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Multivariate Long-Term Time Series Forecasting on ETTm2

0.075MSETimesNet + FAN
0.0680.115250.16250.20975Nov 27, 2022Jun 26, 2023Jan 24, 2024Aug 22, 2024Mar 22, 2025Oct 19, 2025May 19, 2026

Evaluation results

MethodLinks
TimesNet + FANPrediction Length=962024.090.0750.194
Koopa + FANPrediction Length=962024.090.0790.203
KoopaPrediction Length=962024.090.0830.207
TimesNet + FANPrediction Length=1682024.090.090.215
Koopa + FANPrediction Length=1682024.090.0930.219
TimesNetPrediction Length=962024.090.0960.237
KoopaPrediction Length=1682024.090.0990.226
Koopa + FANPrediction Length=3362024.090.1140.242
TimesNet + FANPrediction Length=3362024.090.1150.245
KoopaPrediction Length=3362024.090.1220.249
Koopa + FANPrediction Length=7202024.090.140.268
TimesNetPrediction Length=1682024.090.1440.283
DecompKANPrediction Horizon (H)=962026.040.1530.254
TimesNet + FANPrediction Length=7202024.090.1550.283
TimeBridgePrediction length (H)=962026.050.1570.243
KoopaPrediction Length=7202024.090.1580.28
SeesawNetPrediction length (H)=962026.050.160.244
DLinearforecast_horizon=Average of {96, 192, 336, 720}2024.040.1610.272
TiDET=962023.040.1610.251
D-PADPrediction Length (H)=96, Input Length (T)=3362024.030.1620.247
ATFNetforecast_horizon=Average of {96, 192, 336, 720}2024.040.1620.27
DDNPrediction length (H)=962026.050.1620.253
PDFPrediction length (H)=962026.050.1620.254
PatchTSTEvaluation Protocol=Fine-tuning, Prediction Length=962022.110.1640.256
PatchTSTPrediction length (H)=962026.050.1640.253
PatchTSTforecast_horizon=Average of {96, 192, 336, 720}2024.040.1650.273
SANPrediction length (H)=962026.050.1650.257
PatchTST/64T=962023.040.1660.256
PatchTSTPrediction Horizon (H)=962026.040.1660.256
DLinearPrediction Length (H)=96, Input Length (T)=3362024.030.1670.26
FreTSforecast_horizon=Average of {96, 192, 336, 720}2024.040.1670.279
DLinearPrediction Horizon (H)=962026.040.1670.26
FEDformer + TimeAPNPrediction Length=96, Backbone=FEDformer2026.030.1680.256
DLinear + TimeAPNPrediction Length=96, Backbone=DLinear2026.030.1680.261
LaSTPrediction Length (H)=96, Input Length (T)=3362024.030.170.262
iTransformerforecast_horizon=Average of {96, 192, 336, 720}2024.040.1710.279
Crossformerforecast_horizon=Average of {96, 192, 336, 720}2024.040.1710.288
DLinearPrediction Length=96, Backbone=DLinear2026.030.1720.267
FiLMforecast_horizon=Average of {96, 192, 336, 720}2024.040.1730.278
S_Mamba + TimeAPNPrediction Length=96, Backbone=S_Mamba2026.030.1740.259
TimeKANPrediction Horizon (H)=962026.040.1740.255
FEDformerforecast_horizon=Average of {96, 192, 336, 720}2024.040.1750.283
TimesNetPrediction Length=3362024.090.1750.313
PatchTST + TimeAPNPrediction Length=96, Backbone=PatchTST2026.030.1750.257
TimesNetforecast_horizon=Average of {96, 192, 336, 720}2024.040.1760.283
PatchTSTPrediction Length=96, Backbone=PatchTST2026.030.1760.26
RMoK-BPrediction Horizon (H)=962026.040.1760.261
U-mixerPrediction length (H)=962026.050.1760.256
PatchTSTModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.050.1770.261
iTransformerPrediction length (H)=962026.050.1770.269
Time TrackerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.050.1780.261
SCINetPrediction Length (H)=96, Input Length (T)=3362024.030.1790.28
FEDformerPrediction Length (H)=96, Input Length (T)=3362024.030.180.271
SCINetforecast_horizon=Average of {96, 192, 336, 720}2024.040.180.29
TimerModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.050.180.201
iTransformerPrediction Horizon (H)=962026.040.180.264
S_MambaPrediction Length=96, Backbone=S_Mamba2026.030.1820.266
N-HITSPrediction Length (H)=96, Input Length (T)=3362024.030.1840.262
Autoformerforecast_horizon=Average of {96, 192, 336, 720}2024.040.1850.296
TimesNetModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.050.1870.267
iTransformerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.050.1890.274
DLinearModeling Type=Channel-Independent (CI), Input Length (L)=96, Predicting Length (F)=962025.050.190.287
FEDformerPrediction Length=96, Backbone=FEDformer2026.030.190.283
DecompKANPrediction Horizon (H)=1922026.040.1950.286
FITSforecast_horizon=Average of {96, 192, 336, 720}2024.040.1970.305
AutoformerPrediction Length (H)=96, Input Length (T)=3362024.030.2050.293
AutoformerModeling Type=Channel-Mixing (CM), Input Length (L)=96, Predicting Length (F)=962025.050.2050.293
TimesNetPrediction Length=7202024.090.2110.344
TiDET=1922023.040.2150.289
SeesawNetPrediction length (H)=1922026.050.2150.284
DDNPrediction length (H)=1922026.050.2170.291
TimeBridgePrediction length (H)=1922026.050.2170.284
PDFPrediction length (H)=1922026.050.2170.292
D-PADPrediction Length (H)=192, Input Length (T)=3362024.030.2180.283
DecompKANPrediction Horizon (H)=Avg2026.040.2180.303
SANPrediction length (H)=1922026.050.2210.295
PatchTSTPrediction length (H)=1922026.050.2210.293
PatchTST/64T=1922023.040.2230.296
DLinear + TimeAPNPrediction Length=192, Backbone=DLinear2026.030.2230.298
PatchTSTPrediction Horizon (H)=1922026.040.2230.296
DLinearPrediction Length (H)=192, Input Length (T)=3362024.030.2240.303
DLinearPrediction Horizon (H)=1922026.040.2240.303
LaSTPrediction Length (H)=192, Input Length (T)=3362024.030.2290.308
FEDformer + TimeAPNPrediction Length=192, Backbone=FEDformer2026.030.2360.304
DecompKANPrediction Horizon (H)=3362026.040.2360.317
DLinearPrediction Length=192, Backbone=DLinear2026.030.2370.314
StemGNNforecast_horizon=Average of {96, 192, 336, 720}2024.040.2390.357
TimeKANPrediction Horizon (H)=1922026.040.2390.299
RMoK-BPrediction Horizon (H)=1922026.040.240.302
PatchTST + TimeAPNPrediction Length=192, Backbone=PatchTST2026.030.2410.301
S_Mamba + TimeAPNPrediction Length=192, Backbone=S_Mamba2026.030.2410.304
iTransformerPrediction length (H)=1922026.050.2430.313
SCINetPrediction Length (H)=192, Input Length (T)=3362024.030.2440.304
PatchTSTPrediction Length=192, Backbone=PatchTST2026.030.2440.304
U-mixerPrediction length (H)=1922026.050.2440.301
DualformerPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.010.2450.304
PatchTSTPrediction length T=Average of {96, 192, 336, 720}, Lookback window size L=962026.010.250.314
FusADPrediction length=Avg2025.120.250.313
iTransformerPrediction Horizon (H)=1922026.040.250.309
xPatch + KUP-BIBackbone=xPatch, Configuration=Joint-tune2026.050.250.308