Multivariate Long-Term Time Series Forecasting on ETTh2
0.112MSETimesNet + FAN
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| TimesNet + FANPrediction Length=962024.09 | 0.112 | 0.24 | — | — | — | — | — | |
| Koopa + FANPrediction Length=962024.09 | 0.114 | 0.241 | — | — | — | — | — | |
| KoopaPrediction Length=962024.09 | 0.121 | 0.248 | — | — | — | — | — | |
| Koopa + FANPrediction Length=1682024.09 | 0.131 | 0.255 | — | — | — | — | — | |
| KoopaPrediction Length=1682024.09 | 0.137 | 0.262 | — | — | — | — | — | |
| Koopa + FANPrediction Length=3362024.09 | 0.143 | 0.269 | — | — | — | — | — | |
| TimesNet + FANPrediction Length=1682024.09 | 0.144 | 0.275 | — | — | — | — | — | |
| KoopaPrediction Length=3362024.09 | 0.15 | 0.275 | — | — | — | — | — | |
| Koopa + FANPrediction Length=7202024.09 | 0.159 | 0.283 | — | — | — | — | — | |
| KoopaPrediction Length=7202024.09 | 0.176 | 0.294 | — | — | — | — | — | |
| SCINetHorizon=242021.06 | 0.18 | 0.263 | — | — | — | — | — | |
| TimesNet + FANPrediction Length=3362024.09 | 0.218 | 0.343 | — | — | — | — | — | |
| TimesNetPrediction Length=962024.09 | 0.228 | 0.354 | — | — | — | — | — | |
| ATFNetforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.229 | 0.335 | — | — | — | — | — | |
| SCINetHorizon=482021.06 | 0.23 | 0.303 | — | — | — | — | — | |
| DecompKANPrediction Horizon (H)=962026.04 | 0.235 | 0.324 | — | — | — | — | — | |
| FreTSforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.236 | 0.341 | — | — | — | — | — | |
| DLinearforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.238 | 0.344 | — | — | — | — | — | |
| TimesNetPrediction Length=1682024.09 | 0.238 | 0.364 | — | — | — | — | — | |
| PatchTSTforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.241 | 0.336 | — | — | — | — | — | |
| Crossformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.248 | 0.355 | — | — | — | — | — | |
| iTransformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.249 | 0.344 | — | — | — | — | — | |
| SeesawNetPrediction length (H)=962026.05 | 0.258 | 0.322 | — | — | — | — | — | |
| AutoformerHorizon=242021.06 | 0.26 | 0.339 | — | — | — | — | — | |
| FEDformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.262 | 0.359 | — | — | — | — | — | |
| MMFNetHorizon=962024.10 | 0.263 | — | — | — | — | — | 0.008 | |
| Autoformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.265 | 0.361 | — | — | — | — | — | |
| FiLMforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.267 | 0.352 | — | — | — | — | — | |
| D-PADPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.27 | 0.327 | — | — | — | — | — | |
| TiDET=962023.04 | 0.27 | 0.336 | — | — | — | — | — | |
| FITSHorizon=962024.10 | 0.271 | — | — | — | — | — | — | |
| TimeBridgePrediction length (H)=962026.05 | 0.271 | 0.332 | — | — | — | — | — | |
| FITSHorizon=96, Parameter(720)=41.76K2024.10 | 0.272 | — | — | — | — | — | — | |
| DLinear + TimeAPNPrediction Length=96, Backbone=DLinear2026.03 | 0.272 | 0.335 | — | — | — | — | — | |
| FITSForecast horizon (T)=96, Look-back length (L)=7202026.06 | 0.272 | 0.336 | — | — | — | — | — | |
| PDFPrediction length (H)=962026.05 | 0.273 | 0.335 | — | — | — | — | — | |
| PatchTSTPrediction Length=962023.06 | 0.274 | 0.337 | — | — | — | — | — | |
| PatchTST/64T=962023.04 | 0.274 | 0.337 | — | — | — | — | — | |
| PatchTSTHorizon=962024.10 | 0.274 | — | — | — | — | — | — | |
| PatchTSTHorizon=96, Parameter(720)=6.31M2024.10 | 0.274 | — | — | — | — | — | — | |
| PatchTSTPrediction Horizon (H)=962026.04 | 0.274 | 0.337 | — | — | — | — | — | |
| PatchTSTPrediction length (H)=962026.05 | 0.275 | 0.336 | — | — | — | — | — | |
| CI-TSMixer-BestPrediction Length=962023.06 | 0.276 | 0.337 | — | — | — | — | — | |
| TimesNetforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.277 | 0.364 | — | — | — | — | — | |
| SANPrediction length (H)=962026.05 | 0.277 | 0.338 | — | — | — | — | — | |
| DDNPrediction length (H)=962026.05 | 0.279 | 0.342 | — | — | — | — | — | |
| TimeMixerHorizon=962024.10 | 0.281 | — | — | — | — | — | — | |
| DLinearHorizon=962024.10 | 0.282 | — | — | — | — | — | — | |
| DLinearHorizon=96, Parameter(720)=485.3K2024.10 | 0.282 | — | — | — | — | — | — | |
| MixLinearHorizon=96, Parameter(720)=0.176K2024.10 | 0.283 | — | — | — | — | — | — | |
| TimesNetPrediction Length=3362024.09 | 0.284 | 0.4 | — | — | — | — | — | |
| PatchTSTEvaluation Protocol=Fine-tuning, Prediction Length=962022.11 | 0.285 | 0.345 | — | — | — | — | — | |
| SimpleTMForecast horizon (T)=96, Look-back length (L)=7202026.06 | 0.285 | 0.348 | — | — | — | — | — | |
| DecompKANPrediction Horizon (H)=1922026.04 | 0.287 | 0.361 | — | — | — | — | — | |
| FEDformer + TimeAPNPrediction Length=96, Backbone=FEDformer2026.03 | 0.288 | 0.343 | — | — | — | — | — | |
| DLinearPrediction Length=962023.06 | 0.289 | 0.353 | — | — | — | — | — | |
| DLinearPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.289 | 0.353 | — | — | — | — | — | |
| SCINetHorizon=96, Parameter(720)=23.62M2024.10 | 0.289 | — | — | — | — | — | — | |
| PatchTST + TimeAPNPrediction Length=96, Backbone=PatchTST2026.03 | 0.289 | 0.338 | — | — | — | — | — | |
| DLinearPrediction Horizon (H)=962026.04 | 0.289 | 0.353 | — | — | — | — | — | |
| DLinearPrediction Length=96, Backbone=DLinear2026.03 | 0.29 | 0.353 | — | — | — | — | — | |
| S_Mamba + TimeAPNPrediction Length=96, Backbone=S_Mamba2026.03 | 0.29 | 0.34 | — | — | — | — | — | |
| TimeKANPrediction Horizon (H)=962026.04 | 0.29 | 0.34 | — | — | — | — | — | |
| U-mixerPrediction length (H)=962026.05 | 0.291 | 0.336 | — | — | — | — | — | |
| PatchTSTModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.293 | 0.342 | — | — | — | — | — | |
| iTransformerHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.02 | 0.294 | 0.358 | — | — | — | — | — | |
| SparseTSFHorizon=962024.10 | 0.294 | — | — | — | — | — | — | |
| SparseTSFHorizon=96, Parameter(720)=0.925K2024.10 | 0.294 | — | — | — | — | — | — | |
| Time TrackerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.294 | 0.347 | — | — | — | — | — | |
| TA-SparseMGForecast horizon (T)=96, Look-back length (L)=7202026.06 | 0.294 | 0.355 | — | — | — | — | — | |
| GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.296 | 0.34 | — | — | — | — | — | |
| iTransformerHorizon=96, Parameter(720)=7.04M2024.10 | 0.297 | — | — | — | — | — | — | |
| S_MambaPrediction Length=96, Backbone=S_Mamba2026.03 | 0.297 | 0.349 | — | — | — | — | — | |
| iTransformerPrediction Horizon (H)=962026.04 | 0.297 | 0.349 | — | — | — | — | — | |
| GTTEvaluation Protocol=Fine-Tune2024.02 | 0.298 | 0.353 | — | — | — | — | — | |
| PatchTSTPrediction Length=96, Backbone=PatchTST2026.03 | 0.298 | 0.347 | — | — | — | — | — | |
| RMoK-BPrediction Horizon (H)=962026.04 | 0.301 | 0.353 | — | — | — | — | — | |
| iTransformerPrediction length (H)=962026.05 | 0.302 | 0.359 | — | — | — | — | — | |
| iTransformerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.303 | 0.353 | — | — | — | — | — | |
| TimesNet + FANPrediction Length=7202024.09 | 0.309 | 0.415 | — | — | — | — | — | |
| TimerModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.309 | 0.356 | — | — | — | — | — | |
| AutoformerHorizon=482021.06 | 0.311 | 0.372 | — | — | — | — | — | |
| LaSTPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.313 | 0.372 | — | — | — | — | — | |
| GTTEvaluation Protocol=Zero-Shot2024.02 | 0.314 | 0.359 | — | — | — | — | — | |
| SeesawNetPrediction length (H)=1922026.05 | 0.314 | 0.361 | — | — | — | — | — | |
| SeesawNetPrediction length (H)=3362026.05 | 0.314 | 0.371 | — | — | — | — | — | |
| SCINetPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.315 | 0.359 | — | — | — | — | — | |
| TimeMixerPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.01 | 0.316 | 0.384 | — | — | — | — | — | |
| MMFNetHorizon=1922024.10 | 0.317 | — | — | — | — | — | 0.014 | |
| D-PADPrediction Length (H)=336, Input Length (T)=3362024.03 | 0.321 | 0.37 | — | — | — | — | — | |
| SCINetforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.321 | 0.403 | — | — | — | — | — | |
| DecompKANPrediction Horizon (H)=Avg2026.04 | 0.321 | 0.382 | — | — | — | — | — | |
| PatchTST + KUP-BIBackbone=PatchTST, Configuration=Joint-tune2026.05 | 0.326 | 0.378 | — | — | — | — | — | |
| N-HITSPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.328 | 0.364 | — | — | — | — | — | |
| PatchTSTPrediction Horizon (H)=3362026.04 | 0.329 | 0.384 | — | — | — | — | — | |
| PatchTSTPrediction length (H)=3362026.05 | 0.329 | 0.382 | — | — | — | — | — | |
| PatchTST + KUP-BIBackbone=PatchTST, Configuration=Plugin-only2026.05 | 0.329 | 0.379 | — | — | — | — | — | |
| PatchTSTBackbone=PatchTST, Configuration=Ori2026.05 | 0.33 | 0.379 | — | — | — | — | — | |
| PatchTST2024.02 | 0.331 | 0.381 | — | — | — | — | — | |
| D-PADPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.331 | 0.368 | — | — | — | — | — |