Multivariate long-term series forecasting on Exchange (test)
0.016MSETARFVAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| TARFVAE2025.11 | 0.016 | 0.084 | |
| mr-Diff2025.11 | 0.016 | 0.082 | |
| CPF2025.11 | 0.016 | 0.082 | |
| FiLM2025.11 | 0.016 | 0.079 | |
| NBeats2025.11 | 0.016 | 0.081 | |
| N-Hits2025.11 | 0.017 | 0.085 | |
| TimeDiff2025.11 | 0.018 | 0.091 | |
| PSA-GAN2025.11 | 0.018 | 0.087 | |
| NLinear2025.11 | 0.019 | 0.091 | |
| Depts2025.11 | 0.02 | 0.1 | |
| DLinear2025.11 | 0.022 | 0.102 | |
| SCINet2025.11 | 0.036 | 0.137 | |
| KoopaForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.042 | 0.143 | |
| DLinearForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.043 | 0.145 | |
| PatchTSTForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.044 | 0.144 | |
| TimesNetForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.059 | 0.172 | |
| SSSD2025.11 | 0.061 | 0.127 | |
| FiLMForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.071 | 0.192 | |
| CSDI2025.11 | 0.077 | 0.194 | |
| TimeGrad2025.11 | 0.079 | 0.193 | |
| SearchCastH=962026.06 | 0.081 | — | |
| KoopaForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.083 | 0.207 | |
| DLinearForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.084 | 0.22 | |
| PatchTSTForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.085 | 0.204 | |
| VCformerPrediction Length (H)=96, Look-back window (T)=962024.05 | 0.085 | 0.205 | |
| DLinearH=962026.06 | 0.085 | — | |
| FiLMPrediction Length=962022.05 | 0.086 | 0.204 | |
| Seasonal-naivePrediction Length=962022.05 | 0.086 | 0.204 | |
| FiLMPrediction Length (O)=962022.05 | 0.086 | 0.204 | |
| iTransformerHorizon (H)=96, SAM Training=false, Publication Year=20242024.02 | 0.086 | — | |
| S-MambaPrediction length (T)=962025.12 | 0.086 | 0.207 | |
| OLSH=962026.06 | 0.086 | — | |
| iTransformerH=962026.06 | 0.086 | — | |
| TimeMixerH=962026.06 | 0.086 | — | |
| FITSH=962026.06 | 0.087 | — | |
| PatchTSTHorizon (H)=96, SAM Training=false, Publication Year=20232024.02 | 0.088 | — | |
| PatchTSTH=962026.06 | 0.088 | — | |
| N-HitsPrediction Length=962022.05 | 0.092 | 0.211 | |
| PENGUINPrediction horizon (H)=96, Look-back length (L)=3362025.08 | 0.093 | 0.218 | |
| TimesNetH=962026.06 | 0.107 | — | |
| MICNForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.108 | 0.251 | |
| FiLMForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.112 | 0.245 | |
| MICNForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.117 | 0.248 | |
| TimesNetForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.12 | 0.255 | |
| KOSSPrediction length (T)=962025.12 | 0.121 | 0.217 | |
| AutoformerForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.125 | 0.252 | |
| KNFForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.128 | 0.271 | |
| KoopaForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.13 | 0.261 | |
| PatchTSTForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.132 | 0.26 | |
| DLinearForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.132 | 0.253 | |
| FEDformerPrediction Length=962022.05 | 0.139 | 0.276 | |
| FEDformerPrediction Length (O)=962022.05 | 0.139 | 0.276 | |
| FEDformerHorizon (H)=96, SAM Training=false, Publication Year=20222024.02 | 0.139 | — | |
| MICNForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.152 | 0.301 | |
| SAMformerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.161 | — | |
| SearchCastH=1922026.06 | 0.167 | — | |
| Seasonal-naivePrediction Length=1922022.05 | 0.172 | 0.295 | |
| FiLMForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.174 | 0.306 | |
| PatchTSTForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.174 | 0.3 | |
| PatchTSTHorizon (H)=192, SAM Training=false, Publication Year=20232024.02 | 0.176 | — | |
| PatchTSTH=1922026.06 | 0.176 | — | |
| iTransformerHorizon (H)=192, SAM Training=false, Publication Year=20242024.02 | 0.177 | — | |
| iTransformerH=1922026.06 | 0.177 | — | |
| TimeMixerH=1922026.06 | 0.177 | — | |
| DLinearForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.178 | 0.299 | |
| DLinearH=1922026.06 | 0.178 | — | |
| OLSH=1922026.06 | 0.18 | — | |
| S-MambaPrediction length (T)=1922025.12 | 0.182 | 0.304 | |
| FITSH=1922026.06 | 0.183 | — | |
| KoopaForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.184 | 0.309 | |
| MICNForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.187 | 0.331 | |
| FiLMPrediction Length (O)=1922022.05 | 0.188 | 0.292 | |
| FiLMPrediction Length=1922022.05 | 0.189 | 0.292 | |
| AutoformerPrediction Length=962022.05 | 0.197 | 0.323 | |
| AutoformerPrediction Length (O)=962022.05 | 0.197 | 0.323 | |
| AutoformerHorizon (H)=96, SAM Training=false, Publication Year=20212024.02 | 0.197 | — | |
| AutoformerH=962026.06 | 0.197 | — | |
| D3VAE2025.11 | 0.2 | 0.301 | |
| TimesNetForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.206 | 0.334 | |
| N-HitsPrediction Length=1922022.05 | 0.208 | 0.322 | |
| TimesNetH=1922026.06 | 0.226 | — | |
| KOSSPrediction length (T)=1922025.12 | 0.231 | 0.291 | |
| TSMixerHorizon (H)=96, SAM Training=true, Publication Year=20232024.02 | 0.233 | — | |
| FiLMForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.241 | 0.364 | |
| SAMformerHorizon (H)=192, SAM Training=true, Publication Year=20232024.02 | 0.246 | — | |
| FEDformerPrediction Length=1922022.05 | 0.256 | 0.369 | |
| FEDformerPrediction Length (O)=1922022.05 | 0.256 | 0.369 | |
| FEDformerHorizon (H)=192, SAM Training=false, Publication Year=20222024.02 | 0.256 | — | |
| KOSSPrediction length (T)=Avg2025.12 | 0.266 | 0.314 | |
| AutoformerForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.28 | 0.386 | |
| TransformerHorizon (H)=96, SAM Training=false2024.02 | 0.292 | — | |
| KNFForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.294 | 0.394 | |
| AutoformerPrediction Length=1922022.05 | 0.3 | 0.369 | |
| AutoformerPrediction Length (O)=1922022.05 | 0.3 | 0.369 | |
| AutoformerHorizon (H)=192, SAM Training=false, Publication Year=20212024.02 | 0.3 | — | |
| AutoformerH=1922026.06 | 0.3 | — | |
| PatchTSTHorizon (H)=336, SAM Training=false, Publication Year=20232024.02 | 0.301 | — | |
| PatchTSTH=3362026.06 | 0.301 | — | |
| SearchCastH=3362026.06 | 0.305 | — | |
| Seasonal-naivePrediction Length=3362022.05 | 0.311 | 0.401 |