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Long-term time-series forecasting on ETTm2 (test)

0.159MSEFlowMixer
0.152720.195110.23750.27989Oct 3, 2023Mar 12, 2024Aug 21, 2024Jan 30, 2025Jul 11, 2025Dec 20, 2025May 31, 2026

Evaluation results

MethodLinks
FlowMixerh=962025.050.1590.252
Time-VLMHorizon=962025.090.160.25
Time-LLMHorizon=962025.090.1610.253
BEATPrediction length=96, Historical time step=962025.010.1640.245
Super-LinearHorizon=962025.090.1640.25
FreqLiteHorizon (H)=96, Lookback (L)=3362026.050.1640.253
FSMLPForecast length=96, History window=962024.120.1660.247
KooPAh=962025.050.1710.254
TimeCMAHorizon=962025.090.1730.258
MFVI Latent ARpred_len=962026.040.1760.258
N-HITSh=962025.050.1760.255
FEDformerh=962025.050.180.271
FreqLiteH=96, Lookback (L)=962026.050.1820.264
LSTNetpred_len=962026.040.186—
DLinearh=962025.050.1920.282
Autoformerh=962025.050.2050.293
FlowMixerh=1922025.050.2110.29
Time-VLMHorizon=1922025.090.2150.291
Time-LLMHorizon=1922025.090.2190.293
FreqLiteHorizon (H)=192, Lookback (L)=3362026.050.2190.29
LSTM-ARpred_len=962026.040.221—
Super-LinearHorizon=1922025.090.2210.289
KooPAh=1922025.050.2260.298
TimeCMAHorizon=1922025.090.2380.301
xPatchhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2420.3
TimeAlign2025.090.2430.302
N-HITSh=1922025.050.2450.305
FreqLiteH=192, Lookback (L)=962026.050.2460.304
Time-VLMHorizon=Avg.2025.090.2480.311
TimeBase2025.090.250.314
TIME-LLMForecasting Horizon (H)=Avg2023.100.2510.313
TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.2510.312
TVNet2025.090.2510.311
Time-LLMHorizon=Avg.2025.090.2510.314
FEDformerh=1922025.050.2520.318
RLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2530.313
ModernTCN2025.090.2530.314
CARDhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2550.31
MFVI Latent ARpred_len=1922026.040.2550.309
Super-LinearHorizon=Avg.2025.090.2550.31
TimeMixerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2560.316
PatchTSThyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2560.317
PatchTST2025.090.2560.317
TimeMixer2025.090.2570.318
TSMixer + CCMBackbone=TSMixer, Plugin=CCM, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.2580.319
CMoS2025.090.2590.316
DLinear2025.090.2590.324
FlowMixerh=3362025.050.260.324
TSMixer + LIFTBackbone=TSMixer, Plugin=LIFT, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.2640.319
FSMLPForecast length=Avg, History window=962024.120.2650.311
Leddam2025.090.2650.32
NaiveHorizon (H)=96, Lookback (L)=3362026.050.2660.328
DLinearhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2670.332
TSMixerBackbone=TSMixer, Look-back horizon=512, Forecasting horizons={96, 192, 336, 720}2026.030.2670.322
iTransformer2025.090.2690.329
QDFInput length=96, Forecast horizons=T=96, 192, 336, 720, Underlying forecast model=TQNet2025.100.270.317
Time-VLMHorizon=3362025.090.270.325
Time-LLMHorizon=3362025.090.2710.329
Super-LinearHorizon=3362025.090.2720.324
iTransformerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2740.335
FreqLiteHorizon (H)=336, Lookback (L)=3362026.050.2740.326
TimeCMAHorizon=Avg.2025.090.2750.323
SIGMAInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.050.2760.322
DistDFInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.2770.321
TQNetInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.2770.321
Autoformerh=1922025.050.2780.336
WPMixerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.050.2790.324
FredformerInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.280.324
FredformerInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.280.324
PatchTSTForecast length=Avg, History window=962024.120.2810.347
TimeBridgeInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.2810.326
TimeMixerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.050.2810.327
PDFInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.2830.331
MultiPatchFormerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.050.2830.328
MICNhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2840.34
DLinearh=1922025.050.2840.362
AMDInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.050.2850.328
TiDEInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.2860.328
TiDEInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.2860.328
MSGNetInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.050.2890.33
TimesNethyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2910.333
LSTNetpred_len=1922026.040.291—
TimesNet2025.090.2920.33
ETSformerhyperparameter searching=true, prediction lengths={96, 192, 336, 720}2024.120.2930.342
iTransformerInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.2950.336
iTransformerInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.2950.336
N-HITSh=3362025.050.2950.346
TimeCMAHorizon=3362025.090.2970.338
TimesNetInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}, Result aggregation=Averaged across horizons2026.050.2980.333
TimesNetInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.3020.334
TimesNetInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.3020.334
LSTM-ARpred_len=1922026.040.302—
PatchTSTInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.3030.344
PatchTSTInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.3030.344
DLinear + CCMBackbone=DLinear, Plugin=CCM, Look-back horizon=96, Forecasting horizons={96, 192, 336, 720}2026.030.3060.369
MICNInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.3080.364
MICNInput length=96, Forecast horizons=T=96, 192, 336, 7202025.100.3080.364
FreqLiteH=336, Lookback (L)=962026.050.3080.343
DeepVARpred_len=962026.040.309—
FreTSInput length=96, Horizons=96, 192, 336, 720 (Avg)2025.100.3160.365