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ResearchFormerly WizWand

Multivariate Forecasting on PEMS04

0.087MSEVLBM
0.069240.189120.3090.42888Mar 31, 2025Jun 10, 2025Aug 20, 2025Oct 30, 2025Jan 9, 2026Mar 21, 2026Jun 1, 2026
Updated 4mo ago

Evaluation results

MethodLinks
VLBM2026.060.0870.188
PULSElook-back window=962026.050.1040.21
TimeXerlook-back window=962026.050.1050.209
DUET2026.060.110.218
iTransformerlook-back window=962026.050.1110.221
iTransformer2026.060.1110.221
TSMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.1140.237
ModernTCN2026.060.1160.229
TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.1170.229
TimePro2026.060.1180.228
CycleNetlook-back window=962026.050.1190.232
FAiTLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.120.225
MSGNetlook-back window=962026.050.1220.239
CITRASForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.030.1260.22
Timer-XLForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.030.1260.227
LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.1290.229
TimesNetlook-back window=962026.050.1290.241
TimesNetLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.1290.241
MegaCRN2026.060.1290.243
FilterTS2026.060.1290.239
TimeMixer++Look-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.1360.251
TimeMixer++2026.060.1360.248
TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.1380.249
iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.140.246
FilterNetLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.1460.258
STONE2026.060.1510.269
Memformer2026.060.1540.269
CFPTlook-back window=962026.050.1580.264
Fredfm.Look-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.1620.261
TimeMixerLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.1850.287
AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.1870.298
TimeLLM2026.060.1880.29
PatchTSTlook-back window=962026.050.1950.307
PatchTSTLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.1950.307
CARDLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.2060.299
Crossformerlook-back window=962026.050.2090.314
Crossfm.Look-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.2090.314
TimeKAN2026.060.2170.314
PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2270.331
AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2370.333
DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.250.358
DLinearlook-back window=962026.050.2950.388
DlinearLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.2950.388
DLinear2026.060.2950.388
FITSLook-back length L=96, Prediction Horizons H={12, 24, 48, 96}2026.050.5310.489