Long-term forecasting on Exchange (test)
0.036MAEFreTS
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| FreTSLookback window length (L)=192, Prediction length (τ)=962023.11 | 0.036 | — | 0.05 | |
| FreTSLookback window length (L)=96, Prediction length (τ)=962023.11 | 0.037 | — | 0.051 | |
| PatchTSTLookback window length (L)=192, Prediction length (τ)=962023.11 | 0.037 | — | 0.051 | |
| LTSF-LinearLookback window length (L)=96, Prediction length (τ)=962023.11 | 0.038 | — | 0.053 | |
| LTSF-LinearLookback window length (L)=192, Prediction length (τ)=962023.11 | 0.038 | — | 0.051 | |
| FreTSLookback window length (L)=336, Prediction length (τ)=962023.11 | 0.038 | — | 0.052 | |
| Multi-Scale Residual-Aware Representation Learning PipelinePrediction Length (S)=96, Input Length=962026.06 | 0.038 | 0.004 | — | |
| PatchTSTLookback window length (L)=96, Prediction length (τ)=962023.11 | 0.039 | — | 0.052 | |
| PatchTSTLookback window length (L)=336, Prediction length (τ)=962023.11 | 0.039 | — | 0.053 | |
| LTSF-LinearLookback window length (L)=336, Prediction length (τ)=962023.11 | 0.04 | — | 0.055 | |
| FEDformerLookback window length (L)=96, Prediction length (τ)=962023.11 | 0.05 | — | 0.067 | |
| FreTSLookback window length (L)=96, Prediction length (τ)=1922023.11 | 0.05 | — | 0.067 | |
| FreTSLookback window length (L)=192, Prediction length (τ)=1922023.11 | 0.051 | — | 0.068 | |
| LTSF-LinearLookback window length (L)=96, Prediction length (τ)=1922023.11 | 0.052 | — | 0.069 | |
| PatchTSTLookback window length (L)=192, Prediction length (τ)=1922023.11 | 0.052 | — | 0.07 | |
| LTSF-LinearLookback window length (L)=192, Prediction length (τ)=1922023.11 | 0.053 | — | 0.07 | |
| FreTSLookback window length (L)=336, Prediction length (τ)=1922023.11 | 0.053 | — | 0.07 | |
| PatchTSTLookback window length (L)=96, Prediction length (τ)=1922023.11 | 0.055 | — | 0.074 | |
| PatchTSTLookback window length (L)=336, Prediction length (τ)=1922023.11 | 0.055 | — | 0.071 | |
| LTSF-LinearLookback window length (L)=336, Prediction length (τ)=1922023.11 | 0.055 | — | 0.072 | |
| InformerLookback window length (L)=96, Prediction length (τ)=1922023.11 | 0.058 | — | 0.088 | |
| FreTSLookback window length (L)=96, Prediction length (τ)=3362023.11 | 0.062 | — | 0.082 | |
| FEDformerLookback window length (L)=96, Prediction length (τ)=1922023.11 | 0.064 | — | 0.082 | |
| LTSF-LinearLookback window length (L)=96, Prediction length (τ)=3362023.11 | 0.064 | — | 0.085 | |
| AutoformerLookback window length (L)=96, Prediction length (τ)=962023.11 | 0.066 | — | 0.084 | |
| AutoformerLookback window length (L)=192, Prediction length (τ)=962023.11 | 0.066 | — | 0.085 | |
| FreTSLookback window length (L)=192, Prediction length (τ)=3362023.11 | 0.066 | — | 0.087 | |
| FEDformerLookback window length (L)=192, Prediction length (τ)=962023.11 | 0.067 | — | 0.086 | |
| PatchTSTLookback window length (L)=96, Prediction length (τ)=3362023.11 | 0.071 | — | 0.093 | |
| FreTSLookback window length (L)=336, Prediction length (τ)=3362023.11 | 0.071 | — | 0.092 | |
| PatchTSTLookback window length (L)=192, Prediction length (τ)=3362023.11 | 0.072 | — | 0.097 | |
| LTSF-LinearLookback window length (L)=192, Prediction length (τ)=3362023.11 | 0.073 | — | 0.096 | |
| PatchTSTLookback window length (L)=336, Prediction length (τ)=3362023.11 | 0.074 | — | 0.099 | |
| AutoformerLookback window length (L)=96, Prediction length (τ)=3362023.11 | 0.075 | — | 0.101 | |
| LTSF-LinearLookback window length (L)=336, Prediction length (τ)=3362023.11 | 0.077 | — | 0.1 | |
| FEDformerLookback window length (L)=96, Prediction length (τ)=3362023.11 | 0.08 | — | 0.105 | |
| FEDformerLookback window length (L)=192, Prediction length (τ)=1922023.11 | 0.08 | — | 0.101 | |
| AutoformerLookback window length (L)=192, Prediction length (τ)=1922023.11 | 0.08 | — | 0.102 | |
| FreTSLookback window length (L)=336, Prediction length (τ)=7202023.11 | 0.082 | — | 0.108 | |
| AutoformerLookback window length (L)=96, Prediction length (τ)=1922023.11 | 0.083 | — | 0.103 | |
| LTSF-LinearLookback window length (L)=336, Prediction length (τ)=7202023.11 | 0.087 | — | 0.11 | |
| FreTSLookback window length (L)=96, Prediction length (τ)=7202023.11 | 0.088 | — | 0.11 | |
| FreTSLookback window length (L)=192, Prediction length (τ)=7202023.11 | 0.088 | — | 0.11 | |
| FEDformerLookback window length (L)=336, Prediction length (τ)=962023.11 | 0.088 | — | 0.113 | |
| AutoformerLookback window length (L)=336, Prediction length (τ)=962023.11 | 0.088 | — | 0.11 | |
| LTSF-LinearLookback window length (L)=96, Prediction length (τ)=7202023.11 | 0.092 | — | 0.116 | |
| InformerLookback window length (L)=96, Prediction length (τ)=3362023.11 | 0.093 | — | 0.127 | |
| FEDformerLookback window length (L)=192, Prediction length (τ)=3362023.11 | 0.093 | — | 0.122 | |
| LTSF-LinearLookback window length (L)=192, Prediction length (τ)=7202023.11 | 0.098 | — | 0.122 | |
| AutoformerLookback window length (L)=192, Prediction length (τ)=3362023.11 | 0.099 | — | 0.129 | |
| PatchTSTLookback window length (L)=192, Prediction length (τ)=7202023.11 | 0.099 | — | 0.128 | |
| PatchTSTLookback window length (L)=336, Prediction length (τ)=7202023.11 | 0.1 | — | 0.129 | |
| FEDformerLookback window length (L)=336, Prediction length (τ)=1922023.11 | 0.103 | — | 0.133 | |
| AutoformerLookback window length (L)=336, Prediction length (τ)=1922023.11 | 0.104 | — | 0.133 | |
| InformerLookback window length (L)=96, Prediction length (τ)=962023.11 | 0.106 | — | 0.116 | |
| InformerLookback window length (L)=192, Prediction length (τ)=962023.11 | 0.109 | — | 0.131 | |
| InformerLookback window length (L)=96, Prediction length (τ)=7202023.11 | 0.117 | — | 0.17 | |
| ReformerLookback window length (L)=192, Prediction length (τ)=962023.11 | 0.123 | — | 0.143 | |
| FEDformerLookback window length (L)=336, Prediction length (τ)=3362023.11 | 0.123 | — | 0.155 | |
| ReformerLookback window length (L)=96, Prediction length (τ)=962023.11 | 0.126 | — | 0.146 | |
| AutoformerLookback window length (L)=336, Prediction length (τ)=3362023.11 | 0.127 | — | 0.159 | |
| ReformerLookback window length (L)=336, Prediction length (τ)=962023.11 | 0.128 | — | 0.148 | |
| PatchTSTLookback window length (L)=96, Prediction length (τ)=7202023.11 | 0.132 | — | 0.166 | |
| InformerLookback window length (L)=336, Prediction length (τ)=962023.11 | 0.137 | — | 0.169 | |
| ReformerLookback window length (L)=336, Prediction length (τ)=1922023.11 | 0.138 | — | 0.159 | |
| ReformerLookback window length (L)=192, Prediction length (τ)=1922023.11 | 0.139 | — | 0.161 | |
| InformerLookback window length (L)=192, Prediction length (τ)=3362023.11 | 0.141 | — | 0.177 | |
| InformerLookback window length (L)=192, Prediction length (τ)=1922023.11 | 0.144 | — | 0.172 | |
| ReformerLookback window length (L)=96, Prediction length (τ)=1922023.11 | 0.147 | — | 0.169 | |
| AutoformerLookback window length (L)=96, Prediction length (τ)=7202023.11 | 0.15 | — | 0.181 | |
| FEDformerLookback window length (L)=96, Prediction length (τ)=7202023.11 | 0.151 | — | 0.182 | |
| ReformerLookback window length (L)=192, Prediction length (τ)=3362023.11 | 0.155 | — | 0.181 | |
| InformerLookback window length (L)=336, Prediction length (τ)=3362023.11 | 0.156 | — | 0.193 | |
| ReformerLookback window length (L)=336, Prediction length (τ)=3362023.11 | 0.156 | — | 0.179 | |
| ReformerLookback window length (L)=96, Prediction length (τ)=3362023.11 | 0.157 | — | 0.189 | |
| ReformerLookback window length (L)=192, Prediction length (τ)=7202023.11 | 0.159 | — | 0.193 | |
| InformerLookback window length (L)=336, Prediction length (τ)=1922023.11 | 0.161 | — | 0.195 | |
| ReformerLookback window length (L)=96, Prediction length (τ)=7202023.11 | 0.166 | — | 0.201 | |
| ReformerLookback window length (L)=336, Prediction length (τ)=7202023.11 | 0.168 | — | 0.205 | |
| InformerLookback window length (L)=192, Prediction length (τ)=7202023.11 | 0.173 | — | 0.21 | |
| InformerLookback window length (L)=336, Prediction length (τ)=7202023.11 | 0.173 | — | 0.21 | |
| FEDformerLookback window length (L)=192, Prediction length (τ)=7202023.11 | 0.19 | — | 0.222 | |
| AutoformerLookback window length (L)=192, Prediction length (τ)=7202023.11 | 0.191 | — | 0.224 | |
| GPHTPrediction Length (S)=96, Input Length=962026.06 | 0.206 | 0.086 | — | |
| FEDformerLookback window length (L)=336, Prediction length (τ)=7202023.11 | 0.21 | — | 0.242 | |
| AutoformerLookback window length (L)=336, Prediction length (τ)=7202023.11 | 0.211 | — | 0.244 | |
| DLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.378 | 0.297 | — | |
| DLinear + xCPDBackbone=DLinear, Plugin=xCPD, Look-back horizon=96, Forecasting horizons={96, 192, 336, 720}2026.03 | 0.38 | 0.312 | — | |
| DUETPrediction Length (S)=336, Input Length=962026.06 | 0.392 | 0.294 | — | |
| AttraosInput length=96, Prediction horizons={96, 192, 336, 720}2024.02 | 0.395 | 0.349 | — | |
| TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.03 | 0.396 | 0.349 | — | |
| Peri-midFormerlook-back=96, prediction length=Avg2024.11 | 0.398 | 0.355 | — | |
| SIGMAInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.05 | 0.4 | 0.353 | — | |
| PatchTSTlook-back=96, prediction length=Avg2024.11 | 0.401 | 0.359 | — | |
| AMDInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.05 | 0.401 | 0.358 | — | |
| CARDhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.402 | 0.36 | — | |
| TSMixer + CCMBackbone=TSMixer, Plugin=CCM, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.03 | 0.402 | 0.355 | — | |
| xPatchhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.404 | 0.366 | — | |
| MICNhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.404 | 0.315 | — | |
| Mamba4TSInput length=96, Prediction horizons={96, 192, 336, 720}, Time Embedding=true2024.02 | 0.405 | 0.364 | — |