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ResearchFormerly WizWand

Multivariate long-term forecasting on ETTm1 T=720 (test)

0.417MSEGridTST
0.388360.581680.7750.96832May 6, 2024May 8, 2024May 11, 2024May 14, 2024May 16, 2024May 19, 2024May 22, 2024
Updated 8mo ago

Evaluation results

MethodLinks
GridTSTLookback length=336, Prediction length=7202024.050.4170.428
PatchTSTLookback length=336, Prediction length=7202024.050.4170.424
DLinearLookback length=336, Prediction length=7202024.050.4250.423
iTransformerLookback length=336, Prediction length=7202024.050.4380.437
CrossFormerLookback length=336, Prediction length=7202024.050.4460.458
CP-NetInput length (I)=96, Forecasting length (O)=7202024.050.4620.441
PatchTSTInput length (I)=96, Forecasting length (O)=7202024.050.4620.44
DlinearInput length (I)=96, Forecasting length (O)=7202024.050.4740.453
TimesNetInput length (I)=96, Forecasting length (O)=7202024.050.4780.45
AutoformerLookback length=336, Prediction length=7202024.050.5270.493
LightTSInput length (I)=96, Forecasting length (O)=7202024.050.5270.502
FEDformerInput length (I)=96, Forecasting length (O)=7202024.050.5430.49
AutoformerInput length (I)=96, Forecasting length (O)=7202024.050.6710.561
PyraformerLookback length=336, Prediction length=7202024.050.9080.724
InformerLookback length=336, Prediction length=7202024.051.1330.845