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ResearchFormerly WizWand

Multivariate Time Series Forecasting on ETTh1 standard (test)

0.367MSEGTR
0.357680.420590.48350.54641Jun 3, 2024Sep 28, 2024Jan 23, 2025May 21, 2025Sep 15, 2025Jan 10, 2026May 8, 2026
Updated 5mo ago

Evaluation results

MethodLinks
GTRPrediction Horizon=96, Look-back length=962026.020.3670.391
NPMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.4090.426
TimeMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.4110.423
TSMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.4120.428
PatchTSTLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.4130.434
GTRPrediction Horizon=192, Look-back length=962026.020.420.421
TimeCMAInput Sequence Length=96, Prediction Length=Avg2024.060.4230.431
RAFTPrediction Horizon=Avg, Look-back length=962026.020.4280.433
TimeXerPrediction Horizon=Avg, Look-back length=962026.020.4370.437
GTRPrediction Horizon=Avg, Look-back length=962026.020.4390.434
TQNetPrediction Horizon=Avg, Look-back length=962026.020.4410.434
TimeMixerPrediction Horizon=Avg, Look-back length=962026.020.4470.44
Time-LLMInput Sequence Length=96, Prediction Length=Avg2024.060.4480.443
SOFTSPrediction Horizon=Avg, Look-back length=962026.020.4490.443
iTransformerPrediction Horizon=Avg, Look-back length=962026.020.4540.448
S-MambaPrediction Horizon=Avg, Look-back length=962026.020.4550.45
DLinearPrediction Horizon=Avg, Look-back length=962026.020.4560.452
CycleNetPrediction Horizon=Avg, Look-back length=962026.020.4570.441
TimesNetLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.4580.45
PatchTSTPrediction Horizon=Avg, Look-back length=962026.020.4690.455
GTRPrediction Horizon=336, Look-back length=962026.020.4760.447
GTRPrediction Horizon=720, Look-back length=962026.020.4930.476
CrossformerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.60.557