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Multivariate Long-term Forecasting on ECL

0.121MSETimeBridge
0.11760.140550.16350.18645Feb 29, 2024Jul 20, 2024Dec 9, 2024Apr 30, 2025Sep 19, 2025Feb 8, 2026Jun 30, 2026

Evaluation results

MethodLinks
TimeBridgePrediction length (H)=962026.050.1210.216
DDNPrediction length (H)=962026.050.1270.224
PDFPrediction length (H)=962026.050.1270.221
SeesawNetPrediction length (H)=962026.050.1280.221
PatchTSTPrediction Horizon (H)=962026.040.1290.222
DecompKANPrediction Horizon (H)=962026.040.130.226
PatchTSTPrediction length (H)=962026.050.1310.225
iTransformerPrediction length (H)=962026.050.1320.227
SANPrediction length (H)=962026.050.1370.234
DLinearPrediction Horizon (H)=962026.040.140.237
SeesawNetPrediction length (H)=1922026.050.1440.237
TimeBridgePrediction length (H)=1922026.050.1440.24
PDFPrediction length (H)=1922026.050.1460.24
DecompKANPrediction Horizon (H)=1922026.040.1470.241
PatchTSTPrediction Horizon (H)=1922026.040.1470.24
DDNPrediction length (H)=1922026.050.1470.245
iTransformerPrediction Horizon (H)=962026.040.1480.24
iTrans.Horizon=96, Input length=962026.060.1480.24
PatchTSTPrediction length (H)=1922026.050.1490.242
SANPrediction length (H)=1922026.050.1520.248
DLinearPrediction Horizon (H)=1922026.040.1530.249
DDNPrediction length (H)=3362026.050.1540.254
iTransformerPrediction length (H)=1922026.050.1550.249
SEEDInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.120.1560.252
PatchTSTPrediction Horizon (H)=Avg2026.040.1590.253
DecompKANPrediction Horizon (H)=Avg2026.040.1610.255
SeesawNetPrediction length (H)=3362026.050.1610.253
DecompKANPrediction Horizon (H)=3362026.040.1620.259
iTransformerPrediction Horizon (H)=1922026.040.1620.253
TimeBridgePrediction length (H)=3362026.050.1620.257
PDFPrediction length (H)=3362026.050.1620.257
PatchTSTPrediction Horizon (H)=3362026.040.1630.259
TQNetInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.120.1640.259
QDFForecasting Horizon (T)=Avg2025.100.1650.257
DLinearPrediction Horizon (H)=Avg2026.040.1660.264
DlinearLoss=Vanilla2026.010.1670.264
DlinearLoss=CP Loss2026.010.1670.261
SANPrediction length (H)=3362026.050.1670.264
StateFlowHorizon=96, Input length=962026.060.1670.257
U-mixerPrediction length (H)=962026.050.1680.263
PatchTSTPrediction length (H)=3362026.050.1680.263
TimesNetHorizon=96, Input length=962026.060.1680.272
TimeProHorizon (H)=Avg, Lookback window (L)=962025.110.1690.262
DLinearPrediction Horizon (H)=3362026.040.1690.267
StationaryHorizon=96, Input length=962026.060.1690.273
iTransformerPrediction length (H)=3362026.050.170.265
TimeXerlook-back length=962024.020.1710.27
DUETInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.120.1720.258
NS-TransformerPrediction length (H)=962026.050.1720.276
SOFTSInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.120.1740.264
TimeKANPrediction Horizon (H)=962026.040.1740.266
CALFInput sequence length T=96, Backbone=GPT2 (6 layers)2024.030.1750.265
iTransformerLoss=CP Loss2026.010.1750.261
TQNetForecasting Horizon (T)=Avg2025.100.1750.265
iTransformerLoss=Vanilla2026.010.1760.267
U-mixerPrediction length (H)=1922026.050.1770.268
DDNPrediction length (H)=7202026.050.1770.279
iTransformerInput sequence length T=962024.030.1780.27
iTransformerInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.120.1780.27
RMoK-BPrediction Horizon (H)=962026.040.1780.267
iTransformerPrediction Horizon (H)=3362026.040.1780.269
iTransformerPrediction Horizon (H)=Avg2026.040.1780.27
iTransformerForecasting Horizon (T)=Avg2025.100.1790.27
TimeBridgePrediction length (H)=7202026.050.1790.273
TimeMixerLoss=Vanilla2026.010.1820.272
TimeMixerLoss=CP Loss2026.010.1820.271
Ada-MoGEHorizon (H)=Avg, Lookback window (L)=962025.110.1820.271
TimeKANPrediction Horizon (H)=1922026.040.1820.273
SeesawNetPrediction length (H)=7202026.050.1820.283
NS-TransformerPrediction length (H)=1922026.050.1850.287
MICNInput sequence length T=962024.030.1860.294
RMoK-BPrediction Horizon (H)=1922026.040.1870.274
U-mixerPrediction length (H)=3362026.050.190.283
FredformerForecasting Horizon (T)=Avg2025.100.1910.284
TimesNetInput sequence length T=962024.030.1920.295
MICNForecasting Horizon (T)=Avg2025.100.1920.302
MSGNetlook-back length=962024.020.1940.3
TimesNetLoss=CP Loss2026.010.1940.293
MSGNetInput length (L)=96, Forecasting horizons (T)={96, 192, 336, 720}2025.120.1940.3
PatchTSTForecasting Horizon (T)=Avg2025.100.1950.286
PatchTSTHorizon=96, Input length=962026.060.1950.285
TimesNetLoss=Vanilla2026.010.1960.297
NS-TransformerPrediction length (H)=3362026.050.1960.3
PDFPrediction length (H)=7202026.050.1960.288
TimeKANPrediction Horizon (H)=3362026.040.1970.286
TimeKANPrediction Horizon (H)=Avg2026.040.1970.286
PatchTSTPrediction Horizon (H)=7202026.040.1970.29
DLinearHorizon=96, Input length=962026.060.1970.282
PDFForecasting Horizon (T)=Avg2025.100.1980.281
FreTSForecasting Horizon (T)=Avg2025.100.1990.288
CrossGNNlook-back length=962024.020.2010.271
RLinearHorizon=96, Input length=962026.060.2010.281
Auto.Horizon=96, Input length=962026.060.2010.317
SANPrediction length (H)=7202026.050.2020.296
DLinearPrediction Horizon (H)=7202026.040.2030.301
RMoK-BPrediction Horizon (H)=3362026.040.2040.29
RMoK-BPrediction Horizon (H)=Avg2026.040.2040.289
iTransformerPrediction length (H)=7202026.050.2040.297
GPT4TS+Input sequence length T=96, Backbone=GPT2 (6 layers)2024.030.2050.29
DecompKANPrediction Horizon (H)=7202026.040.2060.294