Long-term Multivariate Time Series Forecasting on ECL (test)
0.164MSEFAiT
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| FAiTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.164 | 0.252 | |
| CARDLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.168 | 0.258 | |
| FreDFLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.17 | 0.259 | |
| FilterNetLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.173 | 0.268 | |
| iTrans.Look-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.178 | 0.27 | |
| FilterTSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.18 | 0.271 | |
| TimeMixerLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.182 | 0.272 | |
| TimesNetLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.192 | 0.295 | |
| FreTSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.202 | 0.29 | |
| PatchTSTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.208 | 0.295 | |
| DLinearLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.212 | 0.3 | |
| Crossfm.Look-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.244 | 0.334 | |
| FITSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.384 | 0.434 |