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ResearchFormerly WizWand

Multivariate long-term series forecasting on Exchange

0.055MSEKoopa
0.040640.137570.23450.33143Jun 24, 2021Apr 18, 2022Feb 10, 2023Dec 6, 2023Sep 29, 2024Jul 24, 2025May 19, 2026
Updated 5mo ago

Evaluation results

MethodLinks
KoopaPrediction Length=962024.090.0550.169
Koopa + FANPrediction Length=962024.090.0550.17
TimesNet + FANPrediction Length=962024.090.0580.174
FITSHorizon=96, Parameter(720)=41.76K2024.100.086—
iTransformerHorizon=96, Parameter(720)=7.04M2024.100.086—
DLinearHorizon=96, Parameter(720)=485.3K2024.100.087—
PatchTSTHorizon=96, Parameter(720)=6.31M2024.100.087—
SANPrediction length (H)=962026.050.0870.214
U-mixerPrediction length (H)=962026.050.0870.201
KoopaPrediction Length=1682024.090.0880.216
MixLinearHorizon=96, Parameter(720)=0.176K2024.100.088—
SeesawNetPrediction length (H)=962026.050.0880.213
Koopa + FANPrediction Length=1682024.090.0890.217
TimeBridgePrediction length (H)=962026.050.0910.215
PatchTSTPrediction length (H)=962026.050.0910.214
DDNPrediction length (H)=962026.050.0940.217
PDFPrediction length (H)=962026.050.0940.219
TimesNet + FANPrediction Length=1682024.090.0950.223
iTransformerPrediction length (H)=962026.050.0990.226
SparseTSFHorizon=96, Parameter(720)=0.925K2024.100.105—
TimesNetHorizon=96, Parameter(720)=301.7M2024.100.107—
NS-TransformerPrediction length (H)=962026.050.1320.254
FEDformerHorizon=96, Parameter(720)=17.98M2024.100.148—
Koopa + FANPrediction Length=3362024.090.1620.299
TimesNet + FANPrediction Length=3362024.090.1690.307
U-mixerPrediction length (H)=1922026.050.1710.295
MixLinearHorizon=192, Parameter(720)=0.176K2024.100.175—
iTransformerHorizon=192, Parameter(720)=7.04M2024.100.177—
SANPrediction length (H)=1922026.050.1770.316
FITSHorizon=192, Parameter(720)=41.76K2024.100.18—
SeesawNetPrediction length (H)=1922026.050.1810.311
KoopaPrediction Length=3362024.090.1820.317
PatchTSTHorizon=192, Parameter(720)=6.31M2024.100.183—
DDNPrediction length (H)=1922026.050.1930.314
SparseTSFHorizon=192, Parameter(720)=0.925K2024.100.196—
AutoformerInput length I=96, Prediction length O=962021.060.1970.323
TimeBridgePrediction length (H)=1922026.050.1980.318
PDFPrediction length (H)=1922026.050.1980.319
iTransformerPrediction length (H)=1922026.050.2060.329
PatchTSTPrediction length (H)=1922026.050.2070.326
TimesNetHorizon=192, Parameter(720)=301.7M2024.100.226—
DLinear (w/)Corrector=included, Average=four horizons2025.120.2420.355
DLinearHorizon=192, Parameter(720)=485.3K2024.100.251—
NS-TransformerPrediction length (H)=1922026.050.2580.363
SCINetHorizon=96, Parameter(720)=23.62M2024.100.267—
FEDformerHorizon=192, Parameter(720)=17.98M2024.100.271—
MTLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.2850.38
SeesawNetPrediction length (H)=3362026.050.2890.397
SANPrediction length (H)=3362026.050.2960.41
DlinearPrediction length=Avg2025.120.2970.378
AutoformerInput length I=96, Prediction length O=1922021.060.30.369
Koopa + FANPrediction Length=7202024.090.3060.418
U-mixerPrediction length (H)=3362026.050.310.404
DLinear + KUP-BIBackbone=DLinear, Configuration=Joint-tune2026.050.3130.39
FusADPrediction length=Avg2025.120.3140.379
MixLinearHorizon=336, Parameter(720)=0.176K2024.100.318—
AMDPrediction length=Avg2025.120.3280.387
iTransformerHorizon=336, Parameter(720)=7.04M2024.100.331—
PDFPrediction length (H)=3362026.050.3320.42
FITSHorizon=336, Parameter(720)=41.76K2024.100.333—
PENGUINLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.340.403
TimesNet + FANPrediction Length=7202024.090.3410.442
DLinearInput Length=96, Prediction Horizon=AVG2024.020.3460.416
PatchTSTPrediction length (H)=3362026.050.3460.429
AttraosInput Length=96, Prediction Horizon=AVG2024.020.3490.395
DDNPrediction length (H)=3362026.050.350.427
SCINetHorizon=192, Parameter(720)=23.62M2024.100.351—
PENGUINLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.080.3550.401
AffirmPrediction length=Avg2025.120.3560.399
SparseTSFHorizon=336, Parameter(720)=0.925K2024.100.358—
xPatch + KUP-BIBackbone=xPatch, Configuration=Joint-tune2026.050.3580.402
iTransformerPrediction length=Avg2025.120.360.403
iTransformerLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.080.360.403
DLinear + KUP-BIBackbone=DLinear, Configuration=Plugin-only2026.050.3620.416
xPatch + KUP-BIBackbone=xPatch, Configuration=Plugin-only2026.050.3630.403
xPatchBackbone=xPatch, Configuration=Ori2026.050.3640.403
PatchTSTPrediction length=Avg2025.120.3670.404
TimesNetHorizon=336, Parameter(720)=301.7M2024.100.367—
PatchTSTLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.080.3670.404
DLinear (w/o)Corrector=excluded, Average=four horizons2025.120.3690.418
DLinearBackbone=DLinear, Configuration=Ori2026.050.3690.418
GPT4TSPrediction length=Avg2025.120.3710.406
PatchTST + KUP-BIBackbone=PatchTST, Configuration=Joint-tune2026.050.3710.41
CATSLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.080.3740.409
DLinearLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3760.444
CycleNet/MLPLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.080.3780.41
RLinearPrediction length=Avg2025.120.3790.418
iTransformerPrediction length (H)=3362026.050.3790.456
TimesNetPrediction Length=962024.090.380.507
CycleNet/LinearLook-back length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2025.080.3830.414
TimesNet + KUP-BIBackbone=TimesNet, Configuration=Joint-tune2026.050.3830.427
PatchTSTHorizon=336, Parameter(720)=6.31M2024.100.39—
PatchTST + KUP-BIBackbone=PatchTST, Configuration=Plugin-only2026.050.390.418
TimeBridgePrediction length (H)=3362026.050.3940.46
PatchTSTBackbone=PatchTST, Configuration=Ori2026.050.3940.426
SparseTSFLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.3970.427
TimesNet + KUP-BIBackbone=TimesNet, Configuration=Plugin-only2026.050.3990.434
CycleNetLook-back length (L)=336, Prediction horizons (H)={96, 192, 336, 720}2025.080.40.422
DLinearHorizon=336, Parameter(720)=485.3K2024.100.403—
KoopaPrediction Length=7202024.090.4140.514