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ResearchFormerly WizWand

Multivariate Time Series Forecasting on ECL

0.118MSESSCNN
0.107040.181020.2550.32898Oct 10, 2023Mar 19, 2024Aug 28, 2024Feb 6, 2025Jul 17, 2025Dec 26, 2025Jun 6, 2026
Updated 4mo ago

Evaluation results

MethodLinks
SSCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1180.212
CycleNetForecast length (H)=48, Lookback length (T)=962025.060.120.215
iTransformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1210.216
TimeMixerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1230.215
Crossformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1240.221
PatchTSTprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1250.219
SCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1280.222
PAModHorizon=962026.050.1360.226
DLinearprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1410.236
SOFTSLookback window length=96, Prediction length=962024.040.1430.233
Timer-XLForecast Length=Avg, Lookback Length=6722025.080.1550.246
Timer-XLForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.030.1550.246
MoHETSProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.1580.251
HGTS-FormerForecast Length=Avg, Lookback Length=6722025.080.1590.25
RAFTForecasting horizon=Average over {96, 192, 336, 720}2026.040.160.259
CITRASForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.030.160.253
PAMNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.1610.251
TimesNetprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1630.267
CRAFTForecasting horizon=Average over {96, 192, 336, 720}2026.040.1630.257
TQNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.1640.259
CDTLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1650.258
GTRLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1660.26
CycleNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.1680.259
TimeProLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1690.262
S-MambaPrediction Length=Avg2026.060.1690.265
TimeXerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.1710.27
SPDMPrediction Length=Avg2026.060.1710.266
DistDFLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1720.267
FISformerPrediction Lengths={96, 192, 336, 720}2026.030.1720.262
AmplifierLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.1720.266
DIFF TransformerAggregation=Avg., Backbone=iTransformer2025.090.1730.265
SOFTSLookback window length=96, Prediction length=Average2024.040.1740.264
SOFTSProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.1740.264
Prime Attn.Aggregation=Avg.2025.090.1750.266
iTransformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.1780.27
iTransformerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.1780.27
iTransformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1780.27
iTransformerPrediction Lengths={96, 192, 336, 720}2026.030.1780.27
iTransformerHorizon=Avg2026.050.1780.27
iTransformerLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.1780.27
FilterTSLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.180.272
NumerionLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1810.267
TimeMixerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.1820.272
TimeMixerForecasting horizon=Average over {96, 192, 336, 720}2026.040.1820.273
TimeMixerLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.1820.272
TFPSLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1830.28
Timer-XLForecasting Length=720, Input Length=672, Evaluation Protocol=Rolling forecasting2025.030.1870.277
Autoformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.1910.308
TimesNetLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.1920.295
TimesNetProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.1920.295
TimesNetLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1920.295
StationaryLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.1930.296
TimesNetForecasting horizon=Average over {96, 192, 336, 720}2026.040.1930.304
StationaryForecasting horizon=Average over {96, 192, 336, 720}2026.040.1930.296
TimesNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.1930.295
LIFTAggregation=Avg.2025.090.1930.278
SEMPOLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.1960.295
MICNForecasting horizon=Average over {96, 192, 336, 720}2026.040.1960.309
PatchTSTLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2050.29
PatchTSTProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.2050.29
PatchTSTLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.2050.29
PatchTSTLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.2050.29
DLinearLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2120.3
DLinearProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.2120.3
DLinearLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.2120.3
DLinearLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.050.2120.3
FEDformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2140.327
FEDformerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.2140.327
FEDformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.2140.327
FedformerPrediction Lengths={96, 192, 336, 720}2026.030.2140.327
PatchTSTForecasting horizon=Average over {96, 192, 336, 720}2026.040.2160.318
RLinearLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2190.298
RLinearLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.2190.298
DLinearForecasting horizon=Average over {96, 192, 336, 720}2026.040.2250.319
AutoformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2270.338
AutoformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.2270.338
AutoformerPrediction Lengths={96, 192, 336, 720}2026.030.2270.338
AutoformerForecasting horizon=Average over {96, 192, 336, 720}2026.040.2270.364
AutoformerAggregation=Avg.2025.090.2270.338
CrossformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2440.334
CrossformerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.2440.334
CrossformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.2440.334
CrossformerPrediction Lengths={96, 192, 336, 720}2026.030.2440.334
PatchTSTHorizon=7202026.050.2460.324
TiDELookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2510.344
TiDEProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.010.2510.344
TiDELookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.050.2510.344
SCINetLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.100.2680.365
InformerPrediction Lengths={96, 192, 336, 720}2026.030.3920.448