Long-term time-series forecasting on ECL (test)
0.133MSEFSMLP
Evaluation results
| Method | Links | ||
|---|---|---|---|
| FSMLPForecast length=96, History window=962024.12 | 0.133 | 0.226 | |
| MFVI Latent ARpred_len=962026.04 | 0.143 | 0.236 | |
| iTransformerPrediction length=96, Historical time step=962025.01 | 0.148 | 0.24 | |
| iTransformerPrediction Length=962024.05 | 0.148 | 0.24 | |
| BEATPrediction length=96, Historical time step=962025.01 | 0.149 | 0.24 | |
| LSTNetpred_len=962026.04 | 0.15 | — | |
| MFVI Latent ARpred_len=1922026.04 | 0.156 | 0.246 | |
| FSMLPForecast length=Avg, History window=962024.12 | 0.159 | 0.252 | |
| QDFInput length=96, Forecast horizons=T=96, 192, 336, 720, Underlying forecast model=TQNet2025.10 | 0.165 | 0.257 | |
| L_Harm, lpBackbone=iTransformer, Publication Year=20252025.12 | 0.17 | 0.26 | |
| LSTNetpred_len=1922026.04 | 0.17 | — | |
| FreDFPublication Year=20252025.12 | 0.171 | 0.26 | |
| DistDFInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.172 | 0.267 | |
| TQNetInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.175 | 0.265 | |
| iTransformerPublication Year=20242025.12 | 0.176 | 0.267 | |
| TimeBridgeInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.176 | 0.271 | |
| iTransformerInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.179 | 0.27 | |
| iTransformerInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.179 | 0.27 | |
| CrossformerForecast length=Avg, History window=962024.12 | 0.182 | 0.279 | |
| FredformerInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.191 | 0.284 | |
| FredformerInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.191 | 0.284 | |
| MICNInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.192 | 0.302 | |
| MICNInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.192 | 0.302 | |
| PatchTSTInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.195 | 0.286 | |
| PatchTSTInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.195 | 0.286 | |
| TEFNPrediction Length=962024.05 | 0.197 | 0.273 | |
| PDFInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.198 | 0.281 | |
| FreTSInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.199 | 0.288 | |
| FreTSInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.199 | 0.288 | |
| DeepARPrediction Length=482020.12 | 0.204 | 0.357 | |
| PatchTSTPublication Year=20232025.12 | 0.208 | 0.296 | |
| FreTSPublication Year=20232025.12 | 0.21 | 0.299 | |
| TimesNetInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.212 | 0.306 | |
| DLinearInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.212 | 0.301 | |
| TimesNetInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.212 | 0.306 | |
| DLinearInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.212 | 0.301 | |
| TimesNetPublication Year=20232025.12 | 0.214 | 0.31 | |
| TEFNPrediction Length=Avg2024.05 | 0.215 | 0.292 | |
| TiDEInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.10 | 0.215 | 0.292 | |
| TiDEInput length=96, Forecast horizons=T=96, 192, 336, 7202025.10 | 0.215 | 0.292 | |
| MICNPublication Year=20232025.12 | 0.216 | 0.326 | |
| FEDformerPublication Year=20222025.12 | 0.232 | 0.341 | |
| Informer†Prediction Length=482020.12 | 0.238 | 0.368 | |
| InformerPrediction Length=482020.12 | 0.239 | 0.359 | |
| TimeMixerPublication Year=20242025.12 | 0.243 | 0.347 | |
| TSMixerPublication Year=20232025.12 | 0.243 | 0.347 | |
| AutoformerPublication Year=20212025.12 | 0.253 | 0.356 | |
| DLinearPublication Year=20232025.12 | 0.266 | 0.362 | |
| LogTransPrediction Length=482020.12 | 0.28 | 0.429 | |
| LSTM-ARpred_len=962026.04 | 0.285 | — | |
| DeepVARpred_len=962026.04 | 0.314 | — | |
| DeepARPrediction Length=1682020.12 | 0.315 | 0.436 | |
| PyraformerPublication Year=20232025.12 | 0.322 | 0.406 | |
| LSTM-ARpred_len=1922026.04 | 0.368 | — | |
| DeepVARpred_len=1922026.04 | 0.413 | — | |
| DeepARPrediction Length=3362020.12 | 0.414 | 0.519 | |
| Informer†Prediction Length=1682020.12 | 0.442 | 0.514 | |
| InformerPrediction Length=1682020.12 | 0.447 | 0.503 | |
| LogTransPrediction Length=1682020.12 | 0.454 | 0.529 | |
| InformerPrediction Length=3362020.12 | 0.489 | 0.528 | |
| LSTMaPrediction Length=482020.12 | 0.493 | 0.539 | |
| Informer†Prediction Length=3362020.12 | 0.501 | 0.552 | |
| LogTransPrediction Length=3362020.12 | 0.514 | 0.563 | |
| ProphetPrediction Length=482020.12 | 0.524 | 0.595 | |
| InformerPrediction Length=7202020.12 | 0.54 | 0.571 | |
| Informer†Prediction Length=7202020.12 | 0.543 | 0.578 | |
| LogTransPrediction Length=7202020.12 | 0.558 | 0.609 | |
| DeepARPrediction Length=7202020.12 | 0.563 | 0.595 | |
| InformerPrediction Length=9602020.12 | 0.582 | 0.608 | |
| Informer†Prediction Length=9602020.12 | 0.594 | 0.638 | |
| LogTransPrediction Length=9602020.12 | 0.624 | 0.645 | |
| DeepARPrediction Length=9602020.12 | 0.657 | 0.683 | |
| LSTMaPrediction Length=1682020.12 | 0.723 | 0.655 | |
| ARIMAPrediction Length=482020.12 | 0.879 | 0.764 | |
| ReformerPrediction Length=482020.12 | 0.971 | 0.884 | |
| ARIMAPrediction Length=1682020.12 | 1.032 | 0.833 | |
| ARIMAPrediction Length=3362020.12 | 1.136 | 0.876 | |
| LSTMaPrediction Length=3362020.12 | 1.212 | 0.898 | |
| ARIMAPrediction Length=7202020.12 | 1.251 | 0.933 | |
| ARIMAPrediction Length=9602020.12 | 1.37 | 0.982 | |
| LSTMaPrediction Length=7202020.12 | 1.511 | 0.966 | |
| LSTMaPrediction Length=9602020.12 | 1.545 | 1.006 | |
| ReformerPrediction Length=1682020.12 | 1.671 | 1.587 | |
| ProphetPrediction Length=3362020.12 | 2.246 | 3.077 | |
| ProphetPrediction Length=1682020.12 | 2.725 | 1.273 | |
| ReformerPrediction Length=3362020.12 | 3.528 | 2.196 | |
| ProphetPrediction Length=7202020.12 | 4.243 | 1.415 | |
| ReformerPrediction Length=7202020.12 | 4.891 | 4.047 | |
| ProphetPrediction Length=9602020.12 | 6.901 | 4.264 | |
| ReformerPrediction Length=9602020.12 | 7.019 | 5.105 |