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ResearchFormerly WizWand

Multivariate long-term forecasting on ETT

0.344MSEPENGUIN
0.339720.368610.39750.42639Aug 19, 2025
Updated 7mo ago

Evaluation results

MethodLinks
PENGUINLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3440.379
CycleNetLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3510.384
PatchTSTLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3560.39
SparseTSFLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3560.384
CATSLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3570.392
iTransformerLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3710.4
DLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3760.404
MTLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3770.404
MoLELook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.380.404
TimesNetLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3960.415
FEDformerLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.4080.439
AutoformerLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.4510.461