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ResearchFormerly WizWand

Multivariate Time Series Forecasting on Electricity (MSE, MAE)

0.128MSEGPHT*
0.12240.16020.1980.2358Feb 26, 2024Mar 12, 2024Mar 27, 2024Apr 12, 2024Apr 27, 2024May 12, 2024May 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
GPHT*Horizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.020.1280.219
GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.020.1280.219
PatchTSTHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.020.1320.225
iTransformerHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.020.1320.228
SimMTMHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.020.1330.223
TimeMAEHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.020.1330.23
PatchTSTHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.020.1380.233
FPTHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.020.1390.238
DLinearHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.020.1410.238
GPHTHorizon (H)=192, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.020.1460.236
GPHT*Horizon (H)=192, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.020.1470.236
ForecastGrapherInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.1650.26
GPHT*Horizon (H)=336, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.020.1650.255
GPHTHorizon (H)=336, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.020.1650.255
TimesNetHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.020.1770.281
iTransformerInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.1780.27
TimesNetInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.1930.295
PatchTSTInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.2050.29
GPHT*Horizon (H)=720, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.020.2060.292
GPHTHorizon (H)=720, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.020.2070.292
DLinearInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.2120.3
RLinearInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.2190.298
CrossformerInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.2440.334
SCINetInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.050.2680.365