Multivariate Long-term Forecasting on ETTh1 (test)
0.358MSEHiMTM
Evaluation results
| Method | Links | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| HiMTMPre-training Dataset=ETTm2, Horizon=962024.01 | 0.358 | — | — | — | — | — | — | — | — | 0.384 | |
| HiMTMPre-training Dataset=ETTm1, Horizon=962024.01 | 0.363 | — | — | — | — | — | — | — | — | 0.393 | |
| HiMTMPre-training Dataset=ETTh2, Horizon=962024.01 | 0.365 | — | — | — | — | — | — | — | — | 0.387 | |
| PatchTST*Pre-training Dataset=ETTm2, Horizon=962024.01 | 0.365 | — | — | — | — | — | — | — | — | 0.396 | |
| PatchTST*Pre-training Dataset=ETTh2, Horizon=962024.01 | 0.366 | — | — | — | — | — | — | — | — | 0.395 | |
| SearchCastH=962026.06 | 0.369 | — | — | — | — | — | — | — | — | — | |
| CATSHorizon=96, Input Sequence Length=962024.05 | 0.371 | — | — | — | — | — | — | — | — | 0.395 | |
| MTLinearPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.371 | — | — | — | — | — | — | — | — | 0.392 | |
| MoLEPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.371 | — | — | — | — | — | — | — | — | 0.393 | |
| PatchTST*Pre-training Dataset=ETTm1, Horizon=962024.01 | 0.372 | — | — | — | — | — | — | — | — | 0.401 | |
| DLinearPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.374 | — | — | — | — | — | — | — | — | 0.398 | |
| TimeMixerHorizon=96, Input Sequence Length=962024.05 | 0.375 | — | — | — | — | — | — | — | — | 0.4 | |
| PENGUINPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.375 | — | — | — | — | — | — | — | — | 0.397 | |
| OLSH=962026.06 | 0.375 | — | — | — | — | — | — | — | — | — | |
| TimeMixerH=962026.06 | 0.375 | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=96, SAM Training=false, Publication Year=20222024.02 | 0.376 | — | — | — | — | — | — | — | — | — | |
| FITSH=962026.06 | 0.377 | — | — | — | — | — | — | — | — | — | |
| DLinearH=962026.06 | 0.379 | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.38 | — | — | — | — | — | — | — | — | 0.406 | |
| SAMformerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.381 | — | — | — | — | — | — | — | — | — | |
| CATSPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.381 | — | — | — | — | — | — | — | — | 0.399 | |
| CycleNetPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.382 | — | — | — | — | — | — | — | — | 0.403 | |
| TimesNetPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.384 | — | — | — | — | — | — | — | — | 0.402 | |
| TimesNetH=962026.06 | 0.384 | — | — | — | — | — | — | — | — | — | |
| iTransformerHorizon (H)=96, SAM Training=false, Publication Year=20242024.02 | 0.386 | — | — | — | — | — | — | — | — | — | |
| iTransformerH=962026.06 | 0.386 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.387 | — | — | — | — | — | — | — | — | 0.433 | |
| TSMixerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.388 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.398 | — | — | — | — | — | — | — | — | — | |
| SearchCastH=1922026.06 | 0.4 | — | — | — | — | — | — | — | — | — | |
| iTrans.Prediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.404 | — | — | — | — | — | — | — | — | 0.42 | |
| SearchCastH=Avg2026.06 | 0.405 | — | — | — | — | — | — | — | — | — | |
| TimeMixerH=1922026.06 | 0.405 | — | — | — | — | — | — | — | — | — | |
| HiMTMPre-training Dataset=ETTh2, Horizon=Avg2024.01 | 0.406 | — | — | — | — | — | — | — | — | 0.422 | |
| MTLinearPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.408 | — | — | — | — | — | — | — | — | 0.416 | |
| SAMformerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.409 | — | — | — | — | — | — | — | — | — | |
| MoLEPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.409 | — | — | — | — | — | — | — | — | 0.42 | |
| FITSH=Avg2026.06 | 0.412 | — | — | — | — | — | — | — | — | — | |
| OLSH=1922026.06 | 0.413 | — | — | — | — | — | — | — | — | — | |
| FITSH=1922026.06 | 0.413 | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.414 | — | — | — | — | — | — | — | — | — | |
| CycleNetPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.414 | — | — | — | — | — | — | — | — | 0.422 | |
| PatchTSTH=962026.06 | 0.414 | — | — | — | — | — | — | — | — | — | |
| SimMTMPre-training Dataset=ETTh2, Horizon=Avg2024.01 | 0.415 | — | — | — | — | — | — | — | — | 0.43 | |
| DLinearH=1922026.06 | 0.419 | — | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.42 | — | — | — | — | — | — | — | — | 0.426 | |
| TSMixerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.421 | — | — | — | — | — | — | — | — | — | |
| CATSPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.421 | — | — | — | — | — | — | — | — | 0.432 | |
| PatchTSTInput length (L)=720, Prediction length (H)=3362024.08 | 0.422 | — | — | — | — | — | — | — | — | 0.44 | |
| PatchTSTPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.422 | — | — | — | — | — | — | — | — | 0.435 | |
| TimeMixerH=Avg2026.06 | 0.422 | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=192, SAM Training=false, Publication Year=20222024.02 | 0.423 | — | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=336, SAM Training=true, Publication Year=20232024.02 | 0.423 | — | — | — | — | — | — | — | — | — | |
| SearchCastH=3362026.06 | 0.423 | — | — | — | — | — | — | — | — | — | |
| OLSH=Avg2026.06 | 0.423 | — | — | — | — | — | — | — | — | — | |
| SparseTSFPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.425 | — | — | — | — | — | — | — | — | 0.424 | |
| SAMformerHorizon (H)=720, SAM Training=true, Publication Year=20232024.02 | 0.427 | — | — | — | — | — | — | — | — | — | |
| PRformerInput length (L)=720, Prediction length (H)=3362024.08 | 0.427 | — | — | — | — | — | — | — | — | 0.428 | |
| FITSH=7202026.06 | 0.428 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=336, SAM Training=true, Publication Year=20232024.02 | 0.43 | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.43 | — | — | — | — | — | — | — | — | 0.44 | |
| FAiTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.43 | — | — | — | — | — | — | — | — | 0.426 | |
| SearchCastH=7202026.06 | 0.43 | — | — | — | — | — | — | — | — | — | |
| DLinearH=Avg2026.06 | 0.43 | — | — | — | — | — | — | — | — | — | |
| CATSPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.432 | — | — | — | — | — | — | — | — | 0.444 | |
| FITSH=3362026.06 | 0.432 | — | — | — | — | — | — | — | — | — | |
| FilterTSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.433 | — | — | — | — | — | — | — | — | 0.43 | |
| AutoformerHorizon (H)=96, SAM Training=false, Publication Year=20212024.02 | 0.435 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=192, SAM Training=false, Publication Year=20232024.02 | 0.435 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.435 | — | — | — | — | — | — | — | — | 0.461 | |
| PENGUINPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.436 | — | — | — | — | — | — | — | — | 0.439 | |
| TimesNetPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.436 | — | — | — | — | — | — | — | — | 0.429 | |
| TimesNetH=1922026.06 | 0.436 | — | — | — | — | — | — | — | — | — | |
| TimeXerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.437 | — | — | — | — | — | — | — | — | 0.437 | |
| FreDFLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.437 | — | — | — | — | — | — | — | — | 0.435 | |
| CycleNetPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.438 | — | — | — | — | — | — | — | — | 0.437 | |
| SparseTSFPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.438 | — | — | — | — | — | — | — | — | 0.431 | |
| TimeMixerH=3362026.06 | 0.439 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=720, SAM Training=true, Publication Year=20232024.02 | 0.44 | — | — | — | — | — | — | — | — | — | |
| FITSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.44 | — | — | — | — | — | — | — | — | 0.431 | |
| iTransformerHorizon (H)=192, SAM Training=false, Publication Year=20242024.02 | 0.441 | — | — | — | — | — | — | — | — | — | |
| SparseTSFPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.441 | — | — | — | — | — | — | — | — | 0.438 | |
| FilterNetLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.441 | — | — | — | — | — | — | — | — | 0.439 | |
| iTransformerH=1922026.06 | 0.441 | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.442 | — | — | — | — | — | — | — | — | 0.445 | |
| CARDLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.442 | — | — | — | — | — | — | — | — | 0.429 | |
| FEDformerHorizon (H)=336, SAM Training=false, Publication Year=20222024.02 | 0.444 | — | — | — | — | — | — | — | — | — | |
| PatchMixerPrediction length (T)=720, Look-back window (L)=3362023.10 | 0.445 | — | — | — | — | — | — | — | — | 0.463 | |
| OLSH=3362026.06 | 0.445 | — | — | — | — | — | — | — | — | — | |
| RLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.446 | — | — | — | — | — | — | — | — | 0.434 | |
| MoLEPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.446 | — | — | — | — | — | — | — | — | 0.447 | |
| ACFormerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.447 | — | — | — | — | — | — | — | — | 0.424 | |
| TimeMixerLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.447 | — | — | — | — | — | — | — | — | 0.44 | |
| PENGUINPrediction horizon (H)=720, Look-back length (L)=3362025.08 | 0.448 | — | — | — | — | — | — | — | — | 0.461 | |
| PatchTSTPrediction length (T)=720, Look-back window (L)=3362023.10 | 0.449 | — | — | — | — | — | — | — | — | 0.466 | |
| TimeProLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.449 | — | — | — | — | — | — | — | — | 0.438 | |
| AutoformerH=962026.06 | 0.449 | — | — | — | — | — | — | — | — | — | |
| iTrans.Prediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.451 | — | — | — | — | — | — | — | — | 0.45 | |
| DLinearH=3362026.06 | 0.451 | — | — | — | — | — | — | — | — | — | |
| iTransformerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.453 | — | — | — | — | — | — | — | — | 0.44 |