Long-term Time Series Forecasting on Exchange
0.08MSETCN
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| TCNPrediction Length=962026.03 | 0.08 | — | — | 0.196 | — | |
| Time-FFMLook-back window (L)=96, Prediction length (P)=96, Model Year=20242025.08 | 0.081 | — | — | 0.201 | — | |
| FRWKV+Horizon=962026.05 | 0.081 | — | — | 0.198 | — | |
| KANMixerLook-back window (L)=96, Prediction length (P)=96, Model Year=Ours2025.08 | 0.083 | — | — | 0.202 | — | |
| Variable-Invariant Two-Dimensional State Space ModelPrediction Length=962026.03 | 0.085 | — | — | 0.204 | — | |
| TimeProPrediction Length=962026.03 | 0.085 | — | — | 0.204 | — | |
| ms-MambaForecast length (T)=96, Lookback length (L)=962025.04 | 0.086 | — | — | — | — | |
| S-MambaForecast length (T)=96, Lookback length (L)=962025.04 | 0.086 | — | — | — | — | |
| iTransformerForecast length (T)=96, Lookback length (L)=962025.04 | 0.086 | — | — | — | — | |
| UniTimeHorizon=962026.05 | 0.086 | — | — | 0.209 | — | |
| iTransformerHorizon=962026.05 | 0.086 | — | — | 0.206 | — | |
| PatchTSTForecast length (T)=96, Lookback length (L)=962025.04 | 0.088 | — | — | — | — | |
| DLinearForecast length (T)=96, Lookback length (L)=962025.04 | 0.088 | — | — | — | — | |
| DLinearHorizon=962026.05 | 0.088 | — | — | 0.218 | — | |
| PhaseFormerHorizon=962026.05 | 0.09 | — | — | 0.211 | — | |
| RLinearForecast length (T)=96, Lookback length (L)=962025.04 | 0.093 | — | — | — | — | |
| TiDEForecast length (T)=96, Lookback length (L)=962025.04 | 0.094 | — | — | — | — | |
| FreTSHorizon=962026.05 | 0.094 | — | — | 0.223 | — | |
| MP-FormerHorizon=962026.05 | 0.098 | — | — | 0.225 | — | |
| SparseTSFHorizon=962024.10 | 0.105 | — | — | — | — | |
| TimesNetForecast length (T)=96, Lookback length (L)=962025.04 | 0.107 | — | — | — | — | |
| PatchTSTHorizon=962026.05 | 0.109 | — | — | 0.236 | — | |
| FEDformerForecast length (T)=96, Lookback length (L)=962025.04 | 0.148 | — | — | — | — | |
| Time-FFMLook-back window (L)=96, Prediction length (P)=192, Model Year=20242025.08 | 0.168 | — | — | 0.293 | — | |
| FRWKV+Horizon=1922026.05 | 0.172 | — | — | 0.296 | — | |
| KANMixerLook-back window (L)=96, Prediction length (P)=192, Model Year=Ours2025.08 | 0.174 | — | — | 0.297 | — | |
| UniTimeHorizon=1922026.05 | 0.174 | — | — | 0.299 | — | |
| PatchTSTForecast length (T)=192, Lookback length (L)=962025.04 | 0.176 | — | — | — | — | |
| DLinearForecast length (T)=192, Lookback length (L)=962025.04 | 0.176 | — | — | — | — | |
| DLinearHorizon=1922026.05 | 0.176 | — | — | 0.315 | — | |
| iTransformerForecast length (T)=192, Lookback length (L)=962025.04 | 0.177 | — | — | — | — | |
| iTransformerHorizon=1922026.05 | 0.177 | — | — | 0.299 | — | |
| ms-MambaForecast length (T)=192, Lookback length (L)=962025.04 | 0.178 | — | — | — | — | |
| S-MambaForecast length (T)=192, Lookback length (L)=962025.04 | 0.182 | — | — | — | — | |
| RLinearForecast length (T)=192, Lookback length (L)=962025.04 | 0.184 | — | — | — | — | |
| TiDEForecast length (T)=192, Lookback length (L)=962025.04 | 0.184 | — | — | — | — | |
| PhaseFormerHorizon=1922026.05 | 0.184 | — | — | 0.308 | — | |
| MP-FormerHorizon=1922026.05 | 0.195 | — | — | 0.32 | — | |
| SparseTSFHorizon=1922024.10 | 0.196 | — | — | — | — | |
| AutoformerForecast length (T)=96, Lookback length (L)=962025.04 | 0.197 | — | — | — | — | |
| PatchTSTHorizon=1922026.05 | 0.205 | — | — | 0.327 | — | |
| TimesNetForecast length (T)=192, Lookback length (L)=962025.04 | 0.226 | — | — | — | — | |
| FreTSHorizon=1922026.05 | 0.235 | — | — | 0.357 | — | |
| CrossformerForecast length (T)=96, Lookback length (L)=962025.04 | 0.256 | — | — | — | — | |
| FEDformerForecast length (T)=192, Lookback length (L)=962025.04 | 0.271 | — | — | — | — | |
| AutoformerForecast length (T)=192, Lookback length (L)=962025.04 | 0.3 | — | — | — | — | |
| PatchTSTForecast length (T)=336, Lookback length (L)=962025.04 | 0.301 | — | — | — | — | |
| Variable-Invariant Two-Dimensional State Space ModelPrediction Length=Avg2026.03 | 0.311 | — | — | 0.375 | — | |
| DLinearForecast length (T)=336, Lookback length (L)=962025.04 | 0.313 | — | — | — | — | |
| DLinearHorizon=3362026.05 | 0.313 | — | — | 0.427 | — | |
| STAIRInput length=96, Prediction lengths={96, 192, 336, 720}2026.05 | 0.315 | — | — | 0.381 | — | |
| FRWKV+Horizon=3362026.05 | 0.315 | — | — | 0.405 | — | |
| UniTimeHorizon=3362026.05 | 0.319 | — | — | 0.408 | — | |
| ms-MambaForecast length (T)=336, Lookback length (L)=962025.04 | 0.326 | — | — | — | — | |
| iTransformerForecast length (T)=336, Lookback length (L)=962025.04 | 0.331 | — | — | — | — | |
| iTransformerHorizon=3362026.05 | 0.331 | — | — | 0.417 | — | |
| Time-Prompt2025.06 | 0.331 | — | — | 0.39 | — | |
| S-MambaForecast length (T)=336, Lookback length (L)=962025.04 | 0.332 | — | — | — | — | |
| DLinear2025.06 | 0.34 | — | — | 0.414 | — | |
| PhaseFormerHorizon=3362026.05 | 0.346 | — | — | 0.428 | — | |
| TiDEForecast length (T)=336, Lookback length (L)=962025.04 | 0.349 | — | — | — | — | |
| MP-FormerHorizon=3362026.05 | 0.35 | — | — | 0.43 | — | |
| RLinearForecast length (T)=336, Lookback length (L)=962025.04 | 0.351 | — | — | — | — | |
| FRWKV+Horizon=Avg2026.05 | 0.352 | — | — | 0.397 | — | |
| DLinearForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.354 | — | — | — | — | |
| DLinearInput length=96, Prediction lengths={96, 192, 336, 720}2026.05 | 0.354 | — | — | 0.414 | — | |
| DLinearHorizon=Avg2026.05 | 0.354 | — | — | 0.414 | — | |
| N-HiTSFramework=+APTF, Horizons=96, 192, 336, 7202026.02 | 0.356 | — | — | — | — | |
| PatchTSTHorizon=3362026.05 | 0.356 | — | — | 0.436 | — | |
| SparseTSFHorizon=3362024.10 | 0.358 | — | — | — | — | |
| ms-MambaForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.358 | — | — | — | — | |
| iTransformerForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.36 | — | — | — | — | |
| iTransformerInput length=96, Prediction lengths={96, 192, 336, 720}2026.05 | 0.36 | — | — | 0.403 | — | |
| iTransformerHorizon=Avg2026.05 | 0.36 | — | — | 0.403 | — | |
| Time-LLM2025.06 | 0.361 | — | — | 0.403 | — | |
| PhaseFormerHorizon=Avg2026.05 | 0.362 | — | — | 0.409 | — | |
| UniTimeHorizon=Avg2026.05 | 0.364 | — | — | 0.404 | — | |
| iTransformer2025.06 | 0.364 | — | — | 0.405 | — | |
| PatchTSTInput length=96, Prediction lengths={96, 192, 336, 720}2026.05 | 0.366 | — | — | 0.404 | — | |
| PatchTSTFramework=+APTF, Horizons=96, 192, 336, 7202026.02 | 0.367 | — | — | — | — | |
| TimesNetForecast length (T)=336, Lookback length (L)=962025.04 | 0.367 | — | — | — | — | |
| S-MambaForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.367 | — | — | — | — | |
| PatchTSTForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.367 | — | — | — | — | |
| NLinearFramework=+APTF, Horizons=96, 192, 336, 7202026.02 | 0.37 | — | — | — | — | |
| TiDEForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.37 | — | — | — | — | |
| TiDEInput length=96, Prediction lengths={96, 192, 336, 720}2026.05 | 0.37 | — | — | 0.413 | — | |
| TimeMixerFramework=+APTF, Horizons=96, 192, 336, 7202026.02 | 0.371 | — | — | — | — | |
| PatchTSTFramework=Original, Horizons=96, 192, 336, 7202026.02 | 0.374 | — | — | — | — | |
| NLinearFramework=Original, Horizons=96, 192, 336, 7202026.02 | 0.376 | — | — | — | — | |
| RLinearForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.378 | — | — | — | — | |
| TimeMixerFramework=Original, Horizons=96, 192, 336, 7202026.02 | 0.381 | — | — | — | — | |
| MP-FormerHorizon=Avg2026.05 | 0.383 | — | — | 0.423 | — | |
| PatchTSTHorizon=Avg2026.05 | 0.39 | — | — | 0.429 | — | |
| PatchTST2025.06 | 0.391 | — | — | 0.417 | — | |
| N-HiTSFramework=Original, Horizons=96, 192, 336, 7202026.02 | 0.402 | — | — | — | — | |
| TimesNetForecast length (T)=Avg, Lookback length (L)=962025.04 | 0.416 | — | — | — | — | |
| TimesNetInput length=96, Prediction lengths={96, 192, 336, 720}2026.05 | 0.416 | — | — | 0.443 | — | |
| TimesNet2025.06 | 0.425 | — | — | 0.447 | — | |
| NSformerFramework=+APTF, Horizons=96, 192, 336, 7202026.02 | 0.444 | — | — | — | — | |
| TimeCMA2025.06 | 0.448 | — | — | 0.451 | — |