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ResearchFormerly WizWand

Long-term Time Series Forecasting on ECL

0.126MSEIdealTSF
0.122760.144630.16650.18837Feb 23, 2023Sep 7, 2023Mar 21, 2024Oct 3, 2024Apr 17, 2025Oct 30, 2025May 15, 2026
Updated 5mo ago

Evaluation results

MethodLinks
IdealTSFH=962025.120.1260.228
Variable-Invariant Two-Dimensional State Space ModelPrediction Length=962026.030.1270.223
-Mixer++H=962025.120.1350.222
Twins*H=962025.120.1390.233
DLinearHorizon (H)=96, Look-back length (L)=5122026.030.140.236
TiDEHorizon (H)=96, Look-back length (L)=5122026.030.1410.237
IdealTSFH=1922025.120.1450.237
-Mixer++H=1922025.120.1470.235
iTrans*H=962025.120.1480.24
F-LLMYear=20242026.020.1480.24
DLinearHorizon (H)=192, Look-back length (L)=5122026.030.1490.245
TiDEHorizon (H)=192, Look-back length (L)=5122026.030.1490.246
TIMEBRIDGEPrediction Length (O)=AVG2026.050.1490.245
PESD-TSFPrediction Length (O)=AVG2026.050.150.244
vLinear2026.010.1530.245
ChimeraAverage over horizons=True2024.060.1540.249
SAM*H=962025.120.1550.252
TCNYear=2024, Average over horizons=True2024.060.1560.253
TimeMixerhyperparameter tuning=true2026.040.1560.247
TIME-LLMForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.1580.252
Twins*H=1922025.120.1580.252
LVICLYear=20262026.020.1580.248
SimpleTMYear=20252026.020.1580.248
TiDEHorizon (H)=336, Look-back length (L)=5122026.030.1580.258
Variable-Invariant Two-Dimensional State Space ModelPrediction Length=Avg2026.030.1580.254
AutoTimesstrategy=one-for-all, context length=6722024.020.1590.253
OLinear2026.010.1590.248
AutoTimesYear=20242026.020.1590.253
TimeLLMYear=20242026.020.1590.253
PatchTSTYear=20232026.020.1590.253
WPMixerhyperparameter tuning=true2026.040.1590.251
PatchTSThyperparameter tuning=true2026.040.1590.253
DLinearHorizon (H)=336, Look-back length (L)=5122026.030.160.261
PatchTSTForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.1610.252
TimeMixer++Year=20252026.020.1610.248
PatchTSTPrediction lengths={96, 192, 336, 720}2023.020.1610.253
SE-LLMInput length=672, Forecast horizon={96, 192, 336, 720}2025.080.1610.255
TQNetInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.080.1610.259
-KANH=1922025.120.1620.253
iTrans*H=1922025.120.1620.253
IdealTSFH=3362025.120.1630.263
TimeMixer++Input length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.080.1630.257
iTransformerhyperparameter tuning=true2026.040.1630.258
iTrans.strategy=one-for-all, input length=672, output length=962024.020.1640.258
-Mixer++H=3362025.120.1640.245
iTransFormerInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20242025.080.1640.258
DLinearstrategy=one-for-all, input length=672, output length=962024.020.1650.265
TimeMixer++2026.010.1650.253
TriTShyperparameter tuning=true2026.040.1650.252
DLinearForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.1660.263
DLinearPrediction lengths={96, 192, 336, 720}2023.020.1660.263
GPT4TSForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.1670.263
-KANH=3362025.120.1670.269
iTrans*H=3362025.120.1670.269
FPTYear=20232026.020.1670.263
GPT2(6)Prediction lengths={96, 192, 336, 720}2023.020.1670.263
SAM*H=1922025.120.1680.263
PatchTSTstrategy=one-for-all, input length=672, output length=962024.020.1690.268
TSM2Year=2024, Average over horizons=True2024.060.169—
Twins*H=3362025.120.1720.267
LLM-TSInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.080.1730.266
AutoTimes-GPT2Input length=672, Forecast horizon={96, 192, 336, 720}, Year=20242025.080.1730.268
-KANH=962025.120.1740.255
iTransformerYear=20242026.020.1770.268
DLinearYear=20232026.020.1770.274
TEMPOHorizon=962023.100.1780.276
iTransformerYear=2024, Average over horizons=True2024.060.1780.27
TimeLLMstrategy=one-for-all, input length=672, output length=962024.020.1810.288
VisionTS++hyperparameter tuning=true2026.040.1810.264
SAM*H=3362025.120.1830.277
FPTstrategy=one-for-all, input length=672, output length=962024.020.1840.284
T5Horizon=962023.100.1850.282
SimbaYear=2024, Average over horizons=True2024.060.1850.274
Time-CMAInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20252025.080.1850.287
IdealTSFH=7202025.120.1890.281
TimesNetForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.1920.295
TimesNetPrediction lengths={96, 192, 336, 720}2023.020.1920.295
TimesNetYear=2023, Average over horizons=True2024.060.1920.295
StationaryForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.1930.296
GPT2Horizon=962023.100.1930.288
TimesNetYear=20232026.020.1930.295
StationaryPrediction lengths={96, 192, 336, 720}2023.020.1930.296
DLinearHorizon=962023.100.1950.292
PatchTSTH=962025.120.1950.285
DLinearH=962025.120.1970.282
TEMPOHorizon=1922023.100.1980.293
DLinearHorizon (H)=720, Look-back length (L)=5122026.030.1980.296
PatchTSTH=1922025.120.1990.289
Twins*H=7202025.120.20.293
DLinearH=1922025.120.20.285
TiDEHorizon (H)=720, Look-back length (L)=5122026.030.20.298
TimesNetstrategy=one-for-all, input length=672, output length=962024.020.2010.303
PatchTSTH=3362025.120.2030.319
DLinearH=3362025.120.2030.31
DLinearHorizon=1922023.100.2040.3
T5Horizon=1922023.100.2050.302
PatchTSTYear=2023, Average over horizons=True2024.060.2050.29
GPT2Horizon=1922023.100.2070.3
Time-LLMInput length=672, Forecast horizon={96, 192, 336, 720}, Year=20242025.080.2070.306
VisionTShyperparameter tuning=true2026.040.2070.294