Multivariate long-term forecasting on Exchange v1 (test)
0.083MSEPaiFilter
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| PaiFilterPrediction length=96, Lookback length=962024.11 | 0.083 | 0.202 | |
| TexFilterPrediction length=96, Lookback length=962024.11 | 0.091 | 0.211 | |
| FreTSPrediction length=96, Lookback length=962024.11 | 0.091 | 0.217 | |
| MICNPrediction length=96, Lookback length=962024.11 | 0.102 | 0.235 | |
| MICNInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.315 | 0.404 | |
| DLinearPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.337 | 0.402 | |
| STELLAInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.339 | 0.394 | |
| TiDEInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.339 | 0.4 | |
| Dynamic TMoEPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.351 | 0.397 | |
| FITSPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.353 | 0.4 | |
| DLinearInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.354 | 0.414 | |
| TimeLLMInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.359 | 0.403 | |
| iTransformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.36 | 0.403 | |
| GPT4TSInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.371 | 0.409 | |
| TimeMixerPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.374 | 0.411 | |
| PatchTSTPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.385 | 0.411 | |
| PatchTSTInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.39 | 0.429 | |
| TFPSPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.395 | 0.414 | |
| RAFTPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.407 | 0.418 | |
| ST-MTMPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.408 | 0.432 | |
| TimesNetInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.416 | 0.443 | |
| TimesNetPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.416 | 0.443 | |
| NSformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.461 | 0.454 | |
| FEDformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.519 | 0.5 | |
| FEDformerPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.05 | 0.519 | 0.5 | |
| AutoformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.613 | 0.539 | |
| CrossformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 0.727 | 0.653 | |
| ReformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 1.28 | 0.932 | |
| InformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.12 | 1.55 | 0.998 |