Multivariate Long-Term Time Series Forecasting on ETTm2
0.075MSETimesNet + FAN
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| TimesNet + FANPrediction Length=962024.09 | 0.075 | 0.194 | |
| Koopa + FANPrediction Length=962024.09 | 0.079 | 0.203 | |
| KoopaPrediction Length=962024.09 | 0.083 | 0.207 | |
| TimesNet + FANPrediction Length=1682024.09 | 0.09 | 0.215 | |
| Koopa + FANPrediction Length=1682024.09 | 0.093 | 0.219 | |
| TimesNetPrediction Length=962024.09 | 0.096 | 0.237 | |
| KoopaPrediction Length=1682024.09 | 0.099 | 0.226 | |
| Koopa + FANPrediction Length=3362024.09 | 0.114 | 0.242 | |
| TimesNet + FANPrediction Length=3362024.09 | 0.115 | 0.245 | |
| KoopaPrediction Length=3362024.09 | 0.122 | 0.249 | |
| Koopa + FANPrediction Length=7202024.09 | 0.14 | 0.268 | |
| TimesNetPrediction Length=1682024.09 | 0.144 | 0.283 | |
| DecompKANPrediction Horizon (H)=962026.04 | 0.153 | 0.254 | |
| TimesNet + FANPrediction Length=7202024.09 | 0.155 | 0.283 | |
| TimeBridgePrediction length (H)=962026.05 | 0.157 | 0.243 | |
| KoopaPrediction Length=7202024.09 | 0.158 | 0.28 | |
| SeesawNetPrediction length (H)=962026.05 | 0.16 | 0.244 | |
| DLinearforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.161 | 0.272 | |
| TiDET=962023.04 | 0.161 | 0.251 | |
| D-PADPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.162 | 0.247 | |
| ATFNetforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.162 | 0.27 | |
| DDNPrediction length (H)=962026.05 | 0.162 | 0.253 | |
| PDFPrediction length (H)=962026.05 | 0.162 | 0.254 | |
| PatchTSTEvaluation Protocol=Fine-tuning, Prediction Length=962022.11 | 0.164 | 0.256 | |
| PatchTSTPrediction length (H)=962026.05 | 0.164 | 0.253 | |
| PatchTSTforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.165 | 0.273 | |
| SANPrediction length (H)=962026.05 | 0.165 | 0.257 | |
| PatchTST/64T=962023.04 | 0.166 | 0.256 | |
| PatchTSTPrediction Horizon (H)=962026.04 | 0.166 | 0.256 | |
| DLinearPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.167 | 0.26 | |
| FreTSforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.167 | 0.279 | |
| DLinearPrediction Horizon (H)=962026.04 | 0.167 | 0.26 | |
| FEDformer + TimeAPNPrediction Length=96, Backbone=FEDformer2026.03 | 0.168 | 0.256 | |
| DLinear + TimeAPNPrediction Length=96, Backbone=DLinear2026.03 | 0.168 | 0.261 | |
| LaSTPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.17 | 0.262 | |
| iTransformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.171 | 0.279 | |
| Crossformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.171 | 0.288 | |
| DLinearPrediction Length=96, Backbone=DLinear2026.03 | 0.172 | 0.267 | |
| FiLMforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.173 | 0.278 | |
| S_Mamba + TimeAPNPrediction Length=96, Backbone=S_Mamba2026.03 | 0.174 | 0.259 | |
| TimeKANPrediction Horizon (H)=962026.04 | 0.174 | 0.255 | |
| FEDformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.175 | 0.283 | |
| TimesNetPrediction Length=3362024.09 | 0.175 | 0.313 | |
| PatchTST + TimeAPNPrediction Length=96, Backbone=PatchTST2026.03 | 0.175 | 0.257 | |
| TimesNetforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.176 | 0.283 | |
| PatchTSTPrediction Length=96, Backbone=PatchTST2026.03 | 0.176 | 0.26 | |
| RMoK-BPrediction Horizon (H)=962026.04 | 0.176 | 0.261 | |
| U-mixerPrediction length (H)=962026.05 | 0.176 | 0.256 | |
| PatchTSTModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.177 | 0.261 | |
| iTransformerPrediction length (H)=962026.05 | 0.177 | 0.269 | |
| Time TrackerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.178 | 0.261 | |
| SCINetPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.179 | 0.28 | |
| FEDformerPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.18 | 0.271 | |
| SCINetforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.18 | 0.29 | |
| TimerModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.18 | 0.201 | |
| iTransformerPrediction Horizon (H)=962026.04 | 0.18 | 0.264 | |
| S_MambaPrediction Length=96, Backbone=S_Mamba2026.03 | 0.182 | 0.266 | |
| N-HITSPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.184 | 0.262 | |
| Autoformerforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.185 | 0.296 | |
| TimesNetModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.187 | 0.267 | |
| iTransformerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.189 | 0.274 | |
| DLinearModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.19 | 0.287 | |
| FEDformerPrediction Length=96, Backbone=FEDformer2026.03 | 0.19 | 0.283 | |
| DecompKANPrediction Horizon (H)=1922026.04 | 0.195 | 0.286 | |
| FITSforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.197 | 0.305 | |
| AutoformerPrediction Length (H)=96, Input Length (T)=3362024.03 | 0.205 | 0.293 | |
| AutoformerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.05 | 0.205 | 0.293 | |
| TimesNetPrediction Length=7202024.09 | 0.211 | 0.344 | |
| TiDET=1922023.04 | 0.215 | 0.289 | |
| SeesawNetPrediction length (H)=1922026.05 | 0.215 | 0.284 | |
| DDNPrediction length (H)=1922026.05 | 0.217 | 0.291 | |
| TimeBridgePrediction length (H)=1922026.05 | 0.217 | 0.284 | |
| PDFPrediction length (H)=1922026.05 | 0.217 | 0.292 | |
| D-PADPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.218 | 0.283 | |
| DecompKANPrediction Horizon (H)=Avg2026.04 | 0.218 | 0.303 | |
| SANPrediction length (H)=1922026.05 | 0.221 | 0.295 | |
| PatchTSTPrediction length (H)=1922026.05 | 0.221 | 0.293 | |
| PatchTST/64T=1922023.04 | 0.223 | 0.296 | |
| DLinear + TimeAPNPrediction Length=192, Backbone=DLinear2026.03 | 0.223 | 0.298 | |
| PatchTSTPrediction Horizon (H)=1922026.04 | 0.223 | 0.296 | |
| DLinearPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.224 | 0.303 | |
| DLinearPrediction Horizon (H)=1922026.04 | 0.224 | 0.303 | |
| LaSTPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.229 | 0.308 | |
| FEDformer + TimeAPNPrediction Length=192, Backbone=FEDformer2026.03 | 0.236 | 0.304 | |
| DecompKANPrediction Horizon (H)=3362026.04 | 0.236 | 0.317 | |
| DLinearPrediction Length=192, Backbone=DLinear2026.03 | 0.237 | 0.314 | |
| StemGNNforecast_horizon=Average of {96, 192, 336, 720}2024.04 | 0.239 | 0.357 | |
| TimeKANPrediction Horizon (H)=1922026.04 | 0.239 | 0.299 | |
| RMoK-BPrediction Horizon (H)=1922026.04 | 0.24 | 0.302 | |
| PatchTST + TimeAPNPrediction Length=192, Backbone=PatchTST2026.03 | 0.241 | 0.301 | |
| S_Mamba + TimeAPNPrediction Length=192, Backbone=S_Mamba2026.03 | 0.241 | 0.304 | |
| iTransformerPrediction length (H)=1922026.05 | 0.243 | 0.313 | |
| SCINetPrediction Length (H)=192, Input Length (T)=3362024.03 | 0.244 | 0.304 | |
| PatchTSTPrediction Length=192, Backbone=PatchTST2026.03 | 0.244 | 0.304 | |
| U-mixerPrediction length (H)=1922026.05 | 0.244 | 0.301 | |
| DualformerPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.01 | 0.245 | 0.304 | |
| PatchTSTPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.01 | 0.25 | 0.314 | |
| FusADPrediction length=Avg2025.12 | 0.25 | 0.313 | |
| iTransformerPrediction Horizon (H)=1922026.04 | 0.25 | 0.309 | |
| xPatch + KUP-BIBackbone=xPatch, Configuration=Joint-tune2026.05 | 0.25 | 0.308 |