Multivariate long-term series forecasting on ETTm1
0.278MSEPDF
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| PDFPrediction length (H)=962026.05 | 0.278 | 0.338 | — | |
| TimeBridgePrediction length (H)=962026.05 | 0.279 | 0.333 | — | |
| DualformerPrediction Length=962026.01 | 0.283 | 0.33 | — | |
| D-PADPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.285 | 0.328 | — | |
| DLinear + TimeAPNPrediction Length=96, Backbone=DLinear2026.03 | 0.287 | 0.341 | — | |
| PatchTSTPrediction Length=962026.01 | 0.288 | 0.341 | — | |
| SANPrediction length (H)=962026.05 | 0.288 | 0.342 | — | |
| TimeMixerPrediction Length=962026.01 | 0.291 | 0.34 | — | |
| PatchTSTPrediction length (H)=962026.05 | 0.291 | 0.342 | — | |
| PatchTSTHorizon=962024.10 | 0.292 | — | — | |
| PatchTST/64T=962023.04 | 0.293 | 0.346 | — | |
| PatchTSTHorizon=96, Parameter(720)=6.31M2024.10 | 0.293 | — | — | |
| PatchTSTPrediction Horizon (H)=962026.04 | 0.293 | 0.346 | — | |
| SeesawNetPrediction length (H)=962026.05 | 0.293 | 0.344 | — | |
| DLinearPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.299 | 0.343 | — | |
| DLinearHorizon=96, Parameter(720)=485.3K2024.10 | 0.299 | — | — | |
| DLinearPrediction Horizon (H)=962026.04 | 0.299 | 0.343 | — | |
| DLinearHorizon=962024.10 | 0.301 | — | — | |
| DLinearPrediction Length=96, Backbone=DLinear2026.03 | 0.301 | 0.345 | — | |
| FITSHorizon=962024.10 | 0.303 | — | — | |
| iTransformerPrediction length (H)=962026.05 | 0.303 | 0.357 | — | |
| SCINetPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.305 | 0.352 | — | |
| FITSHorizon=96, Parameter(720)=41.76K2024.10 | 0.305 | — | — | |
| LaSTPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.306 | 0.349 | — | |
| TiDET=962023.04 | 0.306 | 0.349 | — | |
| MMFNetHorizon=962024.10 | 0.307 | — | -0.015 | |
| MixLinearHorizon=96, Parameter(720)=0.176K2024.10 | 0.308 | — | — | |
| FEDformer + TimeAPNPrediction Length=96, Backbone=FEDformer2026.03 | 0.308 | 0.364 | — | |
| DDNPrediction length (H)=962026.05 | 0.313 | 0.356 | — | |
| SparseTSFHorizon=962024.10 | 0.314 | — | — | |
| SparseTSFHorizon=96, Parameter(720)=0.925K2024.10 | 0.314 | — | — | |
| TimeMixerHorizon=962024.10 | 0.315 | — | — | |
| SeesawNetPrediction length (H)=1922026.05 | 0.315 | 0.361 | — | |
| PatchTST + TimeAPNPrediction Length=96, Backbone=PatchTST2026.03 | 0.316 | 0.354 | — | |
| PDFPrediction length (H)=1922026.05 | 0.316 | 0.362 | — | |
| S_Mamba + TimeAPNPrediction Length=96, Backbone=S_Mamba2026.03 | 0.32 | 0.366 | — | |
| RMoK-BPrediction Horizon (H)=962026.04 | 0.32 | 0.358 | — | |
| PatchTSTPrediction Length=96, Backbone=PatchTST2026.03 | 0.321 | 0.36 | — | |
| U-mixerPrediction length (H)=962026.05 | 0.321 | 0.351 | — | |
| TimeBridgePrediction length (H)=1922026.05 | 0.321 | 0.363 | — | |
| TimeKANPrediction Horizon (H)=962026.04 | 0.322 | 0.361 | — | |
| D-PADPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.323 | 0.349 | — | |
| SANPrediction length (H)=1922026.05 | 0.323 | 0.363 | — | |
| Time TrackerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.325 | 0.363 | — | |
| DLinear + TimeAPNPrediction Length=192, Backbone=DLinear2026.03 | 0.325 | 0.364 | — | |
| FEDformerPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.326 | 0.39 | — | |
| TimesNet + FANPrediction Length=962024.09 | 0.326 | 0.388 | — | |
| DualformerPrediction Length=1922026.01 | 0.326 | 0.355 | — | |
| PatchTSTModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.326 | 0.363 | — | |
| TimeMixerPrediction Length=1922026.01 | 0.327 | 0.365 | — | |
| PatchTSTHorizon=1922024.10 | 0.33 | — | — | |
| TimerModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.33 | 0.367 | — | |
| S_MambaPrediction Length=96, Backbone=S_Mamba2026.03 | 0.331 | 0.368 | — | |
| PatchTSTPrediction Length=1922026.01 | 0.332 | 0.37 | — | |
| PatchTSTPrediction length (H)=1922026.05 | 0.332 | 0.369 | — | |
| PatchTST/64T=1922023.04 | 0.333 | 0.37 | — | |
| PatchTSTHorizon=192, Parameter(720)=6.31M2024.10 | 0.333 | — | — | |
| PatchTSTPrediction Horizon (H)=1922026.04 | 0.333 | 0.37 | — | |
| InA-ProbeEvaluation Protocol=one-for-all, Lookback Window (L)=672, Training Horizon=96-step2026.06 | 0.333 | 0.37 | — | |
| InA-ProbeEvaluation Protocol=One-for-all, Prediction Length/Horizon Training Strategy=Single 96-step model serves all horizons2026.06 | 0.333 | 0.37 | — | |
| MMFNetHorizon=1922024.10 | 0.334 | — | -0.004 | |
| iTransformerPrediction Length=962026.01 | 0.334 | 0.368 | — | |
| iTransformerHorizon=96, Parameter(720)=7.04M2024.10 | 0.334 | — | — | |
| iTransformerPrediction Horizon (H)=962026.04 | 0.334 | 0.368 | — | |
| DLinearPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.335 | 0.365 | — | |
| TiDET=1922023.04 | 0.335 | 0.366 | — | |
| DLinearHorizon=1922024.10 | 0.335 | — | — | |
| DLinearHorizon=192, Parameter(720)=485.3K2024.10 | 0.335 | — | — | |
| DLinearPrediction Horizon (H)=1922026.04 | 0.335 | 0.365 | — | |
| HiMTMPrediction Horizon=Average2024.01 | 0.336 | 0.369 | — | |
| Koopa + FANPrediction Length=962024.09 | 0.336 | 0.395 | — | |
| DLinearPrediction Length=192, Backbone=DLinear2026.03 | 0.336 | 0.366 | — | |
| FITSHorizon=1922024.10 | 0.337 | — | — | |
| MixLinearHorizon=192, Parameter(720)=0.176K2024.10 | 0.337 | — | — | |
| TimesNetHorizon=962024.10 | 0.338 | — | — | |
| TimesNetHorizon=96, Parameter(720)=301.7M2024.10 | 0.338 | — | — | |
| TimesNetModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.338 | 0.375 | — | |
| TimeMixerHorizon=1922024.10 | 0.339 | — | — | |
| FITSHorizon=192, Parameter(720)=41.76K2024.10 | 0.339 | — | — | |
| iTransformerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.339 | 0.374 | — | |
| PatchTST*Prediction Horizon=Average2024.01 | 0.341 | 0.379 | — | |
| SeesawNetPrediction length (H)=3362026.05 | 0.342 | 0.379 | — | |
| SparseTSFHorizon=1922024.10 | 0.343 | — | — | |
| SparseTSFHorizon=192, Parameter(720)=0.925K2024.10 | 0.343 | — | — | |
| DDNPrediction length (H)=1922026.05 | 0.343 | 0.373 | — | |
| AffirmPrediction length=Avg2025.12 | 0.344 | 0.377 | — | |
| DLinearModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.344 | 0.372 | — | |
| iTransformerPrediction length (H)=1922026.05 | 0.344 | 0.381 | — | |
| DualformerPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.01 | 0.345 | 0.367 | — | |
| FusADPrediction length=Avg2025.12 | 0.345 | 0.374 | — | |
| TALONEvaluation Protocol=one-for-all, Lookback Window (L)=672, Training Horizon=96-step2026.06 | 0.345 | 0.38 | — | |
| PDFPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.01 | 0.347 | 0.374 | — | |
| TimePerceiverPrediction Length (H)=Avg, Input Length (L)=Averaged over {96, 384, 768}2025.12 | 0.347 | 0.375 | — | |
| AMDPrediction length=Avg2025.12 | 0.347 | 0.374 | — | |
| SimMTMPrediction Horizon=Average2024.01 | 0.348 | 0.385 | — | |
| TimeMixerPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.01 | 0.348 | 0.376 | — | |
| LaSTPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.349 | 0.373 | — | |
| PatchTSTPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.01 | 0.349 | 0.381 | — | |
| DecompKANPrediction Horizon (H)=962026.04 | 0.349 | 0.384 | — | |
| PDFPrediction length (H)=3362026.05 | 0.349 | 0.381 | — |