Long-term time-series forecasting on ETTm1 (test)
0.026MSENLinear
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| NLinearHorizon=962022.05 | 0.026 | 0.122 | |
| Ada-MSHyperPrediction Length=962024.10 | 0.027 | 0.118 | |
| LTSF-LinearHorizon=962022.05 | 0.028 | 0.125 | |
| DLinearHorizon=962022.05 | 0.028 | 0.123 | |
| PatchTSTPrediction Length=962024.10 | 0.029 | 0.126 | |
| FEDformer-fHorizon=962022.05 | 0.033 | 0.14 | |
| FEDformer-wHorizon=962022.05 | 0.036 | 0.149 | |
| NLinearHorizon=1922022.05 | 0.039 | 0.149 | |
| LTSF-LinearHorizon=1922022.05 | 0.043 | 0.154 | |
| DLinearHorizon=1922022.05 | 0.045 | 0.156 | |
| DualformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.047 | 0.161 | |
| PatchTSTLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.048 | 0.163 | |
| iTransformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.048 | 0.163 | |
| LogTransHorizon=962022.05 | 0.049 | 0.171 | |
| FiLMLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.049 | 0.165 | |
| NLinearHorizon=3362022.05 | 0.052 | 0.172 | |
| DLinearLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.053 | 0.168 | |
| AutoformerHorizon=962022.05 | 0.056 | 0.183 | |
| FEDformer-fHorizon=1922022.05 | 0.058 | 0.186 | |
| LTSF-LinearHorizon=3362022.05 | 0.059 | 0.18 | |
| DLinearHorizon=3362022.05 | 0.061 | 0.182 | |
| FreTSLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.066 | 0.196 | |
| FEDformer-wHorizon=1922022.05 | 0.069 | 0.206 | |
| FEDformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.07 | 0.204 | |
| FEDformer-wHorizon=3362022.05 | 0.071 | 0.209 | |
| NLinearHorizon=7202022.05 | 0.073 | 0.207 | |
| AutoformerHorizon=3362022.05 | 0.076 | 0.218 | |
| LTSF-LinearHorizon=7202022.05 | 0.08 | 0.211 | |
| DLinearHorizon=7202022.05 | 0.08 | 0.21 | |
| AutoformerHorizon=1922022.05 | 0.081 | 0.216 | |
| FEDformer-fHorizon=3362022.05 | 0.084 | 0.231 | |
| AutoformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.091 | 0.236 | |
| FEDformer-fHorizon=7202022.05 | 0.102 | 0.25 | |
| FEDformer-wHorizon=7202022.05 | 0.105 | 0.248 | |
| InformerHorizon=962022.05 | 0.109 | 0.277 | |
| AutoformerHorizon=7202022.05 | 0.11 | 0.267 | |
| InformerHorizon=1922022.05 | 0.151 | 0.31 | |
| LogTransHorizon=1922022.05 | 0.157 | 0.317 | |
| Time-LLMHorizon=962025.09 | 0.272 | 0.334 | |
| LogTransHorizon=3362022.05 | 0.289 | 0.459 | |
| Super-LinearHorizon=962025.09 | 0.292 | 0.339 | |
| KooPAh=962025.05 | 0.294 | 0.345 | |
| FlowMixerh=962025.05 | 0.298 | 0.345 | |
| FSMLPForecast length=96, History window=962024.12 | 0.303 | 0.342 | |
| Time-VLMHorizon=962025.09 | 0.304 | 0.346 | |
| BEATPrediction length=96, Historical time step=962025.01 | 0.307 | 0.342 | |
| Time-LLMHorizon=1922025.09 | 0.31 | 0.358 | |
| TimeCMAHorizon=962025.09 | 0.312 | 0.351 | |
| WPMixerPrediction length=96, Historical time step=962025.01 | 0.314 | 0.35 | |
| MFVI Latent ARpred_len=962026.04 | 0.316 | 0.355 | |
| FEDformerh=962025.05 | 0.326 | 0.39 | |
| PatchTSTPrediction Length=962024.05 | 0.329 | 0.367 | |
| TIME-LLMForecasting Horizon (H)=Avg2023.10 | 0.329 | 0.372 | |
| PatchTSTForecast length=96, History window=962024.12 | 0.329 | 0.367 | |
| Time-LLMHorizon=Avg.2025.09 | 0.329 | 0.372 | |
| Super-LinearHorizon=1922025.09 | 0.332 | 0.364 | |
| Time-VLMHorizon=1922025.09 | 0.332 | 0.366 | |
| FlowMixerh=1922025.05 | 0.333 | 0.365 | |
| iTransformerPrediction Length=962024.05 | 0.334 | 0.368 | |
| iTransformerForecast length=96, History window=962024.12 | 0.334 | 0.368 | |
| KooPAh=1922025.05 | 0.337 | 0.378 | |
| TimesNetForecast length=96, History window=962024.12 | 0.338 | 0.375 | |
| FreTSForecast length=96, History window=962024.12 | 0.339 | 0.374 | |
| TimeAlignInput length L=searched from {336, 512, 720}, Forecasting horizons T=averaged over {96, 192, 336, 720}2025.09 | 0.34 | 0.367 | |
| xPatchhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.341 | 0.368 | |
| TSMixer + LIFTBackbone=TSMixer, Plugin=LIFT, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.03 | 0.342 | 0.372 | |
| TEFNPrediction Length=962024.05 | 0.343 | 0.367 | |
| TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.03 | 0.343 | 0.371 | |
| DLinearForecast length=96, History window=962024.12 | 0.345 | 0.372 | |
| DLinearh=962025.05 | 0.345 | 0.372 | |
| FSMLPForecast length=192, History window=962024.12 | 0.347 | 0.368 | |
| TSMixerBackbone=TSMixer, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.03 | 0.347 | 0.375 | |
| TimeMixerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.348 | 0.376 | |
| TVNet2025.09 | 0.348 | 0.379 | |
| CARDhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.35 | 0.368 | |
| TSMixer + CCMBackbone=TSMixer, Plugin=CCM, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.03 | 0.351 | 0.38 | |
| ModernTCN2025.09 | 0.351 | 0.381 | |
| Time-VLMHorizon=Avg.2025.09 | 0.351 | 0.376 | |
| Time-LLMHorizon=3362025.09 | 0.352 | 0.384 | |
| PatchTSThyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.353 | 0.382 | |
| PatchTST2025.09 | 0.353 | 0.382 | |
| CMoSInput length L=searched from {336, 512, 720}, Forecasting horizons T=averaged over {96, 192, 336, 720}2025.09 | 0.354 | 0.378 | |
| Leddam2025.09 | 0.354 | 0.381 | |
| Super-LinearHorizon=Avg.2025.09 | 0.354 | 0.378 | |
| RlinearPrediction Length=962024.05 | 0.355 | 0.376 | |
| TimeMixer2025.09 | 0.355 | 0.38 | |
| DLinear2025.09 | 0.356 | 0.378 | |
| MFVI Latent ARpred_len=1922026.04 | 0.356 | 0.377 | |
| DLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.357 | 0.379 | |
| TimeBase2025.09 | 0.357 | 0.38 | |
| LSTNetpred_len=962026.04 | 0.357 | — | |
| RLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.12 | 0.359 | 0.378 | |
| TimeCMAHorizon=1922025.09 | 0.361 | 0.378 | |
| iTransformer2025.09 | 0.362 | 0.391 | |
| FlowMixerh=3362025.05 | 0.363 | 0.383 | |
| TiDEForecast length=96, History window=962024.12 | 0.364 | 0.387 | |
| Time-VLMHorizon=3362025.09 | 0.364 | 0.383 | |
| FITSForecast length=96, History window=962024.12 | 0.365 | 0.38 | |
| FSMLPForecast length=Avg, History window=962024.12 | 0.365 | 0.382 | |
| FEDformerh=1922025.05 | 0.365 | 0.415 |