID: 698fc6d93a6c314849fbc87f.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa703d1e209131cea49db1.md>)

[Implementation](<https://github.com/tensorflow/tensor2tensor>)

Recorded evaluation configuration: {"Horizon":"336"}. This record does not assert independent reproduction.

### Autoformer

MSE: 1.447. Result ID: 698fc6d93a6c314849fbc883.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Horizon":"720"}. This record does not assert independent reproduction.

### Reformer

MSE: 1.51. Result ID: 698fc6d93a6c314849fbc888.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Horizon":"720"}. This record does not assert independent reproduction.

### LogTrans

MSE: 1.659. Result ID: 698fc6d93a6c314849fbc880.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Horizon":"336"}. This record does not assert independent reproduction.

### Informer

MSE: 1.672. Result ID: 698fc6d93a6c314849fbc87e.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Horizon":"336"}. This record does not assert independent reproduction.

### Pyraformer

MSE: 1.748. Result ID: 698fc6d93a6c314849fbc86f.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

Recorded evaluation configuration: {"Horizon":"96"}. This record does not assert independent reproduction.

### Pyraformer

MSE: 1.874. Result ID: 698fc6d93a6c314849fbc876.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

Recorded evaluation configuration: {"Horizon":"192"}. This record does not assert independent reproduction.

### LogTrans

MSE: 1.941. Result ID: 698fc6d93a6c314849fbc887.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Horizon":"720"}. This record does not assert independent reproduction.

### Pyraformer

MSE: 1.943. Result ID: 698fc6d93a6c314849fbc87d.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

Recorded evaluation configuration: {"Horizon":"336"}. This record does not assert independent reproduction.

### Pyraformer

MSE: 2.085. Result ID: 698fc6d93a6c314849fbc884.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

Recorded evaluation configuration: {"Horizon":"720"}. This record does not assert independent reproduction.

### Transformer

MSE: 2.16. Result ID: 698fc6d93a6c314849fbc886.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa703d1e209131cea49db1.md>)

[Implementation](<https://github.com/tensorflow/tensor2tensor>)

Recorded evaluation configuration: {"Horizon":"720"}. This record does not assert independent reproduction.

### Informer

MSE: 2.478. Result ID: 698fc6d93a6c314849fbc885.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d9f1e209131cea3ae92.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Horizon":"720"}. This record does not assert independent reproduction.

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