Multivariate Long-Term Series Forecasting on ETTm2 (test)
0.16MSESearchCast
Evaluation results
| Method | Links | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| SearchCastH=962026.06 | 0.16 | — | — | — | — | — | — | — | — | — | |
| PRformerInput length (L)=720, Prediction length (H)=962024.08 | 0.162 | 0.245 | — | — | — | — | — | — | — | — | |
| OLSH=962026.06 | 0.162 | — | — | — | — | — | — | — | — | — | |
| FITSH=962026.06 | 0.162 | — | — | — | — | — | — | — | — | — | |
| DLinearH=962026.06 | 0.163 | — | — | — | — | — | — | — | — | — | |
| FiLMPrediction Length=962022.05 | 0.165 | 0.256 | — | — | — | — | — | — | — | — | |
| FiLMPrediction Horizon=962022.05 | 0.165 | 0.256 | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon=962024.05 | 0.165 | — | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.168 | 0.258 | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.175 | — | — | — | — | — | — | — | — | — | |
| TimeMixerHorizon=96, Input Sequence Length=962024.05 | 0.175 | 0.258 | — | — | — | — | — | — | — | — | |
| PatchTSTH=962026.06 | 0.175 | — | — | — | — | — | — | — | — | — | |
| TimeMixerH=962026.06 | 0.175 | — | — | — | — | — | — | — | — | — | |
| N-HitsPrediction Length=962022.05 | 0.176 | 0.255 | — | — | — | — | — | — | — | — | |
| N-HiTSHorizon=962024.05 | 0.176 | — | — | — | — | — | — | — | — | — | |
| Bi-Mamba+Prediction Length=962024.04 | 0.176 | 0.263 | — | — | — | — | — | — | — | — | |
| CATSHorizon=96, Input Sequence Length=962024.05 | 0.178 | 0.261 | — | — | — | — | — | — | — | — | |
| VCformerPrediction Length (H)=96, Look-back window (T)=962024.05 | 0.18 | 0.266 | — | — | — | — | — | — | — | — | |
| iTransformerHorizon (H)=96, SAM Training=false, Publication Year=20242024.02 | 0.18 | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=96, SAM Training=false, Publication Year=20222024.02 | 0.18 | — | — | — | — | — | — | — | — | — | |
| iTransformerH=962026.06 | 0.18 | — | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.181 | — | — | — | — | — | — | — | — | — | |
| TimesNetH=962026.06 | 0.187 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.19 | — | — | — | — | — | — | — | — | — | |
| FiLMPrediction Length (O)=962022.05 | 0.199 | 0.262 | — | — | — | — | — | — | — | — | |
| TransformerHorizon (H)=96, SAM Training=false2024.02 | 0.2 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Length=962022.05 | 0.203 | 0.287 | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Horizon=962022.05 | 0.203 | 0.287 | — | — | — | — | — | — | — | — | |
| AutoformerHorizon (H)=96, SAM Training=false, Publication Year=20212024.02 | 0.205 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.211 | — | — | — | — | — | — | — | — | — | |
| SearchCastH=1922026.06 | 0.212 | — | — | — | — | — | — | — | — | — | |
| OLSH=1922026.06 | 0.216 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Length (O)=962022.05 | 0.217 | 0.296 | — | — | — | — | — | — | — | — | |
| FITSH=1922026.06 | 0.217 | — | — | — | — | — | — | — | — | — | |
| DLinearH=1922026.06 | 0.217 | — | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon=1922024.05 | 0.218 | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction length (T)=192, Look-back window (L)=3362023.10 | 0.22 | 0.292 | — | — | — | — | — | — | — | — | |
| FiLMPrediction Length=1922022.05 | 0.222 | 0.296 | — | — | — | — | — | — | — | — | |
| FiLMPrediction Horizon=1922022.05 | 0.222 | 0.296 | — | — | — | — | — | — | — | — | |
| DLinearPrediction length (T)=192, Look-back window (L)=best in {24, 48, 96, 192, 336}2023.10 | 0.224 | 0.303 | — | — | — | — | — | — | — | — | |
| PatchMixerPrediction length (T)=192, Look-back window (L)=3362023.10 | 0.227 | 0.295 | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=192, Look-back length (L)=3362025.08 | 0.227 | 0.296 | — | — | — | — | — | — | — | — | |
| FiLMPrediction Length (O)=1922022.05 | 0.228 | 0.288 | — | — | — | — | — | — | — | — | |
| SAMformerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.233 | — | — | — | — | — | — | — | — | — | |
| MICNPrediction length (T)=192, Look-back window (L)=best in {24, 48, 96, 192, 336}2023.10 | 0.236 | 0.32 | — | — | — | — | — | — | — | — | |
| SearchCastH=Avg2026.06 | 0.237 | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=192, SAM Training=false, Publication Year=20232024.02 | 0.241 | — | — | — | — | — | — | — | — | — | |
| PatchTSTH=1922026.06 | 0.241 | — | — | — | — | — | — | — | — | — | |
| TimeMixerH=1922026.06 | 0.241 | — | — | — | — | — | — | — | — | — | |
| Bi-Mamba+Prediction Length=1922024.04 | 0.242 | 0.304 | — | — | — | — | — | — | — | — | |
| TimesNetPrediction length (T)=192, Look-back window (L)=best in {24, 48, 96, 192, 336}2023.10 | 0.242 | 0.309 | — | — | — | — | — | — | — | — | |
| N-HitsPrediction Length=1922022.05 | 0.245 | 0.305 | — | — | — | — | — | — | — | — | |
| N-HiTSHorizon=1922024.05 | 0.245 | — | — | — | — | — | — | — | — | — | |
| OLSH=Avg2026.06 | 0.249 | — | — | — | — | — | — | — | — | — | |
| TimesNetH=1922026.06 | 0.249 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.25 | — | — | — | — | — | — | — | — | — | |
| iTransformerHorizon (H)=192, SAM Training=false, Publication Year=20242024.02 | 0.25 | — | — | — | — | — | — | — | — | — | |
| FITSH=Avg2026.06 | 0.25 | — | — | — | — | — | — | — | — | — | |
| iTransformerH=1922026.06 | 0.25 | — | — | — | — | — | — | — | — | — | |
| DLinearH=Avg2026.06 | 0.251 | — | — | — | — | — | — | — | — | — | |
| TSMixerHorizon (H)=192, SAM Training=false, Publication Year=20232024.02 | 0.252 | — | — | — | — | — | — | — | — | — | |
| FEDformerHorizon (H)=192, SAM Training=false, Publication Year=20222024.02 | 0.252 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction length (T)=192, Look-back window (L)=best in {24, 48, 96, 192, 336}2023.10 | 0.252 | 0.318 | — | — | — | — | — | — | — | — | |
| AutoformerPrediction Length=962022.05 | 0.255 | 0.339 | — | — | — | — | — | — | — | — | |
| AutoformerPrediction Horizon=962022.05 | 0.255 | 0.339 | — | — | — | — | — | — | — | — | |
| AutoformerH=962026.06 | 0.255 | — | — | — | — | — | — | — | — | — | |
| SearchCastH=3362026.06 | 0.256 | — | — | — | — | — | — | — | — | — | |
| Seasonal-naivePrediction Length=962022.05 | 0.262 | 0.3 | — | — | — | — | — | — | — | — | |
| AutoformerPrediction Length (O)=962022.05 | 0.266 | 0.336 | — | — | — | — | — | — | — | — | |
| FiLMPrediction Length (O)=3362022.05 | 0.267 | 0.323 | — | — | — | — | — | — | — | — | |
| OLSH=3362026.06 | 0.268 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Length=1922022.05 | 0.269 | 0.328 | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Horizon=1922022.05 | 0.269 | 0.328 | — | — | — | — | — | — | — | — | |
| FITSH=3362026.06 | 0.269 | — | — | — | — | — | — | — | — | — | |
| DLinearH=3362026.06 | 0.269 | — | — | — | — | — | — | — | — | — | |
| FAiTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.271 | 0.314 | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon=3362024.05 | 0.272 | — | — | — | — | — | — | — | — | — | |
| CARDLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.272 | 0.317 | — | — | — | — | — | — | — | — | |
| TransformerHorizon (H)=192, SAM Training=false2024.02 | 0.273 | — | — | — | — | — | — | — | — | — | |
| ACFormerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.273 | 0.314 | — | — | — | — | — | — | — | — | |
| PatchTSTTraining Mode=Sup., Prediction Horizon=962022.11 | 0.274 | 0.336 | — | — | — | — | — | — | — | — | |
| AmplifierLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.274 | 0.316 | — | — | — | — | — | — | — | — | |
| PatchTSTLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.275 | 0.318 | — | — | — | — | — | — | — | — | |
| TimeMixerLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.275 | 0.323 | — | — | — | — | — | — | — | — | |
| TimeMixerH=Avg2026.06 | 0.275 | — | — | — | — | — | — | — | — | — | |
| FEDformerPrediction Length (O)=1922022.05 | 0.276 | 0.336 | — | — | — | — | — | — | — | — | |
| FilterTSLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.276 | 0.321 | — | — | — | — | — | — | — | — | |
| FiLMPrediction Length=3362022.05 | 0.277 | 0.333 | — | — | — | — | — | — | — | — | |
| FiLMPrediction Horizon=3362022.05 | 0.277 | 0.333 | — | — | — | — | — | — | — | — | |
| AutoformerHorizon (H)=192, SAM Training=false, Publication Year=20212024.02 | 0.278 | — | — | — | — | — | — | — | — | — | |
| FreDFLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.278 | 0.319 | — | — | — | — | — | — | — | — | |
| AutoformerPrediction Length=1922022.05 | 0.281 | 0.34 | — | — | — | — | — | — | — | — | |
| AutoformerPrediction Horizon=1922022.05 | 0.281 | 0.34 | — | — | — | — | — | — | — | — | |
| AutoformerPrediction length (T)=192, Look-back window (L)=best in {24, 48, 96, 192, 336}2023.10 | 0.281 | 0.34 | — | — | — | — | — | — | — | — | |
| iTransformerLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.281 | 0.32 | — | — | — | — | — | — | — | — | |
| PatchTSTLook-back length L=96, Horizons H={96, 192, 336, 720}2026.05 | 0.281 | 0.326 | — | — | — | — | — | — | — | — | |
| PatchTSTH=Avg2026.06 | 0.281 | — | — | — | — | — | — | — | — | — | |
| AutoformerH=1922026.06 | 0.281 | — | — | — | — | — | — | — | — | — | |
| TimeProLookback window (S)=96, Prediction length (P)={96, 192, 336, 720}2026.01 | 0.282 | 0.322 | — | — | — | — | — | — | — | — | |
| PENGUINPrediction horizon (H)=336, Look-back length (L)=3362025.08 | 0.282 | 0.333 | — | — | — | — | — | — | — | — |