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Multivariate long-term forecasting on ETTm1 T=96 (test)

0.279MSEGridTST
0.265120.358810.45250.54619May 6, 2024Aug 14, 2024Nov 22, 2024Mar 2, 2025Jun 10, 2025Sep 18, 2025Dec 27, 2025

Evaluation results

MethodLinks
GridTSTLookback length=336, Prediction length=962024.050.2790.339
PatchTSTLookback length=336, Prediction length=962024.050.2920.342
DLinearLookback length=336, Prediction length=962024.050.2990.343
iTransformerLookback length=336, Prediction length=962024.050.3020.356
NumerionLookback length (T)=96, Prediction length (S)=962025.050.3050.337
CDTLookback length (T)=96, Prediction length (S)=962025.050.3070.334
CrossFormerLookback length=336, Prediction length=962024.050.3160.38
DistDFLookback length (T)=96, Prediction length (S)=962025.050.3160.357
GTRLookback length (T)=96, Prediction length (S)=962025.050.3160.357
TimeXer + CRCBackbone=TimeXer, Residual Correction=CRC2025.120.31730.3544
TimeXerBackbone=TimeXer, Residual Correction=None2025.120.31780.3563
PatchTST + CRCBackbone=PatchTST, Residual Correction=CRC2025.120.32090.3617
CP-NetInput length (I)=96, Forecasting length (O)=962024.050.3210.359
TimeProLookback length (T)=96, Prediction length (S)=962025.050.3260.364
PatchTSTBackbone=PatchTST, Residual Correction=None2025.120.32680.3667
TFPSLookback length (T)=96, Prediction length (S)=962025.050.3270.367
PatchTSTLookback length (T)=96, Prediction length (S)=962025.050.3290.367
DLinear + CRCBackbone=DLinear, Residual Correction=CRC2025.120.33210.3664
iTransformerLookback length (T)=96, Prediction length (S)=962025.050.3340.368
TimesNet + CRCBackbone=TimesNet, Residual Correction=CRC2025.120.33620.377
TimesNetInput length (I)=96, Forecasting length (O)=962024.050.3380.375
TimesNetLookback length (T)=96, Prediction length (S)=962025.050.3380.375
PatchTSTInput length (I)=96, Forecasting length (O)=962024.050.3390.368
TimesNetBackbone=TimesNet, Residual Correction=None2025.120.34440.3806
DlinearInput length (I)=96, Forecasting length (O)=962024.050.3450.372
DLinearLookback length (T)=96, Prediction length (S)=962025.050.3450.372
DLinearBackbone=DLinear, Residual Correction=None2025.120.34590.3737
RLinearLookback length (T)=96, Prediction length (S)=962025.050.3550.376
TiDELookback length (T)=96, Prediction length (S)=962025.050.3640.387
LightTSInput length (I)=96, Forecasting length (O)=962024.050.3740.4
FEDformerInput length (I)=96, Forecasting length (O)=962024.050.3790.419
FEDformerLookback length (T)=96, Prediction length (S)=962025.050.3790.419
CrossformerLookback length (T)=96, Prediction length (S)=962025.050.4040.426
SEMPOLookback length (T)=96, Prediction length (S)=962025.050.4660.443
AutoformerInput length (I)=96, Forecasting length (O)=962024.050.5050.475
AutoformerLookback length (T)=96, Prediction length (S)=962025.050.5050.475
AutoformerLookback length=336, Prediction length=962024.050.510.492
PyraformerLookback length=336, Prediction length=962024.050.5430.51
InformerLookback length=336, Prediction length=962024.050.6260.56