Multivariate Forecasting on SP500
0.158MSELeapTS
Evaluation results
| Method | Links | ||
|---|---|---|---|
| LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.158 | 0.278 | |
| TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.172 | 0.299 | |
| TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.179 | 0.298 | |
| AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.181 | 0.307 | |
| AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.182 | 0.306 | |
| PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.189 | 0.319 | |
| iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.224 | 0.352 | |
| TSMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.263 | 0.387 | |
| DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.268 | 0.407 |