Multivariate Time Series Forecasting on ETTh2
0.1641MSELi-Net
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Li-NetPrediction Length=962026.03 | 0.1641 | 0.282 | |
| TimesFM2.5Horizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.193 | 0.286 | |
| Li-NetPrediction Length=1922026.03 | 0.1945 | 0.3092 | |
| FSAHorizon=24, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.198 | 0.286 | |
| Li-NetPrediction Length=3362026.03 | 0.2028 | 0.3233 | |
| PatchTSTHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.222 | 0.3 | |
| ITS-MinaHorizon=962026.04 | 0.223 | — | |
| PatchMixerHorizon=962026.04 | 0.225 | — | |
| DeepEDMForecast length (H)=48, Lookback length (T)=962025.06 | 0.225 | 0.288 | |
| TimesFMHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.231 | 0.311 | |
| ChronosHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.232 | 0.301 | |
| Li-NetPrediction Length=7202026.03 | 0.2408 | 0.3553 | |
| TimesFM2.5Horizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.251 | 0.322 | |
| FSAHorizon=48, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.256 | 0.322 | |
| N-HITSInput Length (H)=336, Prediction Length (F)=962024.02 | 0.274 | 0.345 | |
| PatchMixerHorizon=1922026.04 | 0.274 | — | |
| PatchTSTHorizon=962026.04 | 0.274 | — | |
| PathformerInput Length (H)=336, Prediction Length (F)=962024.02 | 0.276 | 0.334 | |
| ITS-MinaHorizon=1922026.04 | 0.276 | — | |
| CI-TSMixerHorizon=962026.04 | 0.276 | — | |
| NLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.277 | 0.338 | |
| PathformerInput Length (H)=192, Prediction Length (F)=962024.02 | 0.283 | 0.334 | |
| PatchTSTInput Length (H)=192, Prediction Length (F)=962024.02 | 0.285 | 0.34 | |
| TimeMixerPrediction Length=962026.03 | 0.2888 | 0.3406 | |
| DLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.289 | 0.353 | |
| DLinearHorizon=962026.04 | 0.289 | — | |
| PathformerInput Length (H)=48, Prediction Length (F)=962024.02 | 0.295 | 0.335 | |
| PatchTSTPrediction Length=962026.03 | 0.296 | 0.3523 | |
| iTransformerHorizon=962026.04 | 0.297 | — | |
| iTransformerPrediction Length=962026.03 | 0.2989 | 0.349 | |
| ITS-MinaHorizon=3362026.04 | 0.301 | — | |
| PatchTSTInput Length (H)=48, Prediction Length (F)=962024.02 | 0.307 | 0.348 | |
| FSAHorizon=96, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.312 | 0.355 | |
| TimeMixerPrediction Length=Avg, Lookback Setting=search2025.06 | 0.316 | 0.384 | |
| PatchMixerHorizon=3362026.04 | 0.317 | — | |
| PatchTSTHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.319 | 0.351 | |
| ReinPatchTraining Mode=end-to-end, Horizons=H ∈ {96, 192, 336, 720}2026.03 | 0.323 | 0.378 | |
| ReinPatchTraining Mode=foundation, Horizons=H ∈ {96, 192, 336, 720}2026.03 | 0.323 | 0.377 | |
| PathformerInput Length (H)=336, Prediction Length (F)=3362024.02 | 0.324 | 0.377 | |
| ITS-MinaHorizon=7202026.04 | 0.327 | — | |
| PathformerInput Length (H)=336, Prediction Length (F)=1922024.02 | 0.329 | 0.372 | |
| CI-TSMixerHorizon=1922026.04 | 0.33 | — | |
| TimesFM2.5Horizon=96, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.33 | 0.372 | |
| Selective PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.331 | 0.384 | |
| PatchTSTHorizon=3362026.04 | 0.331 | — | |
| PathformerInput Length (H)=192, Prediction Length (F)=3362024.02 | 0.332 | 0.374 | |
| FEDformerHorizon=962026.04 | 0.332 | — | |
| AutoformerHorizon=962026.04 | 0.332 | — | |
| FITSForecast length (H)=192, Lookback length (T)=3842025.06 | 0.334 | 0.376 | |
| ModernTCNForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.336 | 0.388 | |
| Static PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.337 | 0.385 | |
| Periodic PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.338 | 0.387 | |
| TimeSqueeze’s CompressionHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.338 | 0.388 | |
| Entropy PatchingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.339 | 0.389 | |
| PatchTSTHorizon=1922026.04 | 0.339 | — | |
| FITSForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.339 | 0.386 | |
| H-Net’s ChunkingHorizons=H ∈ {96, 192, 336, 720}2026.03 | 0.34 | 0.39 | |
| CRAFTForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.34 | 0.39 | |
| TimesNetHorizon=962026.04 | 0.34 | — | |
| SARAFHorizon=Avg, Look-back window=7202026.06 | 0.34 | 0.392 | |
| DeepEDMPrediction Length=Avg, Lookback Setting=search2025.06 | 0.341 | 0.381 | |
| PathformerInput Length (H)=192, Prediction Length (F)=1922024.02 | 0.343 | 0.374 | |
| NLinearInput Length (H)=336, Prediction Length (F)=1922024.02 | 0.344 | 0.381 | |
| ChronosHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.346 | 0.364 | |
| TimesFMHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.347 | 0.376 | |
| MICNHorizon=962026.04 | 0.349 | — | |
| IsterPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.349 | 0.387 | |
| PatchTSTInput Length (H)=192, Prediction Length (F)=3362024.02 | 0.351 | 0.396 | |
| N-HITSInput Length (H)=336, Prediction Length (F)=1922024.02 | 0.353 | 0.401 | |
| SimpleTMHorizon=Avg2026.05 | 0.353 | 0.391 | |
| CycleNetHorizon=Avg, Look-back window=7202026.06 | 0.353 | 0.398 | |
| PatchTSTInput Length (H)=192, Prediction Length (F)=1922024.02 | 0.356 | 0.387 | |
| NLinearInput Length (H)=336, Prediction Length (F)=3362024.02 | 0.357 | 0.4 | |
| CI-TSMixerHorizon=3362026.04 | 0.357 | — | |
| RAFTForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.359 | 0.409 | |
| SSformerPrediction Horizon=Avg, Look-back length=962026.06 | 0.359 | 0.389 | |
| CITRASForecasting Length=Average, Input Length=672, Evaluation Protocol=Rolling forecasting2025.03 | 0.359 | 0.405 | |
| AOSNETPrediction Horizon=Avg, Look-back length=962026.06 | 0.36 | 0.387 | |
| NPMixerHorizon=Avg2026.05 | 0.361 | 0.393 | |
| PULSElook-back window=962026.05 | 0.361 | 0.391 | |
| TFTPrediction Length=962026.03 | 0.362 | 0.3784 | |
| TimeMixerForecasting horizon=Average over {96, 192, 336, 720}2026.04 | 0.364 | 0.395 | |
| TimeMixerLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.364 | 0.395 | |
| CFPTlook-back window=962026.05 | 0.364 | 0.393 | |
| FreqMoE2026.05 | 0.364 | 0.395 | |
| PathformerInput Length (H)=336, Prediction Length (F)=7202024.02 | 0.366 | 0.41 | |
| PathformerInput Length (H)=48, Prediction Length (F)=1922024.02 | 0.366 | 0.381 | |
| TimeSAFLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.367 | 0.394 | |
| SPDMPrediction Length=Avg2026.06 | 0.367 | 0.398 | |
| PathformerInput Length (H)=48, Prediction Length (F)=3362024.02 | 0.368 | 0.39 | |
| TimeXerPrediction length S={96, 192, 336, 720}, Look-back length T=962024.12 | 0.368 | 0.396 | |
| TimeXerlook-back window=962026.05 | 0.368 | 0.396 | |
| Dynamic TMoE2026.05 | 0.368 | 0.398 | |
| TSLANet2026.05 | 0.368 | 0.399 | |
| CALFLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.371 | 0.394 | |
| PAMNetLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.374 | 0.393 | |
| TimeExpert2026.05 | 0.374 | 0.404 | |
| FilterTSLookback length=96, Prediction horizons=H={96, 192, 336, 720}2026.05 | 0.375 | 0.398 | |
| PatchTSTPrediction Length=1922026.03 | 0.377 | 0.3993 | |
| UniTimeLookback length (T)=96, Prediction length (H)={96, 192, 336, 720}2026.04 | 0.377 | 0.402 |