Long-term Multivariate Forecasting on ECL horizon 96 (test)
0.125MSEMoHETS
Evaluation results
| Method | Links | ||
|---|---|---|---|
| MoHETSModel version=MOHETSlarge, Lookback Length (P)=12, Batch Size=82026.01 | 0.125 | 0.218 | |
| SEG-MOEScale=Base, Resolution=[5, 5, 4, 4, 3, 3], Patch length=82026.01 | 0.132 | 0.225 | |
| Timer-XLModel Scale=Base2026.01 | 0.141 | 0.237 | |
| Timer-XLScale=Base2026.01 | 0.141 | 0.237 | |
| ChronosModel Scale=Large2026.01 | 0.152 | 0.229 | |
| ChronosScale=Large2026.01 | 0.152 | 0.229 | |
| MoiraiModel Scale=Large2026.01 | 0.153 | 0.241 | |
| ChronosModel Scale=Base2026.01 | 0.154 | 0.231 | |
| MoiraiModel Scale=Base2026.01 | 0.16 | 0.25 | |
| ScatterFusionPrediction Horizon=962026.01 | 0.163 | 0.267 | |
| WFTNetPrediction Horizon=962026.01 | 0.164 | 0.267 | |
| TimesNetPrediction Horizon=962026.01 | 0.168 | 0.272 | |
| PatchTSTPrediction Horizon=962026.01 | 0.181 | 0.27 | |
| ETSformerPrediction Horizon=962026.01 | 0.187 | 0.304 | |
| MoiraiModel Scale=Small2026.01 | 0.189 | 0.28 | |
| MoiraiScale=Small2026.01 | 0.189 | 0.28 | |
| FEDformerPrediction Horizon=962026.01 | 0.193 | 0.308 | |
| DLinearPrediction Horizon=962026.01 | 0.197 | 0.282 | |
| AutoformerPrediction Horizon=962026.01 | 0.201 | 0.317 | |
| InformerPrediction Horizon=962026.01 | 0.212 | 0.315 | |
| MOMENT2026.01 | 0.745 | 0.68 | |
| MOMENT2026.01 | 0.745 | 0.68 |