Multivariate Time Series Forecasting on ETTh1 (test)
0.343MSESEG-MOE
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| SEG-MOEPrediction Horizon=962026.01 | 0.343 | 0.381 | — | |
| DLinearUH=96, MTL regularization=true, Model Type=Univariate2024.06 | 0.367 | — | — | |
| TransformerH=96, MTL regularization=true, Model Type=Univariate2024.06 | 0.368 | — | — | |
| TransformerH=96, MTL regularization=false, Model Type=Univariate2024.06 | 0.37 | — | — | |
| TimeMixerPrediction Horizon=962026.01 | 0.375 | 0.4 | — | |
| FEDformerPrediction Horizon=962026.01 | 0.376 | 0.419 | — | |
| FEDformerInput Length (H)=96, Prediction Length (T)=962024.02 | 0.376 | 0.419 | — | |
| Prime Attn.Prediction Horizon=96, Backbone=iTransformer2025.09 | 0.379 | 0.398 | — | |
| SAMformerH=96, MTL regularization=false, Model Type=Multivariate2024.06 | 0.381 | — | — | |
| SOFTSPrediction Horizon=962026.01 | 0.381 | 0.399 | — | |
| SEG-MOEPrediction Horizon=Avg2026.01 | 0.381 | 0.412 | — | |
| TimeXerPrediction Horizon=962026.01 | 0.382 | 0.403 | — | |
| PathformerInput Length (H)=96, Prediction Length (T)=962024.02 | 0.382 | 0.4 | — | |
| TimesNetPrediction Horizon=962026.01 | 0.384 | 0.402 | — | |
| TimesNetInput length=96, Prediction length=962024.02 | 0.384 | 0.402 | — | |
| LagTSPrediction Horizon=962025.09 | 0.384 | 0.402 | — | |
| PatchTSTH=96, MTL regularization=true, Model Type=Univariate2024.06 | 0.385 | — | — | |
| DIFF TransformerPrediction Horizon=962025.09 | 0.385 | 0.4 | — | |
| LIFTPrediction Horizon=962025.09 | 0.385 | 0.404 | — | |
| DLinearMH=96, MTL regularization=false, Model Type=Multivariate2024.06 | 0.386 | — | — | |
| iTransformerH=96, MTL regularization=false, Model Type=Multivariate2024.06 | 0.386 | — | — | |
| iTransformerPrediction Horizon=962026.01 | 0.386 | 0.405 | — | |
| DLinearPrediction Horizon=962026.01 | 0.386 | 0.4 | — | |
| DLinearInput length=96, Prediction length=962024.02 | 0.386 | 0.4 | — | |
| NLinearInput Length (H)=96, Prediction Length (T)=962024.02 | 0.386 | 0.392 | — | |
| PatchTSTH=96, MTL regularization=false, Model Type=Univariate2024.06 | 0.387 | — | — | |
| AutoConInput length=96, Prediction length=962024.02 | 0.387 | 0.396 | — | |
| PatchTSTInput Length (H)=96, Prediction Length (T)=962024.02 | 0.394 | 0.408 | — | |
| ScaleformerInput Length (H)=96, Prediction Length (T)=962024.02 | 0.396 | 0.44 | — | |
| DLinearUH=96, MTL regularization=false, Model Type=Univariate2024.06 | 0.397 | — | — | |
| DLinearUH=192, MTL regularization=true, Model Type=Univariate2024.06 | 0.405 | — | — | |
| TARFVAE2025.11 | 0.405 | 0.415 | — | |
| TransformerH=192, MTL regularization=true, Model Type=Univariate2024.06 | 0.407 | — | — | |
| TimeDiff2025.11 | 0.407 | 0.43 | — | |
| CrossformerInput length=96, Prediction length=962024.02 | 0.407 | 0.429 | — | |
| SEG-MOEPrediction Horizon=7202026.01 | 0.408 | 0.441 | — | |
| SAMformerH=192, MTL regularization=false, Model Type=Multivariate2024.06 | 0.409 | — | — | |
| NLinear2025.11 | 0.41 | 0.418 | — | |
| TransformerH=192, MTL regularization=false, Model Type=Univariate2024.06 | 0.411 | — | — | |
| mr-Diff2025.11 | 0.411 | 0.422 | — | |
| PatchTSTPrediction Horizon=962026.01 | 0.414 | 0.419 | — | |
| DLinear2025.11 | 0.415 | 0.442 | — | |
| EntroPEInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.416 | 0.425 | — | |
| TimeKANInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.418 | 0.427 | — | |
| TimeMixer++2026.02 | 0.419 | — | — | |
| MICNInput length=96, Prediction length=962024.02 | 0.421 | 0.431 | — | |
| PatchTSTH=192, MTL regularization=true, Model Type=Univariate2024.06 | 0.422 | — | — | |
| DLinearUH=192, MTL regularization=false, Model Type=Univariate2024.06 | 0.422 | — | — | |
| Query Selectorprediction length=242021.07 | 0.4226 | 0.4627 | 0.732 | |
| SAMformerH=336, MTL regularization=false, Model Type=Multivariate2024.06 | 0.423 | — | — | |
| CrossformerPrediction Horizon=962026.01 | 0.423 | 0.448 | — | |
| PatchTSTH=192, MTL regularization=false, Model Type=Univariate2024.06 | 0.424 | — | — | |
| StretchTime2026.02 | 0.424 | — | — | |
| OLinear2026.02 | 0.424 | — | — | |
| FiLM2025.11 | 0.426 | 0.436 | — | |
| SAMformerH=720, MTL regularization=false, Model Type=Multivariate2024.06 | 0.427 | — | — | |
| TiDEInput Length (H)=96, Prediction Length (T)=962024.02 | 0.427 | 0.45 | — | |
| DLinearUH=720, MTL regularization=false, Model Type=Univariate2024.06 | 0.428 | — | — | |
| PatchTSTH=720, MTL regularization=true, Model Type=Univariate2024.06 | 0.43 | — | — | |
| DLinearUH=336, MTL regularization=true, Model Type=Univariate2024.06 | 0.431 | — | — | |
| DLinearUH=336, MTL regularization=false, Model Type=Univariate2024.06 | 0.431 | — | — | |
| TimeSqueezeInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.432 | 0.436 | — | |
| PatchTSTH=336, MTL regularization=true, Model Type=Univariate2024.06 | 0.433 | — | — | |
| TransformerH=336, MTL regularization=true, Model Type=Univariate2024.06 | 0.433 | — | — | |
| FredformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.435 | 0.426 | — | |
| TimesNetInput length=96, Prediction length=1922024.02 | 0.436 | 0.429 | — | |
| DLinearMH=192, MTL regularization=false, Model Type=Multivariate2024.06 | 0.437 | — | — | |
| TransformerH=336, MTL regularization=false, Model Type=Univariate2024.06 | 0.437 | — | — | |
| AutoConInput length=96, Prediction length=1922024.02 | 0.437 | 0.424 | — | |
| LangTimeInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.437 | 0.425 | — | |
| LagTSPrediction Horizon=Avg.2025.09 | 0.439 | 0.439 | — | |
| FEDformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.44 | 0.46 | — | |
| FEDformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.44 | 0.46 | — | |
| FilterTSInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.44 | 0.432 | — | |
| Prime Attn.Prediction Horizon=Avg., Backbone=iTransformer2025.09 | 0.44 | 0.438 | — | |
| iTransformerH=192, MTL regularization=false, Model Type=Multivariate2024.06 | 0.441 | — | — | |
| CALFInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.441 | 0.435 | — | |
| PatchTSTH=336, MTL regularization=false, Model Type=Univariate2024.06 | 0.442 | — | — | |
| Time-FFMInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.442 | 0.434 | — | |
| LIFTPrediction Horizon=Avg.2025.09 | 0.443 | 0.439 | — | |
| RLinearLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.446 | 0.434 | — | |
| DIFF TransformerPrediction Horizon=Avg.2025.09 | 0.446 | 0.44 | — | |
| TimeMixer2026.02 | 0.447 | — | — | |
| HDMixerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.448 | 0.437 | — | |
| SOFTSLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.449 | 0.442 | — | |
| RoPE2026.02 | 0.449 | — | — | |
| AutoformerInput Length (H)=96, Prediction Length (T)=962024.02 | 0.449 | 0.459 | — | |
| AutoformerPrediction Horizon=962025.09 | 0.449 | 0.459 | — | |
| Transformerprediction length=242021.07 | 0.4496 | 0.4788 | — | |
| PatchTSTH=720, MTL regularization=false, Model Type=Univariate2024.06 | 0.451 | — | — | |
| PatchTSTLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.453 | 0.446 | — | |
| DLinearUH=720, MTL regularization=true, Model Type=Univariate2024.06 | 0.454 | — | — | |
| iTransformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.454 | 0.447 | — | |
| iTransformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.454 | 0.447 | — | |
| iTransformer2026.02 | 0.454 | — | — | |
| iTransformerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.454 | 0.447 | — | |
| TransformerH=720, MTL regularization=true, Model Type=Univariate2024.06 | 0.455 | — | — | |
| DLinearLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.456 | 0.452 | — | |
| DLinearLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.456 | 0.452 | — | |
| TimesNetLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.458 | 0.45 | — |