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Long-term Time Series Forecasting on ETTh2

0.079MSESCNN
0.068520.139260.210.28074May 22, 2023Nov 23, 2023May 26, 2024Nov 27, 2024May 31, 2025Dec 2, 2025Jun 6, 2026

Evaluation results

MethodLinks
SCNNPrediction length=32023.050.0790.177———————
CrossformerPrediction length=32023.050.0790.176———————
PatchTSTPrediction length=32023.050.0810.178———————
iTransformerPrediction length=32023.050.0880.193———————
TriformerPrediction length=32023.050.1040.209———————
DLinearPrediction length=32023.050.1090.213———————
TimesNetPrediction length=32023.050.1190.232———————
SCNNPrediction length=242023.050.1630.253———————
PatchTSTPrediction length=242023.050.1760.264———————
DLinearPrediction length=242023.050.1790.266———————
CrossformerPrediction length=242023.050.180.271———————
iTransformerPrediction length=242023.050.1870.278———————
TriformerPrediction length=242023.050.1930.279———————
AutoformerPrediction length=32023.050.2030.31———————
TimesNetPrediction length=242023.050.210.301———————
Variable-Invariant Two-Dimensional State Space ModelPrediction Length=962026.030.2570.329———————
PatchTSTHorizon (H)=96, Look-back length (L)=5122026.030.2630.34———————
PatchDecompHorizon (H)=96, Look-back length (L)=5122026.030.2640.339———————
IdealTSFH=962025.120.270.342———————
TimeMachinePrediction Length (T)=96, Input sequence length (L)=962024.030.2750.334———————
TiDEHorizon (H)=96, Look-back length (L)=5122026.030.2750.351———————
-Mixer++H=962025.120.2760.328———————
FRWKV+Horizon=962026.050.2780.327———————
CVAformerForecasting Horizon=96, Input Sequence Length=962026.060.2810.331———————
DPWMixerInput length (L)=96, Prediction horizon (T)=96, Model Year=Ours2025.110.2820.326———————
iTransformerInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.110.2860.338———————
SCNNPrediction length=962023.050.2890.34———————
DLinearPrediction length=962023.050.2890.34———————
TimeMixerInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.110.2890.342———————
iTransformer + ReGuiderPredict length (T)=96, Historical input length (L)=96, ReGuider integration=true2026.030.2890.343———————
-KANH=962025.120.290.34———————
Twins*H=962025.120.2920.345———————
PatchTSTPrediction length=962023.050.2940.345———————
MP-FormerHorizon=962026.050.2940.342———————
SAM*H=962025.120.2950.358———————
UniTimeHorizon=962026.050.2960.345———————
iTransformerPrediction Length=96, Evaluation Protocol=full-shot2023.100.2970.349———————
iTransformerPrediction Length (T)=96, Input sequence length (L)=962024.030.2970.349———————
iTrans*H=962025.120.2970.349———————
iTransformerPredict length (T)=96, Historical input length (L)=96, ReGuider integration=false2026.030.2970.349———————
iTransformerHorizon=962026.050.2970.349———————
TEMPOHorizon=962023.100.3010.353———————
TEMPOPrediction Length=96, Evaluation Protocol=zero-shot2023.100.3010.351———————
PatchTSTPrediction Length=96, Evaluation Protocol=full-shot2023.100.3020.348———————
PatchTSTH=962025.120.3020.348———————
TriformerPrediction length=962023.050.3050.351———————
iTransformerPrediction length=962023.050.3060.356———————
PhaseFormerHorizon=962026.050.3060.356———————
TimeXerInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.110.3080.355———————
PatchTSTHorizon=962026.050.3120.358———————
Variable-Invariant Two-Dimensional State Space ModelPrediction Length=Avg2026.030.3130.372———————
FITSInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.110.3140.359———————
TimesnetHorizon=962023.100.3150.362———————
PatchDecompHorizon (H)=192, Look-back length (L)=5122026.030.3160.374———————
Peri-midFormerForecast lengths={96, 192, 336, 720}, Look-back window=5122024.110.3170.377———————
F-LLMYear=2024, Prediction Lengths=96, 192, 336, 720 (Avg)2026.020.3170.367———————
AutoformerPrediction length=242023.050.3180.393———————
xPatchLookback window (L)=96, Prediction lengths (T)={96, 192, 336, 720}2024.120.3190.361———————
GPT2Horizon=962023.100.320.363———————
PATCHTSTL=AVG2026.050.3240.381———————
PATCHTSTPrediction Length (O)=AVG2026.050.3240.381———————
IdealTSFH=1922025.120.3250.378———————
TiDEHorizon (H)=192, Look-back length (L)=5122026.030.3250.384———————
LVICLYear=20262026.020.3260.376———————
ReNFprediction lengths=4, random seeds=52025.090.3270.38——————99
ReNFAveraged prediction lengths={96, 192, 336, 720}2025.090.3270.379———————
CrossformerPrediction length=962023.050.3280.376———————
T5Horizon=962023.100.3280.366———————
TSLANetForecast lengths={96, 192, 336, 720}, Look-back window=5122024.110.3280.385———————
DEFORM**L=AVG2026.050.3280.377———————
PatchTSTForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.330.379———————
PatchTSTMethod category=Transformer-based, Input sequence length=512, Predictive lengths={96, 192, 336, 720}2025.110.330.379———————
PatchTSTYear=20232026.020.330.379———————
DLinearPrediction Length=96, Evaluation Protocol=full-shot2023.100.3330.387———————
FITSForecast lengths={96, 192, 336, 720}, Look-back window=5122024.110.3330.382———————
DLinearH=962025.120.3330.387———————
TimeMixer++Year=20252026.020.3330.371———————
DLinearHorizon=962026.050.3330.387———————
TIME-LLMForecasting Horizons=96, 192, 336, 720 (averaged)2023.100.3340.383———————
DLinearHorizon=962023.100.3340.389———————
Time-LLMForecast lengths={96, 192, 336, 720}, Look-back window=5122024.110.3340.383———————
FiCoTSMethod category=LLM-based, Input sequence length=512, Predictive lengths={96, 192, 336, 720}2025.110.3350.385———————
AutoformerHorizon (H)=336, Look-back length (L)=5122026.030.3360.404———————
DUETAveraged prediction lengths={96, 192, 336, 720}2025.090.3360.385———————
PaP-NFPrediction Horizon (H)=962026.050.3370.368———————
SimpleTMYear=20252026.020.3380.374———————
PESD-TSFL=AVG2026.050.3390.378———————
PESD-TSFPrediction Length (O)=AVG2026.050.3390.378———————
TimesNetPrediction length=962023.050.340.379———————
TimesNetPrediction Length=96, Evaluation Protocol=full-shot2023.100.340.374———————
SAM*H=1922025.120.340.386———————
TimesNetInput length (L)=96, Prediction horizon (T)=96, Model Year=20232025.110.340.374———————
DLinearInput length (L)=96, Prediction horizon (T)=96, Model Year=20232025.110.340.394———————
TIME-LLMParameters (M)=6.46, Memory (MiB)=39072026.030.340.38———————
TESTParameters (M)=2.00, Memory (MiB)=7012026.030.340.38———————
ETSformerPrediction Horizon (H)=962026.050.340.391———————
TimesNetPrediction Horizon (H)=962026.050.340.374———————
MOIRAISmallInference Mode=Zero-shot, Averaged Prediction Lengths={96, 192, 336, 720}2024.020.3410.379———————
TimeVLMMethod category=LLM-based, Input sequence length=512, Predictive lengths={96, 192, 336, 720}2025.110.3410.391———————
PatchDecompHorizon (H)=336, Look-back length (L)=5122026.030.3410.395———————