Long-term Time Series Forecasting on ECL
0.126MSEIdealTSF
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| IdealTSFH=962025.12 | 0.126 | 0.228 | |
| Variable-Invariant Two-Dimensional State Space ModelPrediction Length=962026.03 | 0.127 | 0.223 | |
| -Mixer++H=962025.12 | 0.135 | 0.222 | |
| Twins*H=962025.12 | 0.139 | 0.233 | |
| DLinearHorizon (H)=96, Look-back length (L)=5122026.03 | 0.14 | 0.236 | |
| TiDEHorizon (H)=96, Look-back length (L)=5122026.03 | 0.141 | 0.237 | |
| IdealTSFH=1922025.12 | 0.145 | 0.237 | |
| -Mixer++H=1922025.12 | 0.147 | 0.235 | |
| iTrans*H=962025.12 | 0.148 | 0.24 | |
| F-LLMYear=20242026.02 | 0.148 | 0.24 | |
| DLinearHorizon (H)=192, Look-back length (L)=5122026.03 | 0.149 | 0.245 | |
| TiDEHorizon (H)=192, Look-back length (L)=5122026.03 | 0.149 | 0.246 | |
| TIMEBRIDGEPrediction Length (O)=AVG2026.05 | 0.149 | 0.245 | |
| PESD-TSFPrediction Length (O)=AVG2026.05 | 0.15 | 0.244 | |
| vLinear2026.01 | 0.153 | 0.245 | |
| ChimeraAverage over horizons=True2024.06 | 0.154 | 0.249 | |
| SAM*H=962025.12 | 0.155 | 0.252 | |
| TCNYear=2024, Average over horizons=True2024.06 | 0.156 | 0.253 | |
| TimeMixerhyperparameter tuning=true2026.04 | 0.156 | 0.247 | |
| TIME-LLMForecasting Horizons=96, 192, 336, 720 (averaged)2023.10 | 0.158 | 0.252 | |
| Twins*H=1922025.12 | 0.158 | 0.252 | |
| LVICLYear=20262026.02 | 0.158 | 0.248 | |
| SimpleTMYear=20252026.02 | 0.158 | 0.248 | |
| TiDEHorizon (H)=336, Look-back length (L)=5122026.03 | 0.158 | 0.258 | |
| Variable-Invariant Two-Dimensional State Space ModelPrediction Length=Avg2026.03 | 0.158 | 0.254 | |
| AutoTimesstrategy=one-for-all, context length=6722024.02 | 0.159 | 0.253 | |
| OLinear2026.01 | 0.159 | 0.248 | |
| AutoTimesYear=20242026.02 | 0.159 | 0.253 | |
| TimeLLMYear=20242026.02 | 0.159 | 0.253 | |
| PatchTSTYear=20232026.02 | 0.159 | 0.253 | |
| WPMixerhyperparameter tuning=true2026.04 | 0.159 | 0.251 | |
| PatchTSThyperparameter tuning=true2026.04 | 0.159 | 0.253 | |
| DLinearHorizon (H)=336, Look-back length (L)=5122026.03 | 0.16 | 0.261 | |
| PatchTSTForecasting Horizons=96, 192, 336, 720 (averaged)2023.10 | 0.161 | 0.252 | |
| TimeMixer++Year=20252026.02 | 0.161 | 0.248 | |
| PatchTSTPrediction lengths={96, 192, 336, 720}2023.02 | 0.161 | 0.253 | |
| SE-LLMInput length=672, Forecast horizon={96, 192, 336, 720}2025.08 | 0.161 | 0.255 | |
| TQNetInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.08 | 0.161 | 0.259 | |
| -KANH=1922025.12 | 0.162 | 0.253 | |
| iTrans*H=1922025.12 | 0.162 | 0.253 | |
| IdealTSFH=3362025.12 | 0.163 | 0.263 | |
| TimeMixer++Input length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.08 | 0.163 | 0.257 | |
| iTransformerhyperparameter tuning=true2026.04 | 0.163 | 0.258 | |
| iTrans.strategy=one-for-all, input length=672, output length=962024.02 | 0.164 | 0.258 | |
| -Mixer++H=3362025.12 | 0.164 | 0.245 | |
| iTransFormerInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20242025.08 | 0.164 | 0.258 | |
| DLinearstrategy=one-for-all, input length=672, output length=962024.02 | 0.165 | 0.265 | |
| TimeMixer++2026.01 | 0.165 | 0.253 | |
| TriTShyperparameter tuning=true2026.04 | 0.165 | 0.252 | |
| DLinearForecasting Horizons=96, 192, 336, 720 (averaged)2023.10 | 0.166 | 0.263 | |
| DLinearPrediction lengths={96, 192, 336, 720}2023.02 | 0.166 | 0.263 | |
| GPT4TSForecasting Horizons=96, 192, 336, 720 (averaged)2023.10 | 0.167 | 0.263 | |
| -KANH=3362025.12 | 0.167 | 0.269 | |
| iTrans*H=3362025.12 | 0.167 | 0.269 | |
| FPTYear=20232026.02 | 0.167 | 0.263 | |
| GPT2(6)Prediction lengths={96, 192, 336, 720}2023.02 | 0.167 | 0.263 | |
| SAM*H=1922025.12 | 0.168 | 0.263 | |
| PatchTSTstrategy=one-for-all, input length=672, output length=962024.02 | 0.169 | 0.268 | |
| TSM2Year=2024, Average over horizons=True2024.06 | 0.169 | — | |
| Twins*H=3362025.12 | 0.172 | 0.267 | |
| LLM-TSInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.08 | 0.173 | 0.266 | |
| AutoTimes-GPT2Input length=672, Forecast horizon={96, 192, 336, 720}, Year=20242025.08 | 0.173 | 0.268 | |
| -KANH=962025.12 | 0.174 | 0.255 | |
| iTransformerYear=20242026.02 | 0.177 | 0.268 | |
| DLinearYear=20232026.02 | 0.177 | 0.274 | |
| TEMPOHorizon=962023.10 | 0.178 | 0.276 | |
| iTransformerYear=2024, Average over horizons=True2024.06 | 0.178 | 0.27 | |
| TimeLLMstrategy=one-for-all, input length=672, output length=962024.02 | 0.181 | 0.288 | |
| VisionTS++hyperparameter tuning=true2026.04 | 0.181 | 0.264 | |
| SAM*H=3362025.12 | 0.183 | 0.277 | |
| FPTstrategy=one-for-all, input length=672, output length=962024.02 | 0.184 | 0.284 | |
| T5Horizon=962023.10 | 0.185 | 0.282 | |
| SimbaYear=2024, Average over horizons=True2024.06 | 0.185 | 0.274 | |
| Time-CMAInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.08 | 0.185 | 0.287 | |
| IdealTSFH=7202025.12 | 0.189 | 0.281 | |
| TimesNetForecasting Horizons=96, 192, 336, 720 (averaged)2023.10 | 0.192 | 0.295 | |
| TimesNetPrediction lengths={96, 192, 336, 720}2023.02 | 0.192 | 0.295 | |
| TimesNetYear=2023, Average over horizons=True2024.06 | 0.192 | 0.295 | |
| StationaryForecasting Horizons=96, 192, 336, 720 (averaged)2023.10 | 0.193 | 0.296 | |
| GPT2Horizon=962023.10 | 0.193 | 0.288 | |
| TimesNetYear=20232026.02 | 0.193 | 0.295 | |
| StationaryPrediction lengths={96, 192, 336, 720}2023.02 | 0.193 | 0.296 | |
| DLinearHorizon=962023.10 | 0.195 | 0.292 | |
| PatchTSTH=962025.12 | 0.195 | 0.285 | |
| DLinearH=962025.12 | 0.197 | 0.282 | |
| TEMPOHorizon=1922023.10 | 0.198 | 0.293 | |
| DLinearHorizon (H)=720, Look-back length (L)=5122026.03 | 0.198 | 0.296 | |
| PatchTSTH=1922025.12 | 0.199 | 0.289 | |
| Twins*H=7202025.12 | 0.2 | 0.293 | |
| DLinearH=1922025.12 | 0.2 | 0.285 | |
| TiDEHorizon (H)=720, Look-back length (L)=5122026.03 | 0.2 | 0.298 | |
| TimesNetstrategy=one-for-all, input length=672, output length=962024.02 | 0.201 | 0.303 | |
| PatchTSTH=3362025.12 | 0.203 | 0.319 | |
| DLinearH=3362025.12 | 0.203 | 0.31 | |
| DLinearHorizon=1922023.10 | 0.204 | 0.3 | |
| T5Horizon=1922023.10 | 0.205 | 0.302 | |
| PatchTSTYear=2023, Average over horizons=True2024.06 | 0.205 | 0.29 | |
| GPT2Horizon=1922023.10 | 0.207 | 0.3 | |
| Time-LLMInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20242025.08 | 0.207 | 0.306 | |
| VisionTShyperparameter tuning=true2026.04 | 0.207 | 0.294 |