Long-term Time Series Forecasting on ETTm2
0.042MSESCNN
Evaluation results
| Method | Links | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCNNPrediction length=32023.05 | 0.042 | 0.119 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction length=32023.05 | 0.042 | 0.12 | — | — | — | — | — | — | — | — | — | — | |
| CrossformerPrediction length=32023.05 | 0.042 | 0.12 | — | — | — | — | — | — | — | — | — | — | |
| iTransformerPrediction length=32023.05 | 0.044 | 0.127 | — | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction length=32023.05 | 0.044 | 0.125 | — | — | — | — | — | — | — | — | — | — | |
| TimesNetPrediction length=32023.05 | 0.051 | 0.143 | — | — | — | — | — | — | — | — | — | — | |
| TriformerPrediction length=32023.05 | 0.056 | 0.143 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction length=242023.05 | 0.093 | 0.191 | — | — | — | — | — | — | — | — | — | — | |
| SCNNPrediction length=242023.05 | 0.095 | 0.192 | — | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction length=242023.05 | 0.095 | 0.194 | — | — | — | — | — | — | — | — | — | — | |
| CrossformerPrediction length=242023.05 | 0.098 | 0.197 | — | — | — | — | — | — | — | — | — | — | |
| TriformerPrediction length=242023.05 | 0.102 | 0.201 | — | — | — | — | — | — | — | — | — | — | |
| iTransformerPrediction length=242023.05 | 0.104 | 0.207 | — | — | — | — | — | — | — | — | — | — | |
| TimesNetPrediction length=242023.05 | 0.108 | 0.21 | — | — | — | — | — | — | — | — | — | — | |
| AutoformerPrediction length=32023.05 | 0.12 | 0.234 | — | — | — | — | — | — | — | — | — | — | |
| AutoformerPrediction length=242023.05 | 0.151 | 0.262 | — | — | — | — | — | — | — | — | — | — | |
| IdealTSFH=962025.12 | 0.157 | 0.238 | — | — | — | — | — | — | — | — | — | — | |
| SCNNPrediction length=962023.05 | 0.163 | 0.25 | — | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction length=962023.05 | 0.163 | 0.252 | — | — | — | — | — | — | — | — | — | — | |
| FITSHorizon=962024.05 | 0.164 | — | — | — | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon=96, w=42024.05 | 0.165 | — | — | — | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon=962024.10 | 0.165 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon=962024.05 | 0.166 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=96, Look-back length (L)=5122026.03 | 0.166 | 0.259 | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon=962024.05 | 0.167 | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon (H)=96, Look-back length (L)=5122026.03 | 0.168 | 0.265 | — | — | — | — | — | — | — | — | — | — | |
| PatchTST + ReGuiderPredict length (T)=96, Historical input length (L)=96, ReGuider integration=true2026.03 | 0.168 | 0.248 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction length=962023.05 | 0.169 | 0.261 | — | — | — | — | — | — | — | — | — | — | |
| DPWMixerInput length (L)=96, Prediction horizon (T)=96, Model Year=Ours2025.11 | 0.169 | 0.255 | — | — | — | — | — | — | — | — | — | — | |
| Variable-Invariant Two-Dimensional State Space ModelPrediction Length=962026.03 | 0.169 | 0.259 | — | — | — | — | — | — | — | — | — | — | |
| ChimeraPrediction Length=962026.03 | 0.169 | 0.265 | — | — | — | — | — | — | — | — | — | — | |
| -Mixer++H=962025.12 | 0.17 | 0.245 | — | — | — | — | — | — | — | — | — | — | |
| TimeXerInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.11 | 0.171 | 0.256 | — | — | — | — | — | — | — | — | — | — | |
| FRWKV+Horizon=962026.05 | 0.171 | 0.249 | — | — | — | — | — | — | — | — | — | — | |
| CVAformerForecasting Horizon=96, Input Sequence Length=962026.06 | 0.171 | 0.249 | — | — | — | — | — | — | — | — | — | — | |
| TriformerPrediction length=962023.05 | 0.173 | 0.26 | — | — | — | — | — | — | — | — | — | — | |
| Twins*H=962025.12 | 0.173 | 0.256 | — | — | — | — | — | — | — | — | — | — | |
| -KANH=962025.12 | 0.174 | 0.255 | — | — | — | — | — | — | — | — | — | — | |
| TimeMachinePrediction Length (T)=96, Input sequence length (L)=962024.03 | 0.175 | 0.256 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTH=962025.12 | 0.175 | 0.218 | — | — | — | — | — | — | — | — | — | — | |
| TimeMixerInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.11 | 0.175 | 0.258 | — | — | — | — | — | — | — | — | — | — | |
| PaP-NFPrediction Horizon (H)=962026.05 | 0.176 | 0.283 | — | — | — | — | — | — | — | — | — | — | |
| CrossformerPrediction length=962023.05 | 0.177 | 0.264 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon=962026.05 | 0.177 | 0.26 | — | — | — | — | — | — | — | — | — | — | |
| iTransformerPrediction Length (T)=96, Input sequence length (L)=962024.03 | 0.18 | 0.264 | — | — | — | — | — | — | — | — | — | — | |
| iTrans*H=962025.12 | 0.18 | 0.264 | — | — | — | — | — | — | — | — | — | — | |
| iTransformerInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.11 | 0.18 | 0.264 | — | — | — | — | — | — | — | — | — | — | |
| iTransformerHorizon=962026.05 | 0.18 | 0.264 | — | — | — | — | — | — | — | — | — | — | |
| MP-FormerHorizon=962026.05 | 0.18 | 0.264 | — | — | — | — | — | — | — | — | — | — | |
| SAM*H=962025.12 | 0.181 | 0.274 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTInput length (L)=96, Prediction horizon (T)=96, Model Year=20232025.11 | 0.183 | 0.27 | — | — | — | — | — | — | — | — | — | — | |
| UniTimeHorizon=962026.05 | 0.183 | 0.266 | — | — | — | — | — | — | — | — | — | — | |
| UniTimeHorizon=3362026.05 | 0.183 | 0.266 | — | — | — | — | — | — | — | — | — | — | |
| PhaseFormerHorizon=962026.05 | 0.183 | 0.267 | — | — | — | — | — | — | — | — | — | — | |
| FITSInput length (L)=96, Prediction horizon (T)=96, Model Year=20242025.11 | 0.184 | 0.268 | — | — | — | — | — | — | — | — | — | — | |
| TEMPOHorizon=962023.10 | 0.185 | 0.267 | — | — | — | — | — | — | — | — | — | — | |
| TimesNetHorizon=962024.05 | 0.187 | — | — | — | — | — | — | — | — | — | — | — | |
| TimesNetInput length (L)=96, Prediction horizon (T)=96, Model Year=20232025.11 | 0.187 | 0.267 | — | — | — | — | — | — | — | — | — | — | |
| TimesNetPrediction Horizon (H)=962026.05 | 0.187 | 0.267 | — | — | — | — | — | — | — | — | — | — | |
| iTransformerPrediction length=962023.05 | 0.188 | 0.274 | — | — | — | — | — | — | — | — | — | — | |
| ETSformerPrediction Horizon (H)=962026.05 | 0.189 | 0.28 | — | — | — | — | — | — | — | — | — | — | |
| T5Horizon=962023.10 | 0.19 | 0.268 | — | — | — | — | — | — | — | — | — | — | |
| TimesNetPrediction length=962023.05 | 0.192 | 0.278 | — | — | — | — | — | — | — | — | — | — | |
| StationaryPrediction Horizon (H)=962026.05 | 0.192 | 0.274 | — | — | — | — | — | — | — | — | — | — | |
| GPT2Horizon=962023.10 | 0.193 | 0.273 | — | — | — | — | — | — | — | — | — | — | |
| DLinearH=962025.12 | 0.193 | 0.255 | — | — | — | — | — | — | — | — | — | — | |
| DLinearInput length (L)=96, Prediction horizon (T)=96, Model Year=20232025.11 | 0.193 | 0.286 | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon=962026.05 | 0.193 | 0.292 | — | — | — | — | — | — | — | — | — | — | |
| FreTSHorizon=962026.05 | 0.196 | 0.287 | — | — | — | — | — | — | — | — | — | — | |
| TimesnetHorizon=962023.10 | 0.202 | 0.29 | — | — | — | — | — | — | — | — | — | — | |
| IdealTSFH=1922025.12 | 0.202 | 0.275 | — | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon=962024.05 | 0.203 | — | — | — | — | — | — | — | — | — | — | — | |
| FEDformerInput length (L)=96, Prediction horizon (T)=96, Model Year=20222025.11 | 0.203 | 0.287 | — | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Horizon (H)=962026.05 | 0.203 | 0.287 | — | — | — | — | — | — | — | — | — | — | |
| LightTSPrediction Horizon (H)=962026.05 | 0.209 | 0.308 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=192, Look-back length (L)=5122026.03 | 0.215 | 0.294 | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon (H)=192, Look-back length (L)=5122026.03 | 0.215 | 0.297 | — | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction length=1922023.05 | 0.217 | 0.288 | — | — | — | — | — | — | — | — | — | — | |
| FITSHorizon=1922024.05 | 0.217 | — | — | — | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon=192, w=42024.05 | 0.218 | — | — | — | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon=1922024.10 | 0.218 | — | — | — | — | — | — | — | — | — | — | — | |
| SCNNPrediction length=1922023.05 | 0.221 | 0.292 | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon=1922024.05 | 0.221 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon=1922024.05 | 0.223 | — | — | — | — | — | — | — | — | — | — | — | |
| -Mixer++H=1922025.12 | 0.229 | 0.291 | — | — | — | — | — | — | — | — | — | — | |
| AutoformerPrediction length=962023.05 | 0.231 | 0.317 | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction length=1922023.05 | 0.231 | 0.3 | — | — | — | — | — | — | — | — | — | — | |
| CrossformerPrediction length=1922023.05 | 0.231 | 0.303 | — | — | — | — | — | — | — | — | — | — | |
| DPWMixerInput length (L)=96, Prediction horizon (T)=192, Model Year=Ours2025.11 | 0.232 | 0.297 | — | — | — | — | — | — | — | — | — | — | |
| SAM*H=1922025.12 | 0.233 | 0.306 | — | — | — | — | — | — | — | — | — | — | |
| FRWKV+Horizon=1922026.05 | 0.233 | 0.291 | — | — | — | — | — | — | — | — | — | — | |
| TriformerPrediction length=1922023.05 | 0.234 | 0.3 | — | — | — | — | — | — | — | — | — | — | |
| F-LLMYear=20242026.02 | 0.234 | 0.3 | — | — | — | — | — | — | — | — | — | — | |
| DGFBackbone=Moirai-base2026.06 | 0.234 | 0.29 | — | — | — | — | — | — | — | — | — | — | |
| TimeMixerInput length (L)=96, Prediction horizon (T)=192, Model Year=20242025.11 | 0.237 | 0.299 | — | — | — | — | — | — | — | — | — | — | |
| TimeXerInput length (L)=96, Prediction horizon (T)=192, Model Year=20242025.11 | 0.237 | 0.299 | — | — | — | — | — | — | — | — | — | — | |
| PaP-NFPrediction Horizon (H)=1922026.05 | 0.237 | 0.3 | — | — | — | — | — | — | — | — | — | — | |
| DGFBackbone=Moirai-small2026.06 | 0.238 | 0.292 | — | — | — | — | — | — | — | — | — | — | |
| Twins*H=1922025.12 | 0.239 | 0.3 | — | — | — | — | — | — | — | — | — | — | |
| -KANH=1922025.12 | 0.239 | 0.299 | — | — | — | — | — | — | — | — | — | — |