Multivariate Time Series Forecasting on ETTh2 (test)
0.267MSEDLinearU
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DLinearUH=96, MTL regularization=true, Model Type=Univariate2024.06 | 0.267 | — | — | |
| TransformerH=96, MTL regularization=true, Model Type=Univariate2024.06 | 0.27 | — | — | |
| SEG-MOEPrediction Horizon=962026.01 | 0.272 | 0.331 | — | |
| TransformerH=96, MTL regularization=false, Model Type=Univariate2024.06 | 0.273 | — | — | |
| PathformerForecasting Horizon=96, Protocol=Full-tuning2024.02 | 0.276 | 0.328 | — | |
| PathformerInput Length (H)=96, Prediction Length (T)=962024.02 | 0.279 | 0.331 | — | |
| PathformerForecasting Horizon=96, Protocol=Part-tuning2024.02 | 0.287 | 0.333 | — | |
| PatchTSTForecasting Horizon=96, Protocol=Full-tuning2024.02 | 0.287 | 0.337 | — | |
| AutoConInput length=96, Prediction length=962024.02 | 0.29 | 0.341 | — | |
| PatchTSTH=96, MTL regularization=true, Model Type=Univariate2024.06 | 0.291 | — | — | |
| FiLMInput length (I)=96, Output length (O)=962023.10 | 0.292 | 0.341 | — | |
| FredformerPrediction Length=96, Input sequence length=962024.06 | 0.293 | 0.342 | — | |
| DLinearUH=96, MTL regularization=false, Model Type=Univariate2024.06 | 0.294 | — | — | |
| PatchTSTH=96, MTL regularization=false, Model Type=Univariate2024.06 | 0.295 | — | — | |
| SAMformerH=96, MTL regularization=false, Model Type=Multivariate2024.06 | 0.295 | — | — | |
| iTransformerH=96, MTL regularization=false, Model Type=Multivariate2024.06 | 0.297 | — | — | |
| BasisformerInput length (I)=96, Output length (O)=962023.10 | 0.312 | 0.356 | — | |
| FEDformerForecasting Horizon=96, Protocol=Full-tuning2024.02 | 0.326 | 0.337 | — | |
| DLinearUH=192, MTL regularization=true, Model Type=Univariate2024.06 | 0.331 | — | — | |
| PatchTSTH=336, MTL regularization=true, Model Type=Univariate2024.06 | 0.332 | — | — | |
| DlinearInput length (I)=96, Output length (O)=962023.10 | 0.333 | 0.387 | — | |
| DLinearMH=96, MTL regularization=false, Model Type=Multivariate2024.06 | 0.333 | — | — | |
| TransformerH=192, MTL regularization=true, Model Type=Univariate2024.06 | 0.337 | — | — | |
| PathformerForecasting Horizon=336, Protocol=Full-tuning2024.02 | 0.337 | 0.374 | — | |
| TransformerH=192, MTL regularization=false, Model Type=Univariate2024.06 | 0.339 | — | — | |
| TimeMixer++2026.02 | 0.339 | — | — | |
| SAMformerH=192, MTL regularization=false, Model Type=Multivariate2024.06 | 0.34 | — | — | |
| TimesNetInput length=96, Prediction length=962024.02 | 0.34 | 0.374 | — | |
| PathformerForecasting Horizon=96, Protocol=Predict2024.02 | 0.34 | 0.369 | — | |
| PatchTSTH=336, MTL regularization=false, Model Type=Univariate2024.06 | 0.342 | — | — | |
| AutoformerForecasting Horizon=96, Protocol=Full-tuning2024.02 | 0.342 | 0.386 | — | |
| PathformerForecasting Horizon=336, Protocol=Part-tuning2024.02 | 0.342 | 0.384 | — | |
| AutoformerInput length (I)=96, Output length (O)=962023.10 | 0.346 | 0.388 | — | |
| PatchTSTH=192, MTL regularization=true, Model Type=Univariate2024.06 | 0.346 | — | — | |
| PatchTSTForecasting Horizon=96, Protocol=Predict2024.02 | 0.346 | 0.369 | — | |
| TimeSqueezeInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.347 | 0.386 | — | |
| SAMformerH=336, MTL regularization=false, Model Type=Multivariate2024.06 | 0.35 | — | — | |
| PathformerForecasting Horizon=192, Protocol=Full-tuning2024.02 | 0.35 | 0.376 | — | |
| PatchTSTH=192, MTL regularization=false, Model Type=Univariate2024.06 | 0.351 | — | — | |
| FedformerInput length (I)=96, Output length (O)=962023.10 | 0.358 | 0.397 | — | |
| PathformerForecasting Horizon=192, Protocol=Part-tuning2024.02 | 0.358 | 0.382 | — | |
| DLinearUH=192, MTL regularization=false, Model Type=Univariate2024.06 | 0.361 | — | — | |
| DLinearUH=336, MTL regularization=false, Model Type=Univariate2024.06 | 0.361 | — | — | |
| TimeMixer2026.02 | 0.364 | — | — | |
| TimeMixerPrediction Horizon=Avg2026.01 | 0.364 | 0.395 | — | |
| FredformerPrediction Length=Avg, Input sequence length=962024.06 | 0.365 | 0.393 | — | |
| FredformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.365 | 0.393 | — | |
| TransformerH=336, MTL regularization=true, Model Type=Univariate2024.06 | 0.366 | — | — | |
| PatchTSTForecasting Horizon=192, Protocol=Full-tuning2024.02 | 0.366 | 0.385 | — | |
| EntroPEInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.366 | 0.387 | — | |
| DLinearUH=336, MTL regularization=true, Model Type=Univariate2024.06 | 0.367 | — | — | |
| OLinear2026.02 | 0.367 | — | — | |
| TransformerH=336, MTL regularization=false, Model Type=Univariate2024.06 | 0.369 | — | — | |
| FredformerPrediction Length=192, Input sequence length=962024.06 | 0.371 | 0.389 | — | |
| TimeCMAInput Sequence Length=96, Prediction Length=Avg2024.06 | 0.372 | 0.397 | — | |
| CALFInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.372 | 0.395 | — | |
| SOFTSLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.373 | 0.4 | — | |
| N-HITSInput length (I)=96, Output length (O)=962023.10 | 0.374 | 0.383 | — | |
| RLinearPrediction Length=Avg, Input sequence length=962024.06 | 0.374 | 0.398 | — | |
| RLinearLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.374 | 0.398 | — | |
| LangTimeInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.375 | 0.392 | — | |
| FilterTSInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.375 | 0.399 | — | |
| PatchTSTForecasting Horizon=336, Protocol=Full-tuning2024.02 | 0.377 | 0.405 | — | |
| Prime Attn.Prediction Horizon=Avg., Backbone=iTransformer2025.09 | 0.377 | 0.404 | — | |
| FiLMInput length (I)=96, Output length (O)=1922023.10 | 0.378 | 0.396 | — | |
| FEDformerForecasting Horizon=336, Protocol=Full-tuning2024.02 | 0.378 | 0.416 | — | |
| iTransformerH=192, MTL regularization=false, Model Type=Multivariate2024.06 | 0.38 | — | — | |
| BasisformerInput length (I)=96, Output length (O)=1922023.10 | 0.382 | 0.401 | — | |
| FredformerPrediction Length=336, Input sequence length=962024.06 | 0.382 | 0.409 | — | |
| Time-FFMInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.382 | 0.406 | — | |
| LagTSPrediction Horizon=Avg.2025.09 | 0.382 | 0.405 | — | |
| iTransformerPrediction Length=Avg, Input sequence length=962024.06 | 0.383 | 0.407 | — | |
| iTransformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.383 | 0.407 | — | |
| iTransformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.383 | 0.407 | — | |
| iTransformer2026.02 | 0.383 | — | — | |
| iTransformerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.383 | 0.407 | — | |
| PatchTSTH=720, MTL regularization=true, Model Type=Univariate2024.06 | 0.384 | — | — | |
| StretchTime2026.02 | 0.384 | — | — | |
| PathformerForecasting Horizon=336, Protocol=Predict2024.02 | 0.384 | 0.401 | — | |
| HDMixerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.384 | 0.407 | — | |
| PatchTSTLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.385 | 0.41 | — | |
| DIFF TransformerPrediction Horizon=Avg.2025.09 | 0.386 | 0.411 | — | |
| LIFTPrediction Horizon=Avg.2025.09 | 0.386 | 0.408 | — | |
| PatchTSTPrediction Length=Avg, Input sequence length=962024.06 | 0.387 | 0.407 | — | |
| PatchTSTLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.387 | 0.407 | — | |
| TimeMixerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.39 | 0.409 | — | |
| SAMformerH=720, MTL regularization=false, Model Type=Multivariate2024.06 | 0.391 | — | — | |
| PatchTST2026.02 | 0.391 | — | — | |
| PatchTSTInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.391 | 0.411 | — | |
| TimeKANInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.391 | 0.41 | — | |
| PatchTSTH=720, MTL regularization=false, Model Type=Univariate2024.06 | 0.393 | — | — | |
| DLinearUH=720, MTL regularization=false, Model Type=Univariate2024.06 | 0.395 | — | — | |
| AutoformerForecasting Horizon=96, Protocol=Predict2024.02 | 0.397 | 0.439 | — | |
| TSMixerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.401 | 0.417 | — | |
| RoPE2026.02 | 0.401 | — | — | |
| PathformerForecasting Horizon=720, Protocol=Full-tuning2024.02 | 0.401 | 0.426 | — | |
| TransformerH=720, MTL regularization=true, Model Type=Univariate2024.06 | 0.405 | — | — | |
| PatchTSTForecasting Horizon=336, Protocol=Predict2024.02 | 0.408 | 0.419 | — | |
| FEDformerForecasting Horizon=192, Protocol=Full-tuning2024.02 | 0.409 | 0.43 | — | |
| TimeBaseInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.409 | 0.425 | — |