Multivariate long-term forecasting on ETTm2 standard (test)
0.037MSEMulti-Scale Residual-Aware Representation Learning Pipeline
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Multi-Scale Residual-Aware Representation Learning PipelinePrediction Length (S)=96, Input Length=962026.06 | 0.037 | 0.116 | |
| TimeBridgePrediction Length (S)=96, Input Length=962026.06 | 0.157 | 0.243 | |
| TimeMixerAveraged over horizons={96, 192, 336, 720}2026.04 | 0.256 | 0.316 | |
| PatchTSTAveraged over horizons={96, 192, 336, 720}2026.04 | 0.256 | 0.317 | |
| TSMixerAveraged over horizons={96, 192, 336, 720}2026.04 | 0.267 | 0.322 | |
| TimeXerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.274 | 0.322 | |
| PatchTSTlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.281 | 0.326 | |
| ST-PTAveraged over horizons={96, 192, 336, 720}2026.04 | 0.283 | 0.332 | |
| RLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.286 | 0.327 | |
| iTransformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.288 | 0.332 | |
| TimesNetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.291 | 0.333 | |
| TimesNetAveraged over horizons={96, 192, 336, 720}2026.04 | 0.291 | 0.333 | |
| Autoformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.327 | 0.371 | |
| DLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.35 | 0.401 | |
| TiDElook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.358 | 0.404 | |
| SCINetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.571 | 0.537 | |
| CrossformerAveraged over horizons={96, 192, 336, 720}2026.04 | 0.621 | 0.51 | |
| Crossformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.757 | 0.61 |