Multivariate Long-Term Forecasting on ETTm1 v1 (test)
0.279MSEPMDformer
Evaluation results
| Method | Links | ||
|---|---|---|---|
| PMDformerPrediction horizon=96, Lookback window=720, Year=ours2026.06 | 0.279 | 0.328 | |
| SOFTSPrediction horizon=96, Lookback window=720, Year=20242026.06 | 0.303 | 0.361 | |
| MICNPrediction length=96, Lookback length=962024.11 | 0.316 | 0.362 | |
| PaiFilterPrediction length=96, Lookback length=962024.11 | 0.318 | 0.358 | |
| TexFilterPrediction length=96, Lookback length=962024.11 | 0.321 | 0.361 | |
| FreTSPrediction length=96, Lookback length=962024.11 | 0.335 | 0.372 | |
| PMDformerPrediction horizon=Avg, Lookback window=720, Year=ours2026.06 | 0.346 | 0.371 | |
| PaiFilterPrediction length=192, Lookback length=962024.11 | 0.364 | 0.383 | |
| TexFilterPrediction length=192, Lookback length=962024.11 | 0.367 | 0.387 | |
| STELLAInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.379 | 0.388 | |
| PatchTSTInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.392 | 0.402 | |
| MICNInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.392 | 0.414 | |
| PaiFilterPrediction length=336, Lookback length=962024.11 | 0.396 | 0.406 | |
| GPT4TSInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.396 | 0.401 | |
| TimesNetInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.4 | 0.406 | |
| TexFilterPrediction length=336, Lookback length=962024.11 | 0.401 | 0.409 | |
| DLinearInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.403 | 0.407 | |
| iTransformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.407 | 0.411 | |
| TimeLLMInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.41 | 0.409 | |
| TiDEInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.412 | 0.406 | |
| FEDformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.448 | 0.452 | |
| PaiFilterPrediction length=720, Lookback length=962024.11 | 0.456 | 0.444 | |
| TexFilterPrediction length=720, Lookback length=962024.11 | 0.477 | 0.448 | |
| NSformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.481 | 0.456 | |
| CrossformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.502 | 0.503 | |
| AutoformerPrediction length=96, Lookback length=962024.11 | 0.505 | 0.475 | |
| PyraformerPrediction length=96, Lookback length=962024.11 | 0.543 | 0.51 | |
| AutoformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.588 | 0.517 | |
| InformerPrediction length=96, Lookback length=962024.11 | 0.672 | 0.571 | |
| ReformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.799 | 0.671 | |
| InformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.961 | 0.734 |