Multivariate Time Series Forecasting on Electricity (MAE, MSE)
0.242MAEiTransformer
Evaluation results
| Method | Links | ||
|---|---|---|---|
| iTransformerForecasting horizon (T)=962025.01 | 0.242 | 0.15 | |
| VarDropForecasting horizon (T)=962025.01 | 0.245 | 0.153 | |
| TimeMixerPrediction Length=Avg, Lookback Setting=search2025.06 | 0.246 | 0.156 | |
| SARAFHorizon=Avg, Look-back window=7202026.06 | 0.251 | 0.152 | |
| AOSNETPrediction Horizon=Avg, Look-back length=962026.06 | 0.252 | 0.159 | |
| DLinearHorizon=Avg, Look-back window=7202026.06 | 0.255 | 0.155 | |
| iTransformerForecasting horizon (T)=1922025.01 | 0.256 | 0.166 | |
| VarDropForecasting horizon (T)=1922025.01 | 0.257 | 0.167 | |
| DeepEDMPrediction Length=Avg, Lookback Setting=search2025.06 | 0.257 | 0.164 | |
| SimpleTMHorizon=Avg2026.05 | 0.26 | 0.166 | |
| IsterPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.26 | 0.167 | |
| NPMixerHorizon=Avg2026.05 | 0.263 | 0.167 | |
| TimeSAFLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.264 | 0.174 | |
| FlashAttentionForecasting horizon (T)=962025.01 | 0.265 | 0.178 | |
| CALFLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.265 | 0.175 | |
| S-MambaPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.265 | 0.17 | |
| ReinPatchTraining Mode=foundation, Horizons=H ∈ {96, 192, 336, 720}2026.03 | 0.267 | 0.168 | |
| FlowformerForecasting horizon (T)=962025.01 | 0.267 | 0.183 | |
| Entropy PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.268 | 0.17 | |
| iTransformerForecasting horizon (T)=Avg2025.01 | 0.269 | 0.178 | |
| iTransformerLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.27 | 0.178 | |
| TimeXerPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.27 | 0.171 | |
| iTransformerPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.27 | 0.178 | |
| iTransformerPrediction Horizon=Avg, Look-back length=962026.06 | 0.27 | 0.178 | |
| VarDropForecasting horizon (T)=Avg2025.01 | 0.271 | 0.181 | |
| ReinPatchTraining Mode=end-to-end, Horizons=H ∈ {96, 192, 336, 720}2026.03 | 0.273 | 0.172 | |
| H-Net’s ChunkingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.274 | 0.174 | |
| Li-NetPrediction Length=962026.03 | 0.275 | 0.1757 | |
| VarDropForecasting horizon (T)=3362025.01 | 0.275 | 0.183 | |
| ReformerForecasting horizon (T)=962025.01 | 0.275 | 0.182 | |
| FlashAttentionForecasting horizon (T)=1922025.01 | 0.276 | 0.189 | |
| iTransformerForecasting horizon (T)=3362025.01 | 0.276 | 0.184 | |
| TimeMixerPrediction Length=962026.03 | 0.2762 | 0.1764 | |
| TimeSqueeze’s CompressionHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.277 | 0.176 | |
| FlowformerForecasting horizon (T)=1922025.01 | 0.277 | 0.192 | |
| ReformerForecasting horizon (T)=1922025.01 | 0.286 | 0.192 | |
| InformerForecasting horizon (T)=962025.01 | 0.286 | 0.19 | |
| PatchTSTPrediction Length=962026.03 | 0.2866 | 0.189 | |
| Li-NetPrediction Length=1922026.03 | 0.2867 | 0.1882 | |
| TimeCMALookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.287 | 0.194 | |
| TimeMixerPrediction Length=1922026.03 | 0.2879 | 0.1896 | |
| PatchTSTLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.29 | 0.205 | |
| PatchTSTPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.29 | 0.205 | |
| FlashAttentionForecasting horizon (T)=Avg2025.01 | 0.291 | 0.206 | |
| Periodic PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.292 | 0.187 | |
| FlowformerForecasting horizon (T)=Avg2025.01 | 0.293 | 0.21 | |
| PatchTSTPrediction Length=1922026.03 | 0.2935 | 0.196 | |
| FlashAttentionForecasting horizon (T)=3362025.01 | 0.294 | 0.207 | |
| FlowformerForecasting horizon (T)=3362025.01 | 0.295 | 0.21 | |
| TimesNetPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.295 | 0.193 | |
| InformerForecasting horizon (T)=1922025.01 | 0.297 | 0.201 | |
| Selective PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.298 | 0.191 | |
| Static PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.299 | 0.192 | |
| Time-FFMLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.299 | 0.216 | |
| DLinearPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.3 | 0.212 | |
| ReformerForecasting horizon (T)=Avg2025.01 | 0.301 | 0.208 | |
| MSGNetPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.301 | 0.194 | |
| iTransformerForecasting horizon (T)=7202025.01 | 0.302 | 0.214 | |
| Li-NetPrediction Length=3362026.03 | 0.3029 | 0.2022 | |
| ReformerForecasting horizon (T)=3362025.01 | 0.304 | 0.21 | |
| UniTimeLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.304 | 0.215 | |
| VarDropForecasting horizon (T)=7202025.01 | 0.305 | 0.22 | |
| TFTPrediction Length=962026.03 | 0.3052 | 0.2039 | |
| TimeMixerPrediction Length=3362026.03 | 0.3064 | 0.2081 | |
| GPT4TSLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.307 | 0.217 | |
| Time-LLMLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.309 | 0.223 | |
| PatchTSTPrediction Length=3362026.03 | 0.3107 | 0.214 | |
| InformerForecasting horizon (T)=Avg2025.01 | 0.311 | 0.216 | |
| TFTPrediction Length=1922026.03 | 0.3123 | 0.2122 | |
| InformerForecasting horizon (T)=3362025.01 | 0.315 | 0.218 | |
| FEDformerLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.326 | 0.213 | |
| TFTPrediction Length=3362026.03 | 0.3284 | 0.2295 | |
| FlashAttentionForecasting horizon (T)=7202025.01 | 0.329 | 0.251 | |
| FlowformerForecasting horizon (T)=7202025.01 | 0.332 | 0.255 | |
| CrossformerLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.334 | 0.244 | |
| CrossformerPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.334 | 0.244 | |
| Li-NetPrediction Length=7202026.03 | 0.3369 | 0.2434 | |
| ReformerForecasting horizon (T)=7202025.01 | 0.339 | 0.249 | |
| TimeMixerPrediction Length=7202026.03 | 0.3413 | 0.2508 | |
| iTransformerPrediction Length=7202026.03 | 0.344 | 0.2672 | |
| PatchTSTPrediction Length=7202026.03 | 0.3447 | 0.257 | |
| InformerForecasting horizon (T)=7202025.01 | 0.347 | 0.255 | |
| TFTPrediction Length=7202026.03 | 0.3497 | 0.2578 | |
| iTransformerPrediction Length=962026.03 | 0.37 | 0.2885 | |
| TransformerHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.384 | 0.373 | |
| iTransformerPrediction Length=1922026.03 | 0.394 | 0.3136 | |
| TCNPrediction Length=1922026.03 | 0.4032 | 0.3241 | |
| TCNPrediction Length=7202026.03 | 0.4094 | 0.3414 | |
| iTransformerPrediction Length=3362026.03 | 0.413 | 0.3361 | |
| FSAHorizon=24, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.416 | 0.318 | |
| TCNPrediction Length=962026.03 | 0.4309 | 0.3607 | |
| TCNPrediction Length=3362026.03 | 0.4429 | 0.3844 | |
| FSAHorizon=48, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.445 | 0.362 | |
| FSAHorizon=96, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.477 | 0.403 | |
| PatchTSTHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.478 | 0.397 | |
| ChronosHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.491 | 0.412 | |
| TransformerHorizon=96, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.5 | 0.531 | |
| PatchTSTHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.52 | 0.457 | |
| SCINetPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.537 | 0.571 | |
| PatchTSTHorizon=96, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.562 | 0.525 |