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ResearchFormerly WizWand

Multivariate long-term forecasting on Exchange v1 (test)

0.083MSEPaiFilter
0.024320.420410.81651.21259Nov 3, 2024Feb 4, 2025May 9, 2025Aug 11, 2025Nov 13, 2025Feb 15, 2026May 20, 2026
Updated 5mo ago

Evaluation results

MethodLinks
PaiFilterPrediction length=96, Lookback length=962024.110.0830.202
TexFilterPrediction length=96, Lookback length=962024.110.0910.211
FreTSPrediction length=96, Lookback length=962024.110.0910.217
MICNPrediction length=96, Lookback length=962024.110.1020.235
MICNInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.3150.404
DLinearPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.3370.402
STELLAInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.3390.394
TiDEInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.3390.4
Dynamic TMoEPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.3510.397
FITSPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.3530.4
DLinearInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.3540.414
TimeLLMInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.3590.403
iTransformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.360.403
GPT4TSInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.3710.409
TimeMixerPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.3740.411
PatchTSTPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.3850.411
PatchTSTInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.390.429
TFPSPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.3950.414
RAFTPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.4070.418
ST-MTMPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.4080.432
TimesNetInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.4160.443
TimesNetPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.4160.443
NSformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.4610.454
FEDformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.5190.5
FEDformerPrediction Horizon={96, 192, 336, 720}, Look-back window=962026.050.5190.5
AutoformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.6130.539
CrossformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.120.7270.653
ReformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.121.280.932
InformerInput sequence length (T)=96, Predictive lengths (H)={96, 192, 336, 720}2025.121.550.998