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Multivariate Time-series Forecasting on ETTm1

0.106MSESCINet
0.097120.157060.2170.27694Jun 17, 2021Apr 11, 2022Feb 3, 2023Nov 28, 2023Sep 21, 2024Jul 16, 2025May 11, 2026

Evaluation results

MethodLinks
SCINetHorizon=242021.060.1060.202
SCINetHorizon=482021.060.1360.23
SCINetHorizon=962021.060.1650.252
LSTNetHorizon=242021.060.2290.282
LSTNetHorizon=482021.060.2390.36
SSCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2420.3
SCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2440.302
LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2440.304
AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2470.311
PatchTSTprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2480.305
TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2480.31
CrossformerPrediction Length=1922025.120.250.251
PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2510.315
ITS-MinaHorizon=962026.040.252—
SCINetHorizon=2882021.060.2530.315
PatchTSTPrediction Length=7202025.120.2540.439
TimeMixerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2580.316
AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2580.319
DLinearprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2590.312
LSTNetHorizon=962021.060.260.363
iTransformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2610.315
TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.270.328
TimesNetprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2710.318
Crossformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.010.2720.318
iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2720.329
DeepEDMForecast length (H)=48, Lookback length (T)=962025.060.2770.318
OLinearPrediction Horizon=962026.020.2790.338
PatchTSTHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.020.2810.341
DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.2810.332
TCNHorizon=242021.060.2820.332
KooPAForecast window length (H)=48, Lookback window length (T)=962023.050.2830.333
PathformerInput Length (H)=336, Prediction Length (F)=962024.020.2850.336
PatchTSTForecast window length (H)=48, Lookback window length (T)=962023.050.2860.336
AltTSPrediction Horizon=962026.020.290.337
PatchTSTHorizon=962026.040.29—
CI-TSMixer-BestPrediction Length=962023.060.2910.346
GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.020.2910.339
CI-TSMixerHorizon=962026.040.291—
PatchMixerHorizon=962026.040.291—
PatchTSTPrediction Length=962023.060.2930.346
KooPAForecast window length (H)=96, Lookback window length (T)=1922023.050.2940.345
MICNForecast window length (H)=48, Lookback window length (T)=962023.050.2940.353
PatchTSTPrediction Horizon=962026.020.2940.346
PathformerInput Length (H)=192, Prediction Length (F)=962024.020.2950.335
PatchTSTInput Length (H)=192, Prediction Length (F)=962024.020.2950.345
PathformerInput Length (H)=192, Prediction Length (F)=962024.020.2950.335
ITS-MinaHorizon=1922026.040.295—
PAModHorizon=962026.050.2970.337
PatchTSTForecast window length (H)=96, Lookback window length (T)=1922023.050.2990.346
DLinearInput Length (H)=336, Prediction Length (F)=962024.020.2990.353
DLinearHorizon=962026.040.299—
N-HITSInput Length (H)=336, Prediction Length (F)=962024.020.3020.35
MICNHorizon=962026.040.302—
DLinearPrediction Horizon=962026.020.3040.348
HPMixerHorizon=962026.020.3050.352
TimeEmbHorizon=962026.050.3050.344
MICNForecast window length (H)=96, Lookback window length (T)=1922023.050.3060.364
NLinearInput Length (H)=336, Prediction Length (F)=962024.020.3060.348
NPMixerHorizon=962026.050.3060.348
TimesNetForecast window length (H)=48, Lookback window length (T)=962023.050.3080.354
PAMNetHorizon=962026.050.3080.347
DLinearForecast window length (H)=96, Lookback window length (T)=1922023.050.3090.346
RLinearPrediction Horizon=962026.020.310.351
FiLMForecast window length (H)=96, Lookback window length (T)=1922023.050.3110.346
iTransformerPrediction Horizon=962026.020.3110.365
TQNetHorizon=962026.050.3110.353
TQNetHorizon=962026.050.3110.353
TSMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.050.3130.365
TimeBasePrediction Horizon=962026.020.3140.356
AmplifierHorizon=962026.050.3160.355
AmplifierHorizon=962026.050.3160.355
MinusformerInput Length=96, Prediction Length=962024.020.3170.356
TimeXerHorizon=962026.020.3180.356
TimeXerHorizon=962026.050.3180.356
TimeXerHorizon=962026.050.3180.356
CycleNet/MLPPrediction Length=96, Look-back length (L)=962024.090.3190.36
CycleNet/MLPHorizon=962026.020.3190.36
CycleNetHorizon=962026.050.3190.36
CycleNetHorizon=962026.050.3190.36
TimeMixerHorizon=962026.050.320.357
TimeMixerHorizon=962026.050.320.357
SimpleTMHorizon=962026.020.3210.361
FilterTSHorizon=962026.050.3210.36
FilterTSHorizon=962026.050.3210.36
SimpleTMHorizon=962026.050.3210.361
KooPAForecast window length (H)=144, Lookback window length (T)=2882023.050.3220.366
DLinearForecast window length (H)=48, Lookback window length (T)=962023.050.3220.355
LogTransHorizon=242021.060.3230.369
InformerHorizon=242021.060.3230.369
TSMixerLookback window length=96, Prediction length=962024.040.3230.363
InformerHorizon=242025.110.3230.369
FiLMForecast window length (H)=48, Lookback window length (T)=962023.050.3240.353
TCNHorizon=242025.110.3240.374
PatchTSTForecast window length (H)=144, Lookback window length (T)=2882023.050.3250.363
SOFTSLookback window length=96, Prediction length=962024.040.3250.361
PatchMixerHorizon=1922026.040.325—
FEDformerHorizon=962026.040.326—
DLinearForecast window length (H)=144, Lookback window length (T)=2882023.050.3270.359
Db2-TransFPrediction Length=962025.120.3270.363
FiLMForecast window length (H)=144, Lookback window length (T)=2882023.050.3280.358