Multivariate Long-Term Forecasting on ETTm1 (Avg)
0.336MSEHiMTM
Evaluation results
| Method | Links | ||
|---|---|---|---|
| HiMTM2024.01 | 0.336 | 0.369 | |
| PatchTST2024.01 | 0.351 | 0.38 | |
| DLinear2024.01 | 0.357 | 0.378 | |
| MICN2024.01 | 0.363 | 0.391 | |
| TriTSLookback window=96, Prediction length=Average2026.04 | 0.379 | 0.386 | |
| WPMixerLookback window=96, Prediction length=Average2026.04 | 0.38 | 0.396 | |
| TimeMixerLookback window=96, Prediction length=Average2026.04 | 0.381 | 0.395 | |
| SIGMAInput Length=962026.05 | 0.383 | 0.397 | |
| FDNetLookback window=96, Prediction length=Average2026.04 | 0.385 | 0.394 | |
| MultiPatch.Input Length=962026.05 | 0.385 | 0.4 | |
| WPMixerInput Length=962026.05 | 0.385 | 0.397 | |
| TimeMixerInput Length=962026.05 | 0.385 | 0.398 | |
| VisionTS++Lookback window=96, Prediction length=Average2026.04 | 0.392 | 0.398 | |
| MTSMixer2024.01 | 0.393 | 0.405 | |
| AMDInput Length=962026.05 | 0.395 | 0.399 | |
| PatchTSTLookback window=96, Prediction length=Average2026.04 | 0.396 | 0.406 | |
| MICNInput Length=962026.05 | 0.399 | 0.427 | |
| TimesNet2024.01 | 0.4 | 0.406 | |
| VisionTSLookback window=96, Prediction length=Average2026.04 | 0.401 | 0.405 | |
| MSGNetInput Length=962026.05 | 0.401 | 0.412 | |
| DLinearLookback window=96, Prediction length=Average2026.04 | 0.404 | 0.408 | |
| Scaleformer2024.01 | 0.406 | 0.421 | |
| iTransformerLookback window=96, Prediction length=Average2026.04 | 0.407 | 0.412 | |
| Crossformer2024.01 | 0.408 | 0.429 | |
| TimesNetInput Length=962026.05 | 0.41 | 0.415 | |
| Fedformer2024.01 | 0.448 | 0.452 | |
| Autoformer2024.01 | 0.588 | 0.517 | |
| Pyra.Input Length=962026.05 | 0.737 | 0.614 | |
| Informer2024.01 | 0.961 | 0.734 |