Multivariate long-term forecasting on ETT
0.344MSEPENGUIN
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| PENGUINLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.344 | 0.379 | |
| CycleNetLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.351 | 0.384 | |
| PatchTSTLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.356 | 0.39 | |
| SparseTSFLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.356 | 0.384 | |
| CATSLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.357 | 0.392 | |
| iTransformerLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.371 | 0.4 | |
| DLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.376 | 0.404 | |
| MTLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.377 | 0.404 | |
| MoLELook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.38 | 0.404 | |
| TimesNetLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.396 | 0.415 | |
| FEDformerLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.408 | 0.439 | |
| AutoformerLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.451 | 0.461 |