Long-term Time Series Forecasting on Exchange (MSE, MAE, DTW, TDI)
0.347MSELightGTS-mini
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| LightGTS-mini2025.08 | 0.347 | 0.396 | — | — | |
| FlowStateModel parameters=10.6M, Context length=4k, Zero-shot=true2025.08 | 0.349 | 0.396 | — | — | |
| STaTAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.357 | 0.407 | 6.389 | 0.191 | |
| Time-LLMAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.392 | 0.417 | 8.523 | 0.242 | |
| DLinearAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.395 | 0.42 | 8.592 | 0.245 | |
| TimesNetAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.415 | 0.441 | 7.599 | 0.254 | |
| PatchTSTAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.46 | 0.46 | 8.424 | 0.254 | |
| TimeCMAAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.48 | 0.471 | 6.979 | 0.249 | |
| GPT4TSAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.482 | 0.461 | 9.643 | 0.26 | |
| Time-VLMAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.487 | 0.473 | 9.072 | 0.277 | |
| StationaryAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 0.964 | 0.656 | 12.666 | 0.223 | |
| FEDformerAveraged forecasting horizons T={96, 192, 336, 720}2026.05 | 1.016 | 0.761 | 14.93 | 0.167 |