Multivariate Long-term Forecasting on ECL
0.121MSETimeBridge
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| TimeBridgePrediction length (H)=962026.05 | 0.121 | 0.216 | |
| DDNPrediction length (H)=962026.05 | 0.127 | 0.224 | |
| PDFPrediction length (H)=962026.05 | 0.127 | 0.221 | |
| SeesawNetPrediction length (H)=962026.05 | 0.128 | 0.221 | |
| PatchTSTPrediction Horizon (H)=962026.04 | 0.129 | 0.222 | |
| DecompKANPrediction Horizon (H)=962026.04 | 0.13 | 0.226 | |
| PatchTSTPrediction length (H)=962026.05 | 0.131 | 0.225 | |
| iTransformerPrediction length (H)=962026.05 | 0.132 | 0.227 | |
| SANPrediction length (H)=962026.05 | 0.137 | 0.234 | |
| DLinearPrediction Horizon (H)=962026.04 | 0.14 | 0.237 | |
| SeesawNetPrediction length (H)=1922026.05 | 0.144 | 0.237 | |
| TimeBridgePrediction length (H)=1922026.05 | 0.144 | 0.24 | |
| PDFPrediction length (H)=1922026.05 | 0.146 | 0.24 | |
| DecompKANPrediction Horizon (H)=1922026.04 | 0.147 | 0.241 | |
| PatchTSTPrediction Horizon (H)=1922026.04 | 0.147 | 0.24 | |
| DDNPrediction length (H)=1922026.05 | 0.147 | 0.245 | |
| iTransformerPrediction Horizon (H)=962026.04 | 0.148 | 0.24 | |
| iTrans.Horizon=96, Input length=962026.06 | 0.148 | 0.24 | |
| PatchTSTPrediction length (H)=1922026.05 | 0.149 | 0.242 | |
| SANPrediction length (H)=1922026.05 | 0.152 | 0.248 | |
| DLinearPrediction Horizon (H)=1922026.04 | 0.153 | 0.249 | |
| DDNPrediction length (H)=3362026.05 | 0.154 | 0.254 | |
| iTransformerPrediction length (H)=1922026.05 | 0.155 | 0.249 | |
| SEEDInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.12 | 0.156 | 0.252 | |
| PatchTSTPrediction Horizon (H)=Avg2026.04 | 0.159 | 0.253 | |
| DecompKANPrediction Horizon (H)=Avg2026.04 | 0.161 | 0.255 | |
| SeesawNetPrediction length (H)=3362026.05 | 0.161 | 0.253 | |
| DecompKANPrediction Horizon (H)=3362026.04 | 0.162 | 0.259 | |
| iTransformerPrediction Horizon (H)=1922026.04 | 0.162 | 0.253 | |
| TimeBridgePrediction length (H)=3362026.05 | 0.162 | 0.257 | |
| PDFPrediction length (H)=3362026.05 | 0.162 | 0.257 | |
| PatchTSTPrediction Horizon (H)=3362026.04 | 0.163 | 0.259 | |
| TQNetInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.12 | 0.164 | 0.259 | |
| QDFForecasting Horizon (T)=Avg2025.10 | 0.165 | 0.257 | |
| DLinearPrediction Horizon (H)=Avg2026.04 | 0.166 | 0.264 | |
| DlinearLoss=Vanilla2026.01 | 0.167 | 0.264 | |
| DlinearLoss=CP Loss2026.01 | 0.167 | 0.261 | |
| SANPrediction length (H)=3362026.05 | 0.167 | 0.264 | |
| StateFlowHorizon=96, Input length=962026.06 | 0.167 | 0.257 | |
| U-mixerPrediction length (H)=962026.05 | 0.168 | 0.263 | |
| PatchTSTPrediction length (H)=3362026.05 | 0.168 | 0.263 | |
| TimesNetHorizon=96, Input length=962026.06 | 0.168 | 0.272 | |
| TimeProHorizon (H)=Avg, Lookback window (L)=962025.11 | 0.169 | 0.262 | |
| DLinearPrediction Horizon (H)=3362026.04 | 0.169 | 0.267 | |
| StationaryHorizon=96, Input length=962026.06 | 0.169 | 0.273 | |
| iTransformerPrediction length (H)=3362026.05 | 0.17 | 0.265 | |
| TimeXerlook-back length=962024.02 | 0.171 | 0.27 | |
| DUETInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.12 | 0.172 | 0.258 | |
| NS-TransformerPrediction length (H)=962026.05 | 0.172 | 0.276 | |
| SOFTSInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.12 | 0.174 | 0.264 | |
| TimeKANPrediction Horizon (H)=962026.04 | 0.174 | 0.266 | |
| CALFInput sequence length T=96, Backbone=GPT2 (6 layers)2024.03 | 0.175 | 0.265 | |
| iTransformerLoss=CP Loss2026.01 | 0.175 | 0.261 | |
| TQNetForecasting Horizon (T)=Avg2025.10 | 0.175 | 0.265 | |
| iTransformerLoss=Vanilla2026.01 | 0.176 | 0.267 | |
| U-mixerPrediction length (H)=1922026.05 | 0.177 | 0.268 | |
| DDNPrediction length (H)=7202026.05 | 0.177 | 0.279 | |
| iTransformerInput sequence length T=962024.03 | 0.178 | 0.27 | |
| iTransformerInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.12 | 0.178 | 0.27 | |
| RMoK-BPrediction Horizon (H)=962026.04 | 0.178 | 0.267 | |
| iTransformerPrediction Horizon (H)=3362026.04 | 0.178 | 0.269 | |
| iTransformerPrediction Horizon (H)=Avg2026.04 | 0.178 | 0.27 | |
| iTransformerForecasting Horizon (T)=Avg2025.10 | 0.179 | 0.27 | |
| TimeBridgePrediction length (H)=7202026.05 | 0.179 | 0.273 | |
| TimeMixerLoss=Vanilla2026.01 | 0.182 | 0.272 | |
| TimeMixerLoss=CP Loss2026.01 | 0.182 | 0.271 | |
| Ada-MoGEHorizon (H)=Avg, Lookback window (L)=962025.11 | 0.182 | 0.271 | |
| TimeKANPrediction Horizon (H)=1922026.04 | 0.182 | 0.273 | |
| SeesawNetPrediction length (H)=7202026.05 | 0.182 | 0.283 | |
| NS-TransformerPrediction length (H)=1922026.05 | 0.185 | 0.287 | |
| MICNInput sequence length T=962024.03 | 0.186 | 0.294 | |
| RMoK-BPrediction Horizon (H)=1922026.04 | 0.187 | 0.274 | |
| U-mixerPrediction length (H)=3362026.05 | 0.19 | 0.283 | |
| FredformerForecasting Horizon (T)=Avg2025.10 | 0.191 | 0.284 | |
| TimesNetInput sequence length T=962024.03 | 0.192 | 0.295 | |
| MICNForecasting Horizon (T)=Avg2025.10 | 0.192 | 0.302 | |
| MSGNetlook-back length=962024.02 | 0.194 | 0.3 | |
| TimesNetLoss=CP Loss2026.01 | 0.194 | 0.293 | |
| MSGNetInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.12 | 0.194 | 0.3 | |
| PatchTSTForecasting Horizon (T)=Avg2025.10 | 0.195 | 0.286 | |
| PatchTSTHorizon=96, Input length=962026.06 | 0.195 | 0.285 | |
| TimesNetLoss=Vanilla2026.01 | 0.196 | 0.297 | |
| NS-TransformerPrediction length (H)=3362026.05 | 0.196 | 0.3 | |
| PDFPrediction length (H)=7202026.05 | 0.196 | 0.288 | |
| TimeKANPrediction Horizon (H)=3362026.04 | 0.197 | 0.286 | |
| TimeKANPrediction Horizon (H)=Avg2026.04 | 0.197 | 0.286 | |
| PatchTSTPrediction Horizon (H)=7202026.04 | 0.197 | 0.29 | |
| DLinearHorizon=96, Input length=962026.06 | 0.197 | 0.282 | |
| PDFForecasting Horizon (T)=Avg2025.10 | 0.198 | 0.281 | |
| FreTSForecasting Horizon (T)=Avg2025.10 | 0.199 | 0.288 | |
| CrossGNNlook-back length=962024.02 | 0.201 | 0.271 | |
| RLinearHorizon=96, Input length=962026.06 | 0.201 | 0.281 | |
| Auto.Horizon=96, Input length=962026.06 | 0.201 | 0.317 | |
| SANPrediction length (H)=7202026.05 | 0.202 | 0.296 | |
| DLinearPrediction Horizon (H)=7202026.04 | 0.203 | 0.301 | |
| RMoK-BPrediction Horizon (H)=3362026.04 | 0.204 | 0.29 | |
| RMoK-BPrediction Horizon (H)=Avg2026.04 | 0.204 | 0.289 | |
| iTransformerPrediction length (H)=7202026.05 | 0.204 | 0.297 | |
| GPT4TS+Input sequence length T=96, Backbone=GPT2 (6 layers)2024.03 | 0.205 | 0.29 | |
| DecompKANPrediction Horizon (H)=7202026.04 | 0.206 | 0.294 |