Multivariate long-term forecasting on ETTm2 v1 (test)
0.155MSEPMDformer
Evaluation results
| Method | Links | ||
|---|---|---|---|
| PMDformerPrediction horizon=96, Lookback window=720, Year=ours2026.06 | 0.155 | 0.24 | |
| PatchTSTPrediction horizon=96, Lookback window=720, Year=20232026.06 | 0.165 | 0.26 | |
| PaiFilterPrediction length=96, Lookback length=962024.11 | 0.174 | 0.257 | |
| TexFilterPrediction length=96, Lookback length=962024.11 | 0.175 | 0.258 | |
| MICNPrediction length=96, Lookback length=962024.11 | 0.179 | 0.275 | |
| PMDformerPrediction horizon=Avg, Lookback window=720, Year=ours2026.06 | 0.246 | 0.304 | |
| STELLAInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.275 | 0.317 | |
| PatchTSTInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.285 | 0.328 | |
| TiDEInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.289 | 0.326 | |
| TimesNetInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.291 | 0.333 | |
| iTransformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.292 | 0.335 | |
| GPT4TSInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.294 | 0.329 | |
| TimeLLMInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.297 | 0.341 | |
| FEDformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.305 | 0.349 | |
| NSformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.306 | 0.347 | |
| AutoformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.327 | 0.371 | |
| MICNInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.328 | 0.382 | |
| DLinearInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.35 | 0.401 | |
| CrossformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 1.217 | 0.708 | |
| InformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 1.41 | 0.81 | |
| ReformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 1.479 | 0.915 |