Multivariate Long-Term Forecasting on ETTh2 (test)
0.268MSESearchCast
Evaluation results
| Method | Links | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| SearchCastH=962026.06 | 0.268 | — | — | — | — | — | — | — | — | — | |
| OLSH=962026.06 | 0.27 | — | — | — | — | — | — | — | — | — | |
| FITSH=962026.06 | 0.27 | — | — | — | — | — | — | — | — | — | |
| DLinearH=962026.06 | 0.275 | — | — | — | — | — | — | — | — | — | |
| MoHETSPrediction Length=962026.01 | 0.278 | 0.332 | — | — | — | — | — | — | — | — | |
| CycleNetPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.281 | 0.345 | — | — | — | — | — | — | — | — | |
| DLinearPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.281 | 0.347 | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.283 | 0.343 | — | — | — | — | — | — | — | — | |
| CATSHorizon=96, Input Sequence Length=962024.05 | 0.287 | 0.341 | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.288 | 0.346 | — | — | — | — | — | — | — | — | |
| TimeMixerHorizon=96, Input Sequence Length=962024.05 | 0.289 | 0.341 | — | — | — | — | — | — | — | — | |
| TimeMixerH=962026.06 | 0.289 | — | — | — | — | — | — | — | — | — | |
| SparseTSFPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.29 | 0.345 | — | — | — | — | — | — | — | — | |
| MoLEPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.291 | 0.354 | — | — | — | — | — | — | — | — | |
| VCformerPrediction Length (H)=96, Look-back window (T)=962024.05 | 0.292 | 0.344 | — | — | — | — | — | — | — | — | |
| CATSPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.294 | 0.35 | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.295 | — | — | — | — | — | — | — | — | — | |
| iTransformerHorizon (H)=96, SAM Training=false, Publication Year=20242024.02 | 0.297 | — | — | — | — | — | — | — | — | — | |
| iTransformerH=962026.06 | 0.297 | — | — | — | — | — | — | — | — | — | |
| iTrans.Prediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.301 | 0.358 | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.302 | — | — | — | — | — | — | — | — | — | |
| PatchTSTH=962026.06 | 0.302 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.305 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.308 | — | — | — | — | — | — | — | — | — | |
| MTLinearPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.309 | 0.368 | — | — | — | — | — | — | — | — | |
| SearchCastH=1922026.06 | 0.33 | — | — | — | — | — | — | — | — | — | |
| OLSH=1922026.06 | 0.331 | — | — | — | — | — | — | — | — | — | |
| FITSH=1922026.06 | 0.331 | — | — | — | — | — | — | — | — | — | |
| AutoformerHorizon (H)=96, SAM Training=false, Publication Year=20212024.02 | 0.332 | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=96, SAM Training=false, Publication Year=20222024.02 | 0.332 | — | — | — | — | — | — | — | — | — | |
| FITSH=Avg2026.06 | 0.333 | — | — | — | — | — | — | — | — | — | |
| TimeMixerH=1922026.06 | 0.333 | — | — | — | — | — | — | — | — | — | |
| SearchCastH=Avg2026.06 | 0.334 | — | — | — | — | — | — | — | — | — | |
| OLSH=Avg2026.06 | 0.334 | — | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.34 | — | — | — | — | — | — | — | — | — | |
| DLinearH=Avg2026.06 | 0.34 | — | — | — | — | — | — | — | — | — | |
| TimesNetH=962026.06 | 0.34 | — | — | — | — | — | — | — | — | — | |
| DLinearH=1922026.06 | 0.342 | — | — | — | — | — | — | — | — | — | |
| AutoformerH=962026.06 | 0.346 | — | — | — | — | — | — | — | — | — | |
| MoHETSPrediction Length=Avg.2026.01 | 0.348 | 0.382 | — | — | — | — | — | — | — | — | |
| CycleNetPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.349 | 0.392 | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.35 | — | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=336, SAM Training=true, Publication Year=20232024.02 | 0.35 | — | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.351 | 0.387 | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=192, SAM Training=false, Publication Year=20232024.02 | 0.352 | — | — | — | — | — | — | — | — | — | |
| SparseTSFPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.352 | 0.387 | — | — | — | — | — | — | — | — | |
| MTLinearPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.352 | 0.396 | — | — | — | — | — | — | — | — | |
| TimeMixerH=Avg2026.06 | 0.353 | — | — | — | — | — | — | — | — | — | |
| SearchCastH=3362026.06 | 0.354 | — | — | — | — | — | — | — | — | — | |
| OLSH=3362026.06 | 0.354 | — | — | — | — | — | — | — | — | — | |
| FITSH=3362026.06 | 0.354 | — | — | — | — | — | — | — | — | — | |
| CATSPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.356 | 0.391 | — | — | — | — | — | — | — | — | |
| MoLEPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.357 | 0.396 | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.358 | 0.39 | — | — | — | — | — | — | — | — | |
| DLinearH=3362026.06 | 0.359 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=336, SAM Training=true, Publication Year=20232024.02 | 0.36 | — | — | — | — | — | — | — | — | — | |
| TimeMixerPrediction Length=Avg.2026.01 | 0.364 | 0.395 | — | — | — | — | — | — | — | — | |
| TimeMixerLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.364 | 0.395 | — | — | — | — | — | — | — | — | |
| ACFormerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.365 | 0.39 | — | — | — | — | — | — | — | — | |
| FAiTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.365 | 0.389 | — | — | — | — | — | — | — | — | |
| PatchTSTTraining Mode=Fine-tuning, Prediction Horizon=962022.11 | 0.366 | 0.397 | — | — | — | — | — | — | — | — | |
| TimeXerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.367 | 0.396 | — | — | — | — | — | — | — | — | |
| TimeXerPrediction Length=Avg.2026.01 | 0.367 | 0.396 | — | — | — | — | — | — | — | — | |
| DLinearPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.367 | 0.404 | — | — | — | — | — | — | — | — | |
| ModernTCNLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.368 | 0.394 | — | — | — | — | — | — | — | — | |
| CARDLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.368 | 0.39 | — | — | — | — | — | — | — | — | |
| TimeProLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.371 | 0.391 | — | — | — | — | — | — | — | — | |
| FreDFLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.371 | 0.396 | — | — | — | — | — | — | — | — | |
| AmplifierLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.372 | 0.393 | — | — | — | — | — | — | — | — | |
| SparseTSFPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.372 | 0.413 | — | — | — | — | — | — | — | — | |
| FilterTSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.372 | 0.396 | — | — | — | — | — | — | — | — | |
| SOFTSPrediction Length=Avg.2026.01 | 0.373 | 0.4 | — | — | — | — | — | — | — | — | |
| CycleNetPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.373 | 0.415 | — | — | — | — | — | — | — | — | |
| RLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.374 | 0.398 | — | — | — | — | — | — | — | — | |
| TimeMixerH=3362026.06 | 0.374 | — | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.376 | 0.409 | — | — | — | — | — | — | — | — | |
| iTrans.Prediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.376 | 0.405 | — | — | — | — | — | — | — | — | |
| FITSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.376 | 0.398 | — | — | — | — | — | — | — | — | |
| FITSH=7202026.06 | 0.377 | — | — | — | — | — | — | — | — | — | |
| TimeMixer++Lookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.379 | 0.398 | — | — | — | — | — | — | — | — | |
| iTransformerHorizon (H)=192, SAM Training=false, Publication Year=20242024.02 | 0.38 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=336, SAM Training=false, Publication Year=20232024.02 | 0.38 | — | — | — | — | — | — | — | — | — | |
| PatchTSTLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.38 | 0.396 | — | — | — | — | — | — | — | — | |
| OLSH=7202026.06 | 0.38 | — | — | — | — | — | — | — | — | — | |
| iTransformerH=1922026.06 | 0.38 | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.381 | 0.412 | — | — | — | — | — | — | — | — | |
| AutoformerPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.381 | 0.427 | — | — | — | — | — | — | — | — | |
| iTransformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.383 | 0.407 | — | — | — | — | — | — | — | — | |
| iTransformerPrediction Length=Avg.2026.01 | 0.383 | 0.406 | — | — | — | — | — | — | — | — | |
| FEDformerPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.383 | 0.43 | — | — | — | — | — | — | — | — | |
| FilterNetLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.383 | 0.407 | — | — | — | — | — | — | — | — | |
| iTrans.Look-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.383 | 0.407 | — | — | — | — | — | — | — | — | |
| SearchCastH=7202026.06 | 0.383 | — | — | — | — | — | — | — | — | — | |
| iTransformerH=Avg2026.06 | 0.383 | — | — | — | — | — | — | — | — | — | |
| PatchTSTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.384 | 0.405 | — | — | — | — | — | — | — | — | |
| DLinearH=7202026.06 | 0.384 | — | — | — | — | — | — | — | — | — | |
| iTransformerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.386 | 0.403 | — | — | — | — | — | — | — | — | |
| PatchTSTlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.387 | 0.407 | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction Length=Avg.2026.01 | 0.387 | 0.407 | — | — | — | — | — | — | — | — | |
| CATSPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.387 | 0.416 | — | — | — | — | — | — | — | — |