Multivariate long-term series forecasting on Exchange
0.055MSEKoopa
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| KoopaPrediction Length=962024.09 | 0.055 | 0.169 | |
| Koopa + FANPrediction Length=962024.09 | 0.055 | 0.17 | |
| TimesNet + FANPrediction Length=962024.09 | 0.058 | 0.174 | |
| FITSHorizon=96, Parameter(720)=41.76K2024.10 | 0.086 | — | |
| iTransformerHorizon=96, Parameter(720)=7.04M2024.10 | 0.086 | — | |
| DLinearHorizon=96, Parameter(720)=485.3K2024.10 | 0.087 | — | |
| PatchTSTHorizon=96, Parameter(720)=6.31M2024.10 | 0.087 | — | |
| SANPrediction length (H)=962026.05 | 0.087 | 0.214 | |
| U-mixerPrediction length (H)=962026.05 | 0.087 | 0.201 | |
| KoopaPrediction Length=1682024.09 | 0.088 | 0.216 | |
| MixLinearHorizon=96, Parameter(720)=0.176K2024.10 | 0.088 | — | |
| SeesawNetPrediction length (H)=962026.05 | 0.088 | 0.213 | |
| Koopa + FANPrediction Length=1682024.09 | 0.089 | 0.217 | |
| TimeBridgePrediction length (H)=962026.05 | 0.091 | 0.215 | |
| PatchTSTPrediction length (H)=962026.05 | 0.091 | 0.214 | |
| DDNPrediction length (H)=962026.05 | 0.094 | 0.217 | |
| PDFPrediction length (H)=962026.05 | 0.094 | 0.219 | |
| TimesNet + FANPrediction Length=1682024.09 | 0.095 | 0.223 | |
| iTransformerPrediction length (H)=962026.05 | 0.099 | 0.226 | |
| SparseTSFHorizon=96, Parameter(720)=0.925K2024.10 | 0.105 | — | |
| TimesNetHorizon=96, Parameter(720)=301.7M2024.10 | 0.107 | — | |
| NS-TransformerPrediction length (H)=962026.05 | 0.132 | 0.254 | |
| FEDformerHorizon=96, Parameter(720)=17.98M2024.10 | 0.148 | — | |
| Koopa + FANPrediction Length=3362024.09 | 0.162 | 0.299 | |
| TimesNet + FANPrediction Length=3362024.09 | 0.169 | 0.307 | |
| U-mixerPrediction length (H)=1922026.05 | 0.171 | 0.295 | |
| MixLinearHorizon=192, Parameter(720)=0.176K2024.10 | 0.175 | — | |
| iTransformerHorizon=192, Parameter(720)=7.04M2024.10 | 0.177 | — | |
| SANPrediction length (H)=1922026.05 | 0.177 | 0.316 | |
| FITSHorizon=192, Parameter(720)=41.76K2024.10 | 0.18 | — | |
| SeesawNetPrediction length (H)=1922026.05 | 0.181 | 0.311 | |
| KoopaPrediction Length=3362024.09 | 0.182 | 0.317 | |
| PatchTSTHorizon=192, Parameter(720)=6.31M2024.10 | 0.183 | — | |
| DDNPrediction length (H)=1922026.05 | 0.193 | 0.314 | |
| SparseTSFHorizon=192, Parameter(720)=0.925K2024.10 | 0.196 | — | |
| AutoformerInput length I=96, Prediction length O=962021.06 | 0.197 | 0.323 | |
| TimeBridgePrediction length (H)=1922026.05 | 0.198 | 0.318 | |
| PDFPrediction length (H)=1922026.05 | 0.198 | 0.319 | |
| iTransformerPrediction length (H)=1922026.05 | 0.206 | 0.329 | |
| PatchTSTPrediction length (H)=1922026.05 | 0.207 | 0.326 | |
| TimesNetHorizon=192, Parameter(720)=301.7M2024.10 | 0.226 | — | |
| DLinear (w/)Corrector=included, Average=four horizons2025.12 | 0.242 | 0.355 | |
| DLinearHorizon=192, Parameter(720)=485.3K2024.10 | 0.251 | — | |
| NS-TransformerPrediction length (H)=1922026.05 | 0.258 | 0.363 | |
| SCINetHorizon=96, Parameter(720)=23.62M2024.10 | 0.267 | — | |
| FEDformerHorizon=192, Parameter(720)=17.98M2024.10 | 0.271 | — | |
| MTLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.285 | 0.38 | |
| SeesawNetPrediction length (H)=3362026.05 | 0.289 | 0.397 | |
| SANPrediction length (H)=3362026.05 | 0.296 | 0.41 | |
| DlinearPrediction length=Avg2025.12 | 0.297 | 0.378 | |
| AutoformerInput length I=96, Prediction length O=1922021.06 | 0.3 | 0.369 | |
| Koopa + FANPrediction Length=7202024.09 | 0.306 | 0.418 | |
| U-mixerPrediction length (H)=3362026.05 | 0.31 | 0.404 | |
| DLinear + KUP-BIBackbone=DLinear, Configuration=Joint-tune2026.05 | 0.313 | 0.39 | |
| FusADPrediction length=Avg2025.12 | 0.314 | 0.379 | |
| MixLinearHorizon=336, Parameter(720)=0.176K2024.10 | 0.318 | — | |
| AMDPrediction length=Avg2025.12 | 0.328 | 0.387 | |
| iTransformerHorizon=336, Parameter(720)=7.04M2024.10 | 0.331 | — | |
| PDFPrediction length (H)=3362026.05 | 0.332 | 0.42 | |
| FITSHorizon=336, Parameter(720)=41.76K2024.10 | 0.333 | — | |
| PENGUINLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.34 | 0.403 | |
| TimesNet + FANPrediction Length=7202024.09 | 0.341 | 0.442 | |
| DLinearInput Length=96, Prediction Horizon=AVG2024.02 | 0.346 | 0.416 | |
| PatchTSTPrediction length (H)=3362026.05 | 0.346 | 0.429 | |
| AttraosInput Length=96, Prediction Horizon=AVG2024.02 | 0.349 | 0.395 | |
| DDNPrediction length (H)=3362026.05 | 0.35 | 0.427 | |
| SCINetHorizon=192, Parameter(720)=23.62M2024.10 | 0.351 | — | |
| PENGUINLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.355 | 0.401 | |
| AffirmPrediction length=Avg2025.12 | 0.356 | 0.399 | |
| SparseTSFHorizon=336, Parameter(720)=0.925K2024.10 | 0.358 | — | |
| xPatch + KUP-BIBackbone=xPatch, Configuration=Joint-tune2026.05 | 0.358 | 0.402 | |
| iTransformerPrediction length=Avg2025.12 | 0.36 | 0.403 | |
| iTransformerLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.36 | 0.403 | |
| DLinear + KUP-BIBackbone=DLinear, Configuration=Plugin-only2026.05 | 0.362 | 0.416 | |
| xPatch + KUP-BIBackbone=xPatch, Configuration=Plugin-only2026.05 | 0.363 | 0.403 | |
| xPatchBackbone=xPatch, Configuration=Ori2026.05 | 0.364 | 0.403 | |
| PatchTSTPrediction length=Avg2025.12 | 0.367 | 0.404 | |
| TimesNetHorizon=336, Parameter(720)=301.7M2024.10 | 0.367 | — | |
| PatchTSTLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.367 | 0.404 | |
| DLinear (w/o)Corrector=excluded, Average=four horizons2025.12 | 0.369 | 0.418 | |
| DLinearBackbone=DLinear, Configuration=Ori2026.05 | 0.369 | 0.418 | |
| GPT4TSPrediction length=Avg2025.12 | 0.371 | 0.406 | |
| PatchTST + KUP-BIBackbone=PatchTST, Configuration=Joint-tune2026.05 | 0.371 | 0.41 | |
| CATSLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.374 | 0.409 | |
| DLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.376 | 0.444 | |
| CycleNet/MLPLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.378 | 0.41 | |
| RLinearPrediction length=Avg2025.12 | 0.379 | 0.418 | |
| iTransformerPrediction length (H)=3362026.05 | 0.379 | 0.456 | |
| TimesNetPrediction Length=962024.09 | 0.38 | 0.507 | |
| CycleNet/LinearLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.383 | 0.414 | |
| TimesNet + KUP-BIBackbone=TimesNet, Configuration=Joint-tune2026.05 | 0.383 | 0.427 | |
| PatchTSTHorizon=336, Parameter(720)=6.31M2024.10 | 0.39 | — | |
| PatchTST + KUP-BIBackbone=PatchTST, Configuration=Plugin-only2026.05 | 0.39 | 0.418 | |
| TimeBridgePrediction length (H)=3362026.05 | 0.394 | 0.46 | |
| PatchTSTBackbone=PatchTST, Configuration=Ori2026.05 | 0.394 | 0.426 | |
| SparseTSFLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.397 | 0.427 | |
| TimesNet + KUP-BIBackbone=TimesNet, Configuration=Plugin-only2026.05 | 0.399 | 0.434 | |
| CycleNetLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.08 | 0.4 | 0.422 | |
| DLinearHorizon=336, Parameter(720)=485.3K2024.10 | 0.403 | — | |
| KoopaPrediction Length=7202024.09 | 0.414 | 0.514 |