Long-term time-series forecasting on ETTh1 (test)
0.053MSENLinear
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| NLinearHorizon=962022.05 | 0.053 | 0.177 | |
| DLinearHorizon=962022.05 | 0.056 | 0.18 | |
| NLinearHorizon=1922022.05 | 0.069 | 0.204 | |
| AutoformerHorizon=962022.05 | 0.071 | 0.206 | |
| DLinearHorizon=1922022.05 | 0.071 | 0.204 | |
| iTransformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.072 | 0.209 | |
| DualformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.073 | 0.209 | |
| PatchTSTLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.074 | 0.211 | |
| FiLMLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.076 | 0.214 | |
| LTSF-LinearHorizon=1922022.05 | 0.078 | 0.212 | |
| FEDformer-fHorizon=962022.05 | 0.079 | 0.215 | |
| FEDformer-wHorizon=962022.05 | 0.08 | 0.214 | |
| NLinearHorizon=7202022.05 | 0.08 | 0.226 | |
| NLinearHorizon=3362022.05 | 0.081 | 0.226 | |
| LTSF-LinearHorizon=3362022.05 | 0.091 | 0.237 | |
| Informer†Prediction Length=242020.12 | 0.092 | 0.246 | |
| InformerPrediction Length=242020.12 | 0.098 | 0.247 | |
| DLinearHorizon=3362022.05 | 0.098 | 0.244 | |
| DLinearLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.098 | 0.24 | |
| FreTSLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.102 | 0.248 | |
| LogTransPrediction Length=242020.12 | 0.103 | 0.259 | |
| FEDformer-fHorizon=1922022.05 | 0.104 | 0.245 | |
| FEDformer-wHorizon=1922022.05 | 0.105 | 0.256 | |
| AutoformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.105 | 0.257 | |
| DeepARPrediction Length=242020.12 | 0.107 | 0.28 | |
| AutoformerHorizon=3362022.05 | 0.107 | 0.258 | |
| ARIMAPrediction Length=242020.12 | 0.108 | 0.284 | |
| LSTMaPrediction Length=242020.12 | 0.114 | 0.272 | |
| AutoformerHorizon=1922022.05 | 0.114 | 0.262 | |
| ProphetPrediction Length=242020.12 | 0.115 | 0.275 | |
| FEDformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.115 | 0.263 | |
| FEDformer-fHorizon=3362022.05 | 0.119 | 0.27 | |
| FEDformer-wHorizon=3362022.05 | 0.12 | 0.269 | |
| AutoformerHorizon=7202022.05 | 0.126 | 0.283 | |
| FEDformer-wHorizon=7202022.05 | 0.127 | 0.28 | |
| FEDformer-fHorizon=7202022.05 | 0.142 | 0.299 | |
| InformerPrediction Length=482020.12 | 0.158 | 0.319 | |
| Informer†Prediction Length=482020.12 | 0.161 | 0.322 | |
| DeepARPrediction Length=482020.12 | 0.162 | 0.327 | |
| LogTransPrediction Length=482020.12 | 0.167 | 0.328 | |
| ProphetPrediction Length=482020.12 | 0.168 | 0.33 | |
| LTSF-LinearHorizon=7202022.05 | 0.172 | 0.34 | |
| ARIMAPrediction Length=482020.12 | 0.175 | 0.424 | |
| InformerPrediction Length=1682020.12 | 0.183 | 0.346 | |
| InformerHorizon=7202022.05 | 0.183 | 0.355 | |
| Informer†Prediction Length=1682020.12 | 0.187 | 0.355 | |
| LTSF-LinearHorizon=962022.05 | 0.189 | 0.359 | |
| DLinearHorizon=7202022.05 | 0.189 | 0.359 | |
| LSTMaPrediction Length=482020.12 | 0.193 | 0.358 | |
| InformerHorizon=962022.05 | 0.193 | 0.377 | |
| InformerHorizon=3362022.05 | 0.202 | 0.381 | |
| LogTransPrediction Length=1682020.12 | 0.207 | 0.375 | |
| Informer†Prediction Length=3362020.12 | 0.215 | 0.369 | |
| InformerHorizon=1922022.05 | 0.217 | 0.395 | |
| InformerPrediction Length=3362020.12 | 0.222 | 0.387 | |
| ReformerPrediction Length=242020.12 | 0.222 | 0.389 | |
| LogTransPrediction Length=3362020.12 | 0.23 | 0.398 | |
| LogTransHorizon=1922022.05 | 0.234 | 0.409 | |
| LSTMaPrediction Length=1682020.12 | 0.236 | 0.392 | |
| DeepARPrediction Length=1682020.12 | 0.239 | 0.422 | |
| Informer†Prediction Length=7202020.12 | 0.257 | 0.421 | |
| InformerPrediction Length=7202020.12 | 0.269 | 0.435 | |
| LogTransPrediction Length=7202020.12 | 0.273 | 0.463 | |
| LogTransHorizon=962022.05 | 0.283 | 0.468 | |
| ReformerPrediction Length=482020.12 | 0.284 | 0.445 | |
| PatchTSTTraining Mode=Fine-tuning, Prediction Horizon=962022.11 | 0.289 | 0.344 | |
| DUETPrediction Horizon=962026.05 | 0.355 | 0.387 | |
| FlowMixerh=962025.05 | 0.358 | 0.39 | |
| BEATPrediction length=96, Historical time step=962025.01 | 0.36 | 0.392 | |
| Time-VLMHorizon=962025.09 | 0.361 | 0.386 | |
| TIME-LLMForecasting Horizon (H)=962023.10 | 0.362 | 0.392 | |
| TIME-LLMHorizon=962023.10 | 0.362 | 0.392 | |
| Time-LLMHorizon=962025.09 | 0.362 | 0.392 | |
| TSCOMPPrediction Horizon=962026.05 | 0.362 | 0.39 | |
| OLinearPrediction Horizon=962026.05 | 0.362 | 0.383 | |
| Super-LinearHorizon=962025.09 | 0.364 | 0.392 | |
| WPMixerPrediction length=96, Historical time step=962025.01 | 0.368 | 0.394 | |
| PatchTSTHorizon=962023.10 | 0.37 | 0.399 | |
| FiLMPrediction Horizon=962022.05 | 0.371 | 0.394 | |
| KooPAh=962025.05 | 0.371 | 0.405 | |
| SegRNNPrediction Horizon=962026.05 | 0.371 | 0.396 | |
| RAFTPrediction Horizon=962026.05 | 0.372 | 0.402 | |
| SparseTSFHorizon=962024.05 | 0.373 | — | |
| TimeCMAHorizon=962025.09 | 0.373 | 0.391 | |
| FreqLiteHorizon (H)=96, Lookback (L)=3362026.05 | 0.373 | 0.395 | |
| TimeMixerPrediction length=96, Historical time step=962025.01 | 0.375 | 0.4 | |
| DLinearHorizon (T)=962022.05 | 0.375 | 0.399 | |
| DLinearHorizon=962023.10 | 0.375 | 0.399 | |
| FEDformerHorizon (T)=962022.05 | 0.376 | 0.419 | |
| FEDformerPrediction Horizon=962022.05 | 0.376 | 0.419 | |
| GPT4TSHorizon=962023.10 | 0.376 | 0.397 | |
| FEDformerh=962025.05 | 0.376 | 0.415 | |
| PatchTST*H=96, Lookback (L)=96, config=4 GB-feasible small config2026.05 | 0.376 | 0.396 | |
| DLinearHorizon (H)=96, Lookback (L)=3362026.05 | 0.376 | 0.398 | |
| FED.Prediction Horizon=962026.05 | 0.377 | 0.416 | |
| VCformerPrediction Length (H)=96, Look-back window (T)=962024.05 | 0.378 | 0.397 | |
| Bi-Mamba+Prediction Length=962024.04 | 0.378 | 0.395 | |
| TimeMixerPrediction Horizon=962026.05 | 0.379 | 0.398 | |
| RLinearHorizon (H)=96, Lookback (L)=3362026.05 | 0.379 | 0.4 | |
| FitsHorizon=962024.05 | 0.38 | — |