Multivariate Time Series Forecasting on ECL
0.118MSESSCNN
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| SSCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.118 | 0.212 | |
| CycleNetForecast length (H)=48, Lookback length (T)=962025.06 | 0.12 | 0.215 | |
| iTransformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.121 | 0.216 | |
| TimeMixerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.123 | 0.215 | |
| Crossformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.124 | 0.221 | |
| PatchTSTprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.125 | 0.219 | |
| SCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.128 | 0.222 | |
| PAModHorizon=962026.05 | 0.136 | 0.226 | |
| DLinearprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.141 | 0.236 | |
| SOFTSLookback window length=96, Prediction length=962024.04 | 0.143 | 0.233 | |
| Timer-XLForecast Length=Avg, Lookback Length=6722025.08 | 0.155 | 0.246 | |
| Timer-XLForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.155 | 0.246 | |
| MoHETSProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.158 | 0.251 | |
| HGTS-FormerForecast Length=Avg, Lookback Length=6722025.08 | 0.159 | 0.25 | |
| RAFTForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.16 | 0.259 | |
| CITRASForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.16 | 0.253 | |
| PAMNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.161 | 0.251 | |
| TimesNetprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.163 | 0.267 | |
| CRAFTForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.163 | 0.257 | |
| TQNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.164 | 0.259 | |
| CDTLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.165 | 0.258 | |
| GTRLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.166 | 0.26 | |
| CycleNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.168 | 0.259 | |
| TimeProLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.169 | 0.262 | |
| S-MambaPrediction Length=Avg2026.06 | 0.169 | 0.265 | |
| TimeXerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.171 | 0.27 | |
| SPDMPrediction Length=Avg2026.06 | 0.171 | 0.266 | |
| DistDFLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.172 | 0.267 | |
| FISformerPrediction Lengths={96, 192, 336, 720}2026.03 | 0.172 | 0.262 | |
| AmplifierLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.172 | 0.266 | |
| DIFF TransformerAggregation=Avg., Backbone=iTransformer2025.09 | 0.173 | 0.265 | |
| SOFTSLookback window length=96, Prediction length=Average2024.04 | 0.174 | 0.264 | |
| SOFTSProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.174 | 0.264 | |
| Prime Attn.Aggregation=Avg.2025.09 | 0.175 | 0.266 | |
| iTransformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.178 | 0.27 | |
| iTransformerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.178 | 0.27 | |
| iTransformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.178 | 0.27 | |
| iTransformerPrediction Lengths={96, 192, 336, 720}2026.03 | 0.178 | 0.27 | |
| iTransformerHorizon=Avg2026.05 | 0.178 | 0.27 | |
| iTransformerLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.178 | 0.27 | |
| FilterTSLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.18 | 0.272 | |
| NumerionLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.181 | 0.267 | |
| TimeMixerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.182 | 0.272 | |
| TimeMixerForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.182 | 0.273 | |
| TimeMixerLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.182 | 0.272 | |
| TFPSLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.183 | 0.28 | |
| Timer-XLForecasting Length=720, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.187 | 0.277 | |
| Autoformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.191 | 0.308 | |
| TimesNetLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.192 | 0.295 | |
| TimesNetProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.192 | 0.295 | |
| TimesNetLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.192 | 0.295 | |
| StationaryLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.193 | 0.296 | |
| TimesNetForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.193 | 0.304 | |
| StationaryForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.193 | 0.296 | |
| TimesNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.193 | 0.295 | |
| LIFTAggregation=Avg.2025.09 | 0.193 | 0.278 | |
| SEMPOLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.196 | 0.295 | |
| MICNForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.196 | 0.309 | |
| PatchTSTLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.205 | 0.29 | |
| PatchTSTProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.205 | 0.29 | |
| PatchTSTLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.205 | 0.29 | |
| PatchTSTLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.205 | 0.29 | |
| DLinearLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.212 | 0.3 | |
| DLinearProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.212 | 0.3 | |
| DLinearLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.212 | 0.3 | |
| DLinearLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.212 | 0.3 | |
| FEDformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.214 | 0.327 | |
| FEDformerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.214 | 0.327 | |
| FEDformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.214 | 0.327 | |
| FedformerPrediction Lengths={96, 192, 336, 720}2026.03 | 0.214 | 0.327 | |
| PatchTSTForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.216 | 0.318 | |
| RLinearLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.219 | 0.298 | |
| RLinearLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.219 | 0.298 | |
| DLinearForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.225 | 0.319 | |
| AutoformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.227 | 0.338 | |
| AutoformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.227 | 0.338 | |
| AutoformerPrediction Lengths={96, 192, 336, 720}2026.03 | 0.227 | 0.338 | |
| AutoformerForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.227 | 0.364 | |
| AutoformerAggregation=Avg.2025.09 | 0.227 | 0.338 | |
| CrossformerLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.244 | 0.334 | |
| CrossformerProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.244 | 0.334 | |
| CrossformerLookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.244 | 0.334 | |
| CrossformerPrediction Lengths={96, 192, 336, 720}2026.03 | 0.244 | 0.334 | |
| PatchTSTHorizon=7202026.05 | 0.246 | 0.324 | |
| TiDELookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.251 | 0.344 | |
| TiDEProtocol=Full-shot, Prediction Horizons=H={96, 192, 336, 720}2026.01 | 0.251 | 0.344 | |
| TiDELookback length (T)=96, Prediction length (S)={96, 192, 336, 720}2025.05 | 0.251 | 0.344 | |
| SCINetLookback length (T)=96, Prediction length (S)=96, 192, 336, 7202023.10 | 0.268 | 0.365 | |
| InformerPrediction Lengths={96, 192, 336, 720}2026.03 | 0.392 | 0.448 |