Long-term Time Series Forecasting on ILI
1.355MSEFeDaL
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| FeDaLEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 1.355 | 0.773 | — | — | |
| FFTSEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 1.389 | 0.798 | — | — | |
| FRWKV+Horizon=362026.05 | 1.392 | 0.714 | — | — | |
| FedAvgEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 1.41 | 0.8 | — | — | |
| FRWKV+Horizon=242026.05 | 1.432 | 0.721 | — | — | |
| TIME-LLMForecasting Horizons=24, 36, 48, 60 (averaged)2023.10 | 1.435 | 0.801 | — | — | |
| Time-LLMEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 1.435 | 0.801 | — | — | |
| xPatchLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 1.442 | 0.725 | — | — | |
| PatchTSTForecasting Horizons=24, 36, 48, 60 (averaged)2023.10 | 1.443 | 0.797 | — | — | |
| PatchTSTPrediction lengths={24, 36, 48, 60}2023.02 | 1.443 | 0.798 | — | — | |
| PatchTSTEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 1.443 | 0.797 | — | — | |
| IPatchHorizon=602026.03 | 1.445 | 0.783 | — | — | |
| FRWKV+Horizon=482026.05 | 1.467 | 0.73 | — | — | |
| FRWKV+Horizon=Avg2026.05 | 1.48 | 0.735 | — | — | |
| IPatchHorizon=482026.03 | 1.562 | 0.783 | — | — | |
| IPatchHorizon=242026.03 | 1.604 | 0.751 | — | — | |
| PatchTSTLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 1.626 | 0.804 | — | — | |
| FRWKV+Horizon=602026.05 | 1.628 | 0.773 | — | — | |
| IPatchHorizon=362026.03 | 1.689 | 0.799 | — | — | |
| PatchTSTCCM=true, Horizon=242024.03 | 1.706 | 0.78 | 4.483 | — | |
| TimeMixerLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 1.708 | 0.82 | — | — | |
| TimeMixerHorizon=242026.03 | 1.766 | 0.844 | — | — | |
| PatchTSTCCM=false, Horizon=242024.03 | 1.768 | 0.794 | — | — | |
| TimesNetCCM=true, Horizon=242024.03 | 1.774 | 0.892 | 4.483 | — | |
| TimeMixerHorizon=362026.03 | 1.782 | 0.874 | — | — | |
| TimesNetCCM=false, Horizon=242024.03 | 1.799 | 0.916 | — | — | |
| TimeMixerHorizon=602026.03 | 1.804 | 0.91 | — | — | |
| TimesNetHorizon=602026.03 | 1.836 | 0.879 | — | — | |
| TimeMixerHorizon=482026.03 | 1.873 | 0.905 | — | — | |
| TSMixerCCM=false, Horizon=242024.03 | 1.914 | 0.879 | — | — | |
| CARDLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 1.916 | 0.842 | — | — | |
| GPT4TSForecasting Horizons=24, 36, 48, 60 (averaged)2023.10 | 1.925 | 0.903 | — | — | |
| GPT2(6)Prediction lengths={24, 36, 48, 60}2023.02 | 1.925 | 0.903 | — | — | |
| GPT4TSEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 1.925 | 0.903 | — | — | |
| DLinearCCM=true, Horizon=242024.03 | 1.935 | 0.935 | 4.483 | — | |
| TSMixerCCM=true, Horizon=242024.03 | 1.938 | 0.874 | 4.483 | — | |
| PatchTSTHorizon=242026.03 | 1.963 | 0.878 | — | — | |
| MP-FormerHorizon=482026.05 | 1.963 | 0.852 | — | — | |
| UniTimeHorizon=482026.05 | 1.979 | 0.912 | — | — | |
| PatchTSTHorizon=362026.03 | 1.981 | 0.898 | — | — | |
| PatchTSTHorizon=602026.03 | 1.991 | 0.924 | — | — | |
| UniTimeHorizon=362026.05 | 1.998 | 0.912 | — | — | |
| FiLMHorizon=602026.03 | 2.003 | 0.936 | — | — | |
| PatchTSTHorizon=482026.03 | 2.022 | 0.935 | — | — | |
| TimesNetHorizon=362026.03 | 2.03 | 0.945 | — | — | |
| TimesNetHorizon=482026.03 | 2.032 | 0.917 | — | — | |
| TimeMixerEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 2.039 | 0.899 | — | — | |
| StationaryForecasting Horizons=24, 36, 48, 60 (averaged)2023.10 | 2.077 | 0.914 | — | — | |
| StationaryPrediction lengths={24, 36, 48, 60}2023.02 | 2.077 | 0.914 | — | — | |
| StationaryEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 2.077 | 0.914 | — | — | |
| MP-FormerHorizon=602026.05 | 2.092 | 0.909 | — | — | |
| UniTimeHorizon=Avg2026.05 | 2.108 | 0.929 | — | — | |
| StationaryHorizon=362026.03 | 2.109 | 1.004 | — | — | |
| UniTimeHorizon=602026.05 | 2.109 | 0.938 | — | — | |
| TimesNetForecasting Horizons=24, 36, 48, 60 (averaged)2023.10 | 2.139 | 0.931 | — | — | |
| TimesNetLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 2.139 | 0.931 | — | — | |
| TimesNetPrediction lengths={24, 36, 48, 60}2023.02 | 2.139 | 0.931 | — | — | |
| TimesNetEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 2.139 | 0.931 | — | — | |
| FiLMHorizon=482026.03 | 2.144 | 1.011 | — | — | |
| FiLMHorizon=362026.03 | 2.155 | 0.997 | — | — | |
| DLinearForecasting Horizons=24, 36, 48, 60 (averaged)2023.10 | 2.169 | 1.041 | — | — | |
| DLinearPrediction lengths={24, 36, 48, 60}2023.02 | 2.169 | 1.041 | — | — | |
| DLinearEvaluation Mode=Full-shot, Averaged Horizons={24, 36, 48, 60}2025.08 | 2.169 | 1.041 | — | — | |
| PatchTSTHorizon=602026.05 | 2.189 | 0.997 | — | — | |
| DLinearHorizon=242026.03 | 2.203 | 1.036 | — | — | |
| DLinearCCM=false, Horizon=242024.03 | 2.215 | 1.081 | — | — | |
| FiLMHorizon=242026.03 | 2.223 | 0.986 | — | — | |
| MICNHorizon=602026.03 | 2.26 | 0.996 | — | — | |
| StationaryHorizon=242026.03 | 2.301 | 1.035 | — | — | |
| DLinearHorizon=602026.03 | 2.305 | 1.088 | — | — | |
| DLinearHorizon=362026.03 | 2.323 | 1.076 | — | — | |
| PatchTSTHorizon=242026.05 | 2.335 | 0.989 | — | — | |
| MICNHorizon=362026.03 | 2.339 | 1.052 | — | — | |
| MICNHorizon=242026.03 | 2.341 | 1.038 | — | — | |
| UniTimeHorizon=242026.05 | 2.346 | 0.954 | — | — | |
| iTransformerHorizon=242026.05 | 2.347 | 1.731 | — | — | |
| PatchTSTHorizon=Avg2026.05 | 2.388 | 1.011 | — | — | |
| DLinearHorizon=242026.05 | 2.398 | 1.04 | — | — | |
| StationaryHorizon=602026.03 | 2.429 | 1.086 | — | — | |
| DLinearHorizon=482026.03 | 2.436 | 1.146 | — | — | |
| MICNHorizon=482026.03 | 2.437 | 1.068 | — | — | |
| iTransformerHorizon=Avg2026.05 | 2.444 | 1.203 | — | — | |
| RLinearLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 2.452 | 0.978 | — | — | |
| PatchTSTHorizon=482026.05 | 2.465 | 1.022 | — | — | |
| MP-FormerHorizon=Avg2026.05 | 2.466 | 0.941 | — | — | |
| iTransformerHorizon=362026.05 | 2.468 | 0.998 | — | — | |
| iTransformerHorizon=602026.05 | 2.471 | 1.065 | — | — | |
| StationaryHorizon=482026.03 | 2.477 | 1.094 | — | — | |
| iTransformerHorizon=482026.05 | 2.489 | 1.016 | — | — | |
| ETSformerForecasting Horizons=24, 36, 48, 60 (averaged)2023.10 | 2.497 | 1.004 | — | — | |
| ETSformerLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 2.497 | 1.004 | — | — | |
| ETSformerPrediction lengths={24, 36, 48, 60}2023.02 | 2.497 | 1.004 | — | — | |
| PhaseFormerHorizon=602026.05 | 2.547 | 1.072 | — | — | |
| PatchTSTHorizon=362026.05 | 2.561 | 1.035 | — | — | |
| FEDformerHorizon=242026.03 | 2.565 | 1.08 | — | — | |
| MP-FormerHorizon=362026.05 | 2.582 | 0.968 | — | — | |
| DLinearHorizon=482026.05 | 2.614 | 1.086 | — | — | |
| DLinearLookback window (L)=36, Prediction lengths (T)={24, 36, 48, 60}2024.12 | 2.616 | 1.09 | — | — | |
| TimesNetHorizon=242026.03 | 2.616 | 1.079 | — | — | |
| DLinearHorizon=Avg2026.05 | 2.616 | 1.09 | — | — |