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ResearchFormerly WizWand

Multivariate long-term series forecasting on Exchange (test)

0.016MSETARFVAE
0.00420.083850.16350.24315May 18, 2022Jan 22, 2023Sep 29, 2023Jun 5, 2024Feb 10, 2025Oct 18, 2025Jun 25, 2026
Updated 4mo ago

Evaluation results

MethodLinks
TARFVAE2025.110.0160.084
mr-Diff2025.110.0160.082
CPF2025.110.0160.082
FiLM2025.110.0160.079
NBeats2025.110.0160.081
N-Hits2025.110.0170.085
TimeDiff2025.110.0180.091
PSA-GAN2025.110.0180.087
NLinear2025.110.0190.091
Depts2025.110.020.1
DLinear2025.110.0220.102
SCINet2025.110.0360.137
KoopaForecast Length (H)=48, Lookback Length (T)=962023.050.0420.143
DLinearForecast Length (H)=48, Lookback Length (T)=962023.050.0430.145
PatchTSTForecast Length (H)=48, Lookback Length (T)=962023.050.0440.144
TimesNetForecast Length (H)=48, Lookback Length (T)=962023.050.0590.172
SSSD2025.110.0610.127
FiLMForecast Length (H)=48, Lookback Length (T)=962023.050.0710.192
CSDI2025.110.0770.194
TimeGrad2025.110.0790.193
SearchCastH=962026.060.081—
KoopaForecast Length (H)=96, Lookback Length (T)=1922023.050.0830.207
DLinearForecast Length (H)=96, Lookback Length (T)=1922023.050.0840.22
PatchTSTForecast Length (H)=96, Lookback Length (T)=1922023.050.0850.204
VCformerPrediction Length (H)=96, Look-back window (T)=962024.050.0850.205
DLinearH=962026.060.085—
FiLMPrediction Length=962022.050.0860.204
Seasonal-naivePrediction Length=962022.050.0860.204
FiLMPrediction Length (O)=962022.050.0860.204
iTransformerHorizon (H)=96, SAM Training=false, Publication Year=20242024.020.086—
S-MambaPrediction length (T)=962025.120.0860.207
OLSH=962026.060.086—
iTransformerH=962026.060.086—
TimeMixerH=962026.060.086—
FITSH=962026.060.087—
PatchTSTHorizon (H)=96, SAM Training=false, Publication Year=20232024.020.088—
PatchTSTH=962026.060.088—
N-HitsPrediction Length=962022.050.0920.211
PENGUINPrediction horizon (H)=96, Look-back length (L)=3362025.080.0930.218
TimesNetH=962026.060.107—
MICNForecast Length (H)=96, Lookback Length (T)=1922023.050.1080.251
FiLMForecast Length (H)=96, Lookback Length (T)=1922023.050.1120.245
MICNForecast Length (H)=48, Lookback Length (T)=962023.050.1170.248
TimesNetForecast Length (H)=96, Lookback Length (T)=1922023.050.120.255
KOSSPrediction length (T)=962025.120.1210.217
AutoformerForecast Length (H)=48, Lookback Length (T)=962023.050.1250.252
KNFForecast Length (H)=48, Lookback Length (T)=962023.050.1280.271
KoopaForecast Length (H)=144, Lookback Length (T)=2882023.050.130.261
PatchTSTForecast Length (H)=144, Lookback Length (T)=2882023.050.1320.26
DLinearForecast Length (H)=144, Lookback Length (T)=2882023.050.1320.253
FEDformerPrediction Length=962022.050.1390.276
FEDformerPrediction Length (O)=962022.050.1390.276
FEDformerHorizon (H)=96, SAM Training=false, Publication Year=20222024.020.139—
MICNForecast Length (H)=144, Lookback Length (T)=2882023.050.1520.301
SAMformerHorizon (H)=96, SAM Training=true, Publication Year=20232024.020.161—
SearchCastH=1922026.060.167—
Seasonal-naivePrediction Length=1922022.050.1720.295
FiLMForecast Length (H)=144, Lookback Length (T)=2882023.050.1740.306
PatchTSTForecast Length (H)=192, Lookback Length (T)=3842023.050.1740.3
PatchTSTHorizon (H)=192, SAM Training=false, Publication Year=20232024.020.176—
PatchTSTH=1922026.060.176—
iTransformerHorizon (H)=192, SAM Training=false, Publication Year=20242024.020.177—
iTransformerH=1922026.060.177—
TimeMixerH=1922026.060.177—
DLinearForecast Length (H)=192, Lookback Length (T)=3842023.050.1780.299
DLinearH=1922026.060.178—
OLSH=1922026.060.18—
S-MambaPrediction length (T)=1922025.120.1820.304
FITSH=1922026.060.183—
KoopaForecast Length (H)=192, Lookback Length (T)=3842023.050.1840.309
MICNForecast Length (H)=192, Lookback Length (T)=3842023.050.1870.331
FiLMPrediction Length (O)=1922022.050.1880.292
FiLMPrediction Length=1922022.050.1890.292
AutoformerPrediction Length=962022.050.1970.323
AutoformerPrediction Length (O)=962022.050.1970.323
AutoformerHorizon (H)=96, SAM Training=false, Publication Year=20212024.020.197—
AutoformerH=962026.060.197—
D3VAE2025.110.20.301
TimesNetForecast Length (H)=144, Lookback Length (T)=2882023.050.2060.334
N-HitsPrediction Length=1922022.050.2080.322
TimesNetH=1922026.060.226—
KOSSPrediction length (T)=1922025.120.2310.291
TSMixerHorizon (H)=96, SAM Training=true, Publication Year=20232024.020.233—
FiLMForecast Length (H)=192, Lookback Length (T)=3842023.050.2410.364
SAMformerHorizon (H)=192, SAM Training=true, Publication Year=20232024.020.246—
FEDformerPrediction Length=1922022.050.2560.369
FEDformerPrediction Length (O)=1922022.050.2560.369
FEDformerHorizon (H)=192, SAM Training=false, Publication Year=20222024.020.256—
KOSSPrediction length (T)=Avg2025.120.2660.314
AutoformerForecast Length (H)=96, Lookback Length (T)=1922023.050.280.386
TransformerHorizon (H)=96, SAM Training=false2024.020.292—
KNFForecast Length (H)=96, Lookback Length (T)=1922023.050.2940.394
AutoformerPrediction Length=1922022.050.30.369
AutoformerPrediction Length (O)=1922022.050.30.369
AutoformerHorizon (H)=192, SAM Training=false, Publication Year=20212024.020.3—
AutoformerH=1922026.060.3—
PatchTSTHorizon (H)=336, SAM Training=false, Publication Year=20232024.020.301—
PatchTSTH=3362026.060.301—
SearchCastH=3362026.060.305—
Seasonal-naivePrediction Length=3362022.050.3110.401