Multivariate Time Series Forecasting on Electricity (MSE, MAE)
0.128MSEGPHT*
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| GPHT*Horizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.02 | 0.128 | 0.219 | |
| GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.128 | 0.219 | |
| PatchTSTHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.02 | 0.132 | 0.225 | |
| iTransformerHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.02 | 0.132 | 0.228 | |
| SimMTMHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.02 | 0.133 | 0.223 | |
| TimeMAEHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.02 | 0.133 | 0.23 | |
| PatchTSTHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.02 | 0.138 | 0.233 | |
| FPTHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.02 | 0.139 | 0.238 | |
| DLinearHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.02 | 0.141 | 0.238 | |
| GPHTHorizon (H)=192, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.146 | 0.236 | |
| GPHT*Horizon (H)=192, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.02 | 0.147 | 0.236 | |
| ForecastGrapherInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.165 | 0.26 | |
| GPHT*Horizon (H)=336, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.02 | 0.165 | 0.255 | |
| GPHTHorizon (H)=336, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.165 | 0.255 | |
| TimesNetHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.02 | 0.177 | 0.281 | |
| iTransformerInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.178 | 0.27 | |
| TimesNetInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.193 | 0.295 | |
| PatchTSTInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.205 | 0.29 | |
| GPHT*Horizon (H)=720, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.02 | 0.206 | 0.292 | |
| GPHTHorizon (H)=720, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.207 | 0.292 | |
| DLinearInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.212 | 0.3 | |
| RLinearInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.219 | 0.298 | |
| CrossformerInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.244 | 0.334 | |
| SCINetInput length=96, Output lengths={96, 192, 336, 720}, Averaging protocol=averaged from all output lengths2024.05 | 0.268 | 0.365 |