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ResearchFormerly WizWand

Long-term time-series forecasting on ETTm1 (test)

0.026MSENLinear
0.012440.103970.19550.28703May 26, 2022Jan 20, 2023Sep 16, 2023May 12, 2024Jan 6, 2025Sep 2, 2025Apr 29, 2026
Updated 5mo ago

Evaluation results

MethodLinks
NLinearHorizon=962022.050.0260.122
Ada-MSHyperPrediction Length=962024.100.0270.118
LTSF-LinearHorizon=962022.050.0280.125
DLinearHorizon=962022.050.0280.123
PatchTSTPrediction Length=962024.100.0290.126
FEDformer-fHorizon=962022.050.0330.14
FEDformer-wHorizon=962022.050.0360.149
NLinearHorizon=1922022.050.0390.149
LTSF-LinearHorizon=1922022.050.0430.154
DLinearHorizon=1922022.050.0450.156
DualformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.0470.161
PatchTSTLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.0480.163
iTransformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.0480.163
LogTransHorizon=962022.050.0490.171
FiLMLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.0490.165
NLinearHorizon=3362022.050.0520.172
DLinearLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.0530.168
AutoformerHorizon=962022.050.0560.183
FEDformer-fHorizon=1922022.050.0580.186
LTSF-LinearHorizon=3362022.050.0590.18
DLinearHorizon=3362022.050.0610.182
FreTSLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.0660.196
FEDformer-wHorizon=1922022.050.0690.206
FEDformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.070.204
FEDformer-wHorizon=3362022.050.0710.209
NLinearHorizon=7202022.050.0730.207
AutoformerHorizon=3362022.050.0760.218
LTSF-LinearHorizon=7202022.050.080.211
DLinearHorizon=7202022.050.080.21
AutoformerHorizon=1922022.050.0810.216
FEDformer-fHorizon=3362022.050.0840.231
AutoformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.010.0910.236
FEDformer-fHorizon=7202022.050.1020.25
FEDformer-wHorizon=7202022.050.1050.248
InformerHorizon=962022.050.1090.277
AutoformerHorizon=7202022.050.110.267
InformerHorizon=1922022.050.1510.31
LogTransHorizon=1922022.050.1570.317
Time-LLMHorizon=962025.090.2720.334
LogTransHorizon=3362022.050.2890.459
Super-LinearHorizon=962025.090.2920.339
KooPAh=962025.050.2940.345
FlowMixerh=962025.050.2980.345
FSMLPForecast length=96, History window=962024.120.3030.342
Time-VLMHorizon=962025.090.3040.346
BEATPrediction length=96, Historical time step=962025.010.3070.342
Time-LLMHorizon=1922025.090.310.358
TimeCMAHorizon=962025.090.3120.351
WPMixerPrediction length=96, Historical time step=962025.010.3140.35
MFVI Latent ARpred_len=962026.040.3160.355
FEDformerh=962025.050.3260.39
PatchTSTPrediction Length=962024.050.3290.367
TIME-LLMForecasting Horizon (H)=Avg2023.100.3290.372
PatchTSTForecast length=96, History window=962024.120.3290.367
Time-LLMHorizon=Avg.2025.090.3290.372
Super-LinearHorizon=1922025.090.3320.364
Time-VLMHorizon=1922025.090.3320.366
FlowMixerh=1922025.050.3330.365
iTransformerPrediction Length=962024.050.3340.368
iTransformerForecast length=96, History window=962024.120.3340.368
KooPAh=1922025.050.3370.378
TimesNetForecast length=96, History window=962024.120.3380.375
FreTSForecast length=96, History window=962024.120.3390.374
TimeAlignInput length L=searched from {336, 512, 720}, Forecasting horizons T=averaged over {96, 192, 336, 720}2025.090.340.367
xPatchhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.3410.368
TSMixer + LIFTBackbone=TSMixer, Plugin=LIFT, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.3420.372
TEFNPrediction Length=962024.050.3430.367
TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.3430.371
DLinearForecast length=96, History window=962024.120.3450.372
DLinearh=962025.050.3450.372
FSMLPForecast length=192, History window=962024.120.3470.368
TSMixerBackbone=TSMixer, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.3470.375
TimeMixerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.3480.376
TVNet2025.090.3480.379
CARDhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.350.368
TSMixer + CCMBackbone=TSMixer, Plugin=CCM, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.3510.38
ModernTCN2025.090.3510.381
Time-VLMHorizon=Avg.2025.090.3510.376
Time-LLMHorizon=3362025.090.3520.384
PatchTSThyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.3530.382
PatchTST2025.090.3530.382
CMoSInput length L=searched from {336, 512, 720}, Forecasting horizons T=averaged over {96, 192, 336, 720}2025.090.3540.378
Leddam2025.090.3540.381
Super-LinearHorizon=Avg.2025.090.3540.378
RlinearPrediction Length=962024.050.3550.376
TimeMixer2025.090.3550.38
DLinear2025.090.3560.378
MFVI Latent ARpred_len=1922026.040.3560.377
DLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.3570.379
TimeBase2025.090.3570.38
LSTNetpred_len=962026.040.357—
RLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.3590.378
TimeCMAHorizon=1922025.090.3610.378
iTransformer2025.090.3620.391
FlowMixerh=3362025.050.3630.383
TiDEForecast length=96, History window=962024.120.3640.387
Time-VLMHorizon=3362025.090.3640.383
FITSForecast length=96, History window=962024.120.3650.38
FSMLPForecast length=Avg, History window=962024.120.3650.382
FEDformerh=1922025.050.3650.415