Multivariate Forecasting on ETTh1
0.254MSEiTransformer
Evaluation results
| Method | Links | ||
|---|---|---|---|
| iTransformerPrediction Length=Avg2025.12 | 0.254 | 0.447 | |
| DLinearPrediction Length=Avg2025.12 | 0.256 | 0.252 | |
| TimesNetPrediction Length=Avg2025.12 | 0.258 | 0.25 | |
| FEDformerPrediction Length=3362025.12 | 0.259 | 0.465 | |
| GLinearPrediction Length=12, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.2848 | 0.3448 | |
| RLinearPrediction Length=12, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.2862 | 0.3412 | |
| ITS-MinaHorizon=962026.04 | 0.296 | — | |
| DLinearPrediction Length=12, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.2976 | 0.3494 | |
| SCINetHorizon=242021.06 | 0.3 | 0.342 | |
| NLinearPrediction Length=12, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3069 | 0.3564 | |
| RLinearPrediction Length=24, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.309 | 0.3559 | |
| CI-TSMixer-BestForecast Length=242023.06 | 0.314 | — | |
| CI-TSMixer-BestFL=24, Protocol=Representation Learning2023.06 | 0.314 | — | |
| GLinearPrediction Length=24, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3142 | 0.3654 | |
| LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.316 | 0.354 | |
| DLinearPrediction Length=24, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3194 | 0.3627 | |
| PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.321 | 0.366 | |
| PatchTSTFL=24, Protocol=Representation Learning2023.06 | 0.322 | — | |
| AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.322 | 0.362 | |
| AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.322 | 0.36 | |
| TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.323 | 0.365 | |
| DeepEDMForecast length (H)=48, Lookback length (T)=962025.06 | 0.324 | 0.357 | |
| ITS-MinaHorizon=1922026.04 | 0.325 | — | |
| SSCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.33 | 0.363 | |
| CycleNetForecast length (H)=48, Lookback length (T)=962025.06 | 0.331 | 0.37 | |
| iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.333 | 0.373 | |
| PatchTSTprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.335 | 0.372 | |
| KooPAForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.336 | 0.377 | |
| KoopaForecast length (H)=48, Lookback length (T)=962025.06 | 0.336 | 0.377 | |
| TimeMixerForecast length (H)=48, Lookback length (T)=962025.06 | 0.336 | 0.375 | |
| PatchTSTForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.337 | 0.375 | |
| PatchTSTForecast length (H)=48, Lookback length (T)=962025.06 | 0.337 | 0.375 | |
| interPDNPrediction Length=962025.11 | 0.338 | 0.374 | |
| SCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.339 | 0.368 | |
| AttraosForecast length (H)=48, Lookback length (T)=962025.06 | 0.341 | 0.371 | |
| DLinearForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.343 | 0.371 | |
| CI-TSMixer-BestForecast Length=482023.06 | 0.343 | — | |
| CI-TSMixer-BestFL=48, Protocol=Representation Learning2023.06 | 0.343 | — | |
| iTransformerForecast length (H)=48, Lookback length (T)=962025.06 | 0.343 | 0.38 | |
| DLinearForecast length (H)=48, Lookback length (T)=962025.06 | 0.343 | 0.371 | |
| FITSForecast length (H)=48, Lookback length (T)=962025.06 | 0.344 | 0.37 | |
| ITS-MinaHorizon=3362026.04 | 0.345 | — | |
| RLinearPrediction Length=48, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3454 | 0.3766 | |
| DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.346 | 0.382 | |
| NLinearPrediction Length=24, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3474 | 0.3842 | |
| DLinearPrediction Length=48, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3477 | 0.3803 | |
| TimeMixerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.348 | 0.375 | |
| Crossformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.349 | 0.378 | |
| PatchMixerHorizon=962026.04 | 0.353 | — | |
| GLinearPrediction Length=48, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3537 | 0.3869 | |
| PatchTSTFL=48, Protocol=Representation Learning2023.06 | 0.354 | — | |
| AWGformerForecast Horizon=962026.01 | 0.355 | 0.379 | |
| xPatchPrediction Length=962025.11 | 0.355 | 0.382 | |
| TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.355 | 0.394 | |
| CITRASForecasting Length=96, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.355 | 0.395 | |
| NLinearPrediction Length=48, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3553 | 0.3845 | |
| iTransformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.359 | 0.387 | |
| AltTSPrediction Horizon=962026.02 | 0.36 | 0.391 | |
| SCINetHorizon=482021.06 | 0.361 | 0.388 | |
| TARFVAEPrediction Length=962025.11 | 0.361 | 0.388 | |
| NPMixerHorizon=962026.05 | 0.361 | 0.392 | |
| interPDNPrediction Length=1922025.11 | 0.362 | 0.391 | |
| GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.363 | 0.382 | |
| Timer-XLForecasting Length=96, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.364 | 0.397 | |
| TimesNetForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.365 | 0.399 | |
| DeepEDMForecast length (H)=96, Lookback length (T)=1922025.06 | 0.365 | 0.384 | |
| OLinearPrediction Horizon=962026.02 | 0.366 | 0.4 | |
| SimpleTMHorizon=962026.02 | 0.366 | 0.392 | |
| SimpleTMHorizon=962026.05 | 0.366 | 0.392 | |
| RLinearPrediction Horizon=962026.02 | 0.367 | 0.394 | |
| CI-TSMixer-BestPrediction Length=962023.06 | 0.368 | 0.398 | |
| DLinearprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.368 | 0.393 | |
| CI-TSMixerHorizon=962026.04 | 0.368 | — | |
| AOSNETPrediction Horizon=96, Look-back length=962026.06 | 0.368 | 0.392 | |
| PathformerInput Length (H)=336, Prediction Length (F)=962024.02 | 0.369 | 0.395 | |
| DLinearForecasting Length=96, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.369 | 0.4 | |
| PatchTSTPrediction Length=962023.06 | 0.37 | 0.4 | |
| MinusformerInput Length=96, Prediction Length=962024.02 | 0.37 | 0.395 | |
| PatchTSTPrediction Horizon=962026.02 | 0.37 | 0.4 | |
| DLinearPrediction Length=96, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3705 | 0.3919 | |
| KooPAForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.371 | 0.405 | |
| HPMixerHorizon=962026.02 | 0.371 | 0.395 | |
| SARAFHorizon=96, Look-back window=7202026.06 | 0.371 | 0.399 | |
| TQNetPrediction Horizon=96, Look-back length=962026.06 | 0.371 | 0.393 | |
| LeddamForecasting Length=96, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.371 | 0.406 | |
| PatchTSTForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.372 | 0.393 | |
| ModernTCNForecasting Length=96, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.372 | 0.4 | |
| PatchMixerHorizon=1922026.04 | 0.373 | — | |
| SSformerPrediction Horizon=96, Look-back length=962026.06 | 0.373 | 0.393 | |
| CARDForecasting Length=96, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.373 | 0.403 | |
| NLinearPrediction Length=96, Input Sequence Length=336, Learning Rate=0.0012025.01 | 0.3731 | 0.3941 | |
| NLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.374 | 0.394 | |
| MICNForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.375 | 0.406 | |
| DLinearPrediction Length=962023.06 | 0.375 | 0.399 | |
| PeriodformerInput Length=1440, Prediction Length=962024.02 | 0.375 | 0.395 | |
| CycleNet/MLPPrediction Length=96, Look-back length (L)=962024.09 | 0.375 | 0.395 | |
| DLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.375 | 0.399 | |
| CycleNet/MLPHorizon=962026.02 | 0.375 | 0.395 | |
| HGTS-FormerForecast Length=96, Lookback Length=6722025.08 | 0.375 | 0.393 | |
| PatchTSTHorizon=962026.04 | 0.375 | — |