Multivariate Long-Term Forecasting on ETTm1 (test)
0.166MSEPatchTST
Evaluation results
| Method | Links | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| PatchTSTTraining Mode=Fine-tuning, Prediction Horizon=962022.11 | 0.166 | 0.256 | — | — | — | — | — | — | — | — | |
| CoSTPre-training Dataset=ETTh2, Horizon=962024.01 | 0.253 | 0.342 | — | — | — | — | — | — | — | — | |
| PRformerInput length (L)=720, Prediction length (H)=962024.08 | 0.278 | 0.333 | — | — | — | — | — | — | — | — | |
| HiMTMPre-training Dataset=ETTh2, Horizon=962024.01 | 0.28 | 0.333 | — | — | — | — | — | — | — | — | |
| HiMTMPre-training Dataset=ETTm2, Horizon=962024.01 | 0.282 | 0.332 | — | — | — | — | — | — | — | — | |
| PatchTST*Pre-training Dataset=ETTh1, Horizon=962024.01 | 0.285 | 0.342 | — | — | — | — | — | — | — | — | |
| HiMTMPre-training Dataset=ETTh1, Horizon=962024.01 | 0.289 | 0.339 | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.29 | 0.341 | — | — | — | — | — | — | — | — | |
| SimMTMPre-training Dataset=ETTm2, Horizon=962024.01 | 0.297 | 0.348 | — | — | — | — | — | — | — | — | |
| SearchCastH=962026.06 | 0.297 | — | — | — | — | — | — | — | — | — | |
| FiLMPrediction Horizon=962022.05 | 0.302 | 0.345 | — | — | — | — | — | — | — | — | |
| OLSH=962026.06 | 0.307 | — | — | — | — | — | — | — | — | — | |
| FITSH=962026.06 | 0.309 | — | — | — | — | — | — | — | — | — | |
| DLinearH=962026.06 | 0.312 | — | — | — | — | — | — | — | — | — | |
| CATSHorizon=96, Input Sequence Length=962024.05 | 0.318 | 0.357 | — | — | — | — | — | — | — | — | |
| VCformerPrediction Length (H)=96, Look-back window (T)=962024.05 | 0.319 | 0.359 | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.319 | 0.361 | — | — | — | — | — | — | — | — | |
| Bi-Mamba+Prediction Length=962024.04 | 0.32 | 0.36 | — | — | — | — | — | — | — | — | |
| TimeMixerHorizon=96, Input Sequence Length=962024.05 | 0.32 | 0.357 | — | — | — | — | — | — | — | — | |
| TimeMixerH=962026.06 | 0.32 | — | — | — | — | — | — | — | — | — | |
| N-HITSInput length (I)=96, Output length (O)=962023.10 | 0.324 | 0.349 | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=96, SAM Training=false, Publication Year=20222024.02 | 0.326 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.327 | — | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.329 | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.329 | — | — | — | — | — | — | — | — | — | |
| PatchTSTH=962026.06 | 0.329 | — | — | — | — | — | — | — | — | — | |
| SearchCastH=1922026.06 | 0.332 | — | — | — | — | — | — | — | — | — | |
| MoHETSPrediction Length=Avg.2026.01 | 0.333 | 0.367 | — | — | — | — | — | — | — | — | |
| iTransformerHorizon (H)=96, SAM Training=false, Publication Year=20242024.02 | 0.334 | — | — | — | — | — | — | — | — | — | |
| iTransformerInput length (L)=720, Prediction length (H)=962024.08 | 0.334 | 0.368 | — | — | — | — | — | — | — | — | |
| iTransformerH=962026.06 | 0.334 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.336 | — | — | — | — | — | — | — | — | — | |
| OLSH=1922026.06 | 0.336 | — | — | — | — | — | — | — | — | — | |
| FiLMPrediction Horizon=1922022.05 | 0.338 | 0.368 | — | — | — | — | — | — | — | — | |
| FITSH=1922026.06 | 0.338 | — | — | — | — | — | — | — | — | — | |
| TimesNetH=962026.06 | 0.338 | — | — | — | — | — | — | — | — | — | |
| DLinearH=1922026.06 | 0.341 | — | — | — | — | — | — | — | — | — | |
| BasisformerInput length (I)=96, Output length (O)=962023.10 | 0.342 | 0.374 | — | — | — | — | — | — | — | — | |
| DlinearInput length (I)=96, Output length (O)=962023.10 | 0.345 | 0.372 | — | — | — | — | — | — | — | — | |
| HiMTMPre-training Dataset=ETTh1, Horizon=Avg2024.01 | 0.346 | 0.372 | — | — | — | — | — | — | — | — | |
| SearchCastH=Avg2026.06 | 0.346 | — | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.353 | — | — | — | — | — | — | — | — | — | |
| LaSTPre-training Dataset=ETTh1, Horizon=Avg2024.01 | 0.353 | 0.39 | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.355 | 0.387 | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.356 | — | — | — | — | — | — | — | — | — | |
| OLSH=Avg2026.06 | 0.356 | — | — | — | — | — | — | — | — | — | |
| FiLMInput length (I)=96, Output length (O)=962023.10 | 0.357 | 0.373 | — | — | — | — | — | — | — | — | |
| SearchCastH=3362026.06 | 0.357 | — | — | — | — | — | — | — | — | — | |
| FITSH=Avg2026.06 | 0.358 | — | — | — | — | — | — | — | — | — | |
| Bi-Mamba+Prediction Length=1922024.04 | 0.361 | 0.383 | — | — | — | — | — | — | — | — | |
| TimeMixerH=1922026.06 | 0.361 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=192, SAM Training=false, Publication Year=20232024.02 | 0.362 | — | — | — | — | — | — | — | — | — | |
| DLinearH=Avg2026.06 | 0.362 | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=192, SAM Training=false, Publication Year=20222024.02 | 0.365 | — | — | — | — | — | — | — | — | — | |
| OLSH=3362026.06 | 0.365 | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=192, SAM Training=false, Publication Year=20232024.02 | 0.367 | — | — | — | — | — | — | — | — | — | |
| FITSH=3362026.06 | 0.367 | — | — | — | — | — | — | — | — | — | |
| PatchTSTH=1922026.06 | 0.367 | — | — | — | — | — | — | — | — | — | |
| DLinearH=3362026.06 | 0.372 | — | — | — | — | — | — | — | — | — | |
| FiLMPrediction Horizon=3362022.05 | 0.373 | 0.388 | — | — | — | — | — | — | — | — | |
| TimesNetH=1922026.06 | 0.374 | — | — | — | — | — | — | — | — | — | |
| N-HITSInput length (I)=96, Output length (O)=1922023.10 | 0.376 | 0.379 | — | — | — | — | — | — | — | — | |
| iTransformerHorizon (H)=192, SAM Training=false, Publication Year=20242024.02 | 0.377 | — | — | — | — | — | — | — | — | — | |
| iTransformerH=1922026.06 | 0.377 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Horizon=962022.05 | 0.378 | 0.418 | — | — | — | — | — | — | — | — | |
| ACFormerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.378 | 0.377 | — | — | — | — | — | — | — | — | |
| FAiTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.378 | 0.38 | — | — | — | — | — | — | — | — | |
| FedformerInput length (I)=96, Output length (O)=962023.10 | 0.379 | 0.419 | — | — | — | — | — | — | — | — | |
| DlinearInput length (I)=96, Output length (O)=1922023.10 | 0.38 | 0.389 | — | — | — | — | — | — | — | — | |
| BasisformerInput length (I)=96, Output length (O)=1922023.10 | 0.38 | 0.392 | — | — | — | — | — | — | — | — | |
| TimeMixerPrediction Length=Avg.2026.01 | 0.381 | 0.395 | — | — | — | — | — | — | — | — | |
| TimeMixer++Lookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.381 | 0.384 | — | — | — | — | — | — | — | — | |
| PatchTSTLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.381 | 0.379 | — | — | — | — | — | — | — | — | |
| TimeMixerLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.381 | 0.395 | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=336, SAM Training=true, Publication Year=20232024.02 | 0.382 | — | — | — | — | — | — | — | — | — | |
| TimeXerPrediction Length=Avg.2026.01 | 0.382 | 0.397 | — | — | — | — | — | — | — | — | |
| CARDLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.383 | 0.384 | — | — | — | — | — | — | — | — | |
| TransformerHorizon (H)=96, SAM Training=false2024.02 | 0.384 | — | — | — | — | — | — | — | — | — | |
| FilterTSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.385 | 0.396 | — | — | — | — | — | — | — | — | |
| Bi-Mamba+Prediction Length=3362024.04 | 0.386 | 0.402 | — | — | — | — | — | — | — | — | |
| FiLMInput length (I)=96, Output length (O)=1922023.10 | 0.387 | 0.385 | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=336, SAM Training=true, Publication Year=20232024.02 | 0.387 | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction Length=Avg.2026.01 | 0.387 | 0.4 | — | — | — | — | — | — | — | — | |
| PatchTSTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.387 | 0.4 | — | — | — | — | — | — | — | — | |
| PatchTSTH=Avg2026.06 | 0.388 | — | — | — | — | — | — | — | — | — | |
| iTransformerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.389 | 0.386 | — | — | — | — | — | — | — | — | |
| TimeMixerH=Avg2026.06 | 0.389 | — | — | — | — | — | — | — | — | — | |
| AmplifierLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.39 | 0.382 | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=336, SAM Training=false, Publication Year=20232024.02 | 0.391 | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=336, SAM Training=false, Publication Year=20222024.02 | 0.392 | — | — | — | — | — | — | — | — | — | |
| TimeProLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.392 | 0.387 | — | — | — | — | — | — | — | — | |
| FreDFLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.392 | 0.399 | — | — | — | — | — | — | — | — | |
| FilterNetLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.392 | 0.401 | — | — | — | — | — | — | — | — | |
| SOFTSPrediction Length=Avg.2026.01 | 0.393 | 0.403 | — | — | — | — | — | — | — | — | |
| DLinearLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.396 | 0.388 | — | — | — | — | — | — | — | — | |
| SearchCastH=7202026.06 | 0.396 | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=336, SAM Training=false, Publication Year=20232024.02 | 0.399 | — | — | — | — | — | — | — | — | — | |
| TransformerHorizon (H)=192, SAM Training=false2024.02 | 0.4 | — | — | — | — | — | — | — | — | — | |
| TimesNetPrediction Length=Avg.2026.01 | 0.4 | 0.405 | — | — | — | — | — | — | — | — | |
| ModernTCNLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.4 | 0.41 | — | — | — | — | — | — | — | — |