Multivariate Time Series Forecasting on ECL (test)
0.13MSEKoopa
Evaluation results
| Method | Links | ||
|---|---|---|---|
| KoopaForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.13 | 0.234 | |
| KoopaForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.136 | 0.236 | |
| PatchTSTForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.143 | 0.241 | |
| TimeCMAInput Sequence Length=96, Prediction Length=962024.06 | 0.143 | 0.238 | |
| PatchTSTForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.145 | 0.241 | |
| PatchTSTForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.147 | 0.246 | |
| PatchTSTForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.147 | 0.24 | |
| iTransformerInput Sequence Length=96, Prediction Length=962024.06 | 0.148 | 0.24 | |
| TimesNetForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.149 | 0.254 | |
| KoopaForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.149 | 0.247 | |
| DLinearForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.152 | 0.245 | |
| DLinearForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.153 | 0.245 | |
| DLinearForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.153 | 0.246 | |
| MICNForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.156 | 0.271 | |
| KoopaForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.156 | 0.254 | |
| DLinearForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.158 | 0.241 | |
| OLinear2026.02 | 0.159 | — | |
| MICNForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.163 | 0.274 | |
| AutoformerForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.164 | 0.272 | |
| SEG-MOEPrediction Horizon=Avg2026.01 | 0.164 | 0.255 | |
| MICNForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.165 | 0.277 | |
| TimeMixer++2026.02 | 0.165 | — | |
| TimesNetForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.17 | 0.275 | |
| MICNForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.171 | 0.284 | |
| TimeXerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.171 | 0.27 | |
| DIFF TransformerPrediction Horizon=Avg.2025.09 | 0.173 | 0.265 | |
| SOFTSLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.174 | 0.264 | |
| StretchTime2026.02 | 0.174 | — | |
| KNFForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.175 | 0.265 | |
| FredformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.175 | 0.269 | |
| Prime Attn.Prediction Horizon=Avg., Backbone=iTransformer2025.09 | 0.175 | 0.266 | |
| iTransformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.178 | 0.27 | |
| iTransformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.178 | 0.27 | |
| iTransformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.178 | 0.27 | |
| iTransformer2026.02 | 0.178 | — | |
| RoPE2026.02 | 0.179 | — | |
| AutoformerForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.182 | 0.289 | |
| TimeMixer2026.02 | 0.182 | — | |
| TimesNetForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.183 | 0.287 | |
| TSMixerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.186 | 0.287 | |
| TimesNetForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.189 | 0.291 | |
| PatchTSTLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.189 | 0.276 | |
| TimesNetLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.192 | 0.295 | |
| TimesNetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.192 | 0.295 | |
| TimesNetLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.192 | 0.295 | |
| TimesNet2026.02 | 0.192 | — | |
| StationaryLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.193 | 0.296 | |
| StationaryLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.193 | 0.296 | |
| LIFTPrediction Horizon=Avg.2025.09 | 0.193 | 0.278 | |
| FiLMForecast Length (H)=48, Lookback Length (T)=962023.05 | 0.197 | 0.27 | |
| KNFForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.198 | 0.284 | |
| KNFForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.204 | 0.297 | |
| PatchTSTlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.205 | 0.29 | |
| AutoformerForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.21 | 0.315 | |
| DLinearLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.212 | 0.3 | |
| DLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.212 | 0.3 | |
| DLinearLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.212 | 0.3 | |
| FEDformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.214 | 0.327 | |
| FEDformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.214 | 0.327 | |
| PatchTSTLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.216 | 0.304 | |
| PatchTST2026.02 | 0.216 | — | |
| RLinearLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.219 | 0.298 | |
| RLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.219 | 0.298 | |
| AutoformerForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.221 | 0.324 | |
| DLinear2026.02 | 0.225 | — | |
| AutoformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.227 | 0.338 | |
| Autoformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.227 | 0.338 | |
| AutoformerPrediction Horizon=Avg.2025.09 | 0.227 | 0.338 | |
| FiLMForecast Length (H)=144, Lookback Length (T)=2882023.05 | 0.234 | 0.338 | |
| FiLMForecast Length (H)=96, Lookback Length (T)=1922023.05 | 0.238 | 0.341 | |
| FiLMForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.24 | 0.339 | |
| CrossformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.244 | 0.334 | |
| Crossformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.244 | 0.334 | |
| CrossformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.244 | 0.334 | |
| KNFForecast Length (H)=192, Lookback Length (T)=3842023.05 | 0.245 | 0.321 | |
| TiDELook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.251 | 0.344 | |
| TiDElook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.251 | 0.244 | |
| TiDELookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.251 | 0.344 | |
| SCINetLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.268 | 0.365 | |
| SCINetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.268 | 0.365 | |
| SCINetLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.268 | 0.365 |