Multivariate Time-series Forecasting on ETTm1
0.106MSESCINet
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| SCINetHorizon=242021.06 | 0.106 | 0.202 | |
| SCINetHorizon=482021.06 | 0.136 | 0.23 | |
| SCINetHorizon=962021.06 | 0.165 | 0.252 | |
| LSTNetHorizon=242021.06 | 0.229 | 0.282 | |
| LSTNetHorizon=482021.06 | 0.239 | 0.36 | |
| SSCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.242 | 0.3 | |
| SCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.244 | 0.302 | |
| LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.244 | 0.304 | |
| AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.247 | 0.311 | |
| PatchTSTprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.248 | 0.305 | |
| TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.248 | 0.31 | |
| CrossformerPrediction Length=1922025.12 | 0.25 | 0.251 | |
| PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.251 | 0.315 | |
| ITS-MinaHorizon=962026.04 | 0.252 | — | |
| SCINetHorizon=2882021.06 | 0.253 | 0.315 | |
| PatchTSTPrediction Length=7202025.12 | 0.254 | 0.439 | |
| TimeMixerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.258 | 0.316 | |
| AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.258 | 0.319 | |
| DLinearprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.259 | 0.312 | |
| LSTNetHorizon=962021.06 | 0.26 | 0.363 | |
| iTransformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.261 | 0.315 | |
| TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.27 | 0.328 | |
| TimesNetprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.271 | 0.318 | |
| Crossformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.272 | 0.318 | |
| iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.272 | 0.329 | |
| DeepEDMForecast length (H)=48, Lookback length (T)=962025.06 | 0.277 | 0.318 | |
| OLinearPrediction Horizon=962026.02 | 0.279 | 0.338 | |
| PatchTSTHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.02 | 0.281 | 0.341 | |
| DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.281 | 0.332 | |
| TCNHorizon=242021.06 | 0.282 | 0.332 | |
| KooPAForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.283 | 0.333 | |
| PathformerInput Length (H)=336, Prediction Length (F)=962024.02 | 0.285 | 0.336 | |
| PatchTSTForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.286 | 0.336 | |
| AltTSPrediction Horizon=962026.02 | 0.29 | 0.337 | |
| PatchTSTHorizon=962026.04 | 0.29 | — | |
| CI-TSMixer-BestPrediction Length=962023.06 | 0.291 | 0.346 | |
| GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.291 | 0.339 | |
| CI-TSMixerHorizon=962026.04 | 0.291 | — | |
| PatchMixerHorizon=962026.04 | 0.291 | — | |
| PatchTSTPrediction Length=962023.06 | 0.293 | 0.346 | |
| KooPAForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.294 | 0.345 | |
| MICNForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.294 | 0.353 | |
| PatchTSTPrediction Horizon=962026.02 | 0.294 | 0.346 | |
| PathformerInput Length (H)=192, Prediction Length (F)=962024.02 | 0.295 | 0.335 | |
| PatchTSTInput Length (H)=192, Prediction Length (F)=962024.02 | 0.295 | 0.345 | |
| PathformerInput Length (H)=192, Prediction Length (F)=962024.02 | 0.295 | 0.335 | |
| ITS-MinaHorizon=1922026.04 | 0.295 | — | |
| PAModHorizon=962026.05 | 0.297 | 0.337 | |
| PatchTSTForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.299 | 0.346 | |
| DLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.299 | 0.353 | |
| DLinearHorizon=962026.04 | 0.299 | — | |
| N-HITSInput Length (H)=336, Prediction Length (F)=962024.02 | 0.302 | 0.35 | |
| MICNHorizon=962026.04 | 0.302 | — | |
| DLinearPrediction Horizon=962026.02 | 0.304 | 0.348 | |
| HPMixerHorizon=962026.02 | 0.305 | 0.352 | |
| TimeEmbHorizon=962026.05 | 0.305 | 0.344 | |
| MICNForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.306 | 0.364 | |
| NLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.306 | 0.348 | |
| NPMixerHorizon=962026.05 | 0.306 | 0.348 | |
| TimesNetForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.308 | 0.354 | |
| PAMNetHorizon=962026.05 | 0.308 | 0.347 | |
| DLinearForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.309 | 0.346 | |
| RLinearPrediction Horizon=962026.02 | 0.31 | 0.351 | |
| FiLMForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.311 | 0.346 | |
| iTransformerPrediction Horizon=962026.02 | 0.311 | 0.365 | |
| TQNetHorizon=962026.05 | 0.311 | 0.353 | |
| TQNetHorizon=962026.05 | 0.311 | 0.353 | |
| TSMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.313 | 0.365 | |
| TimeBasePrediction Horizon=962026.02 | 0.314 | 0.356 | |
| AmplifierHorizon=962026.05 | 0.316 | 0.355 | |
| AmplifierHorizon=962026.05 | 0.316 | 0.355 | |
| MinusformerInput Length=96, Prediction Length=962024.02 | 0.317 | 0.356 | |
| TimeXerHorizon=962026.02 | 0.318 | 0.356 | |
| TimeXerHorizon=962026.05 | 0.318 | 0.356 | |
| TimeXerHorizon=962026.05 | 0.318 | 0.356 | |
| CycleNet/MLPPrediction Length=96, Look-back length (L)=962024.09 | 0.319 | 0.36 | |
| CycleNet/MLPHorizon=962026.02 | 0.319 | 0.36 | |
| CycleNetHorizon=962026.05 | 0.319 | 0.36 | |
| CycleNetHorizon=962026.05 | 0.319 | 0.36 | |
| TimeMixerHorizon=962026.05 | 0.32 | 0.357 | |
| TimeMixerHorizon=962026.05 | 0.32 | 0.357 | |
| SimpleTMHorizon=962026.02 | 0.321 | 0.361 | |
| FilterTSHorizon=962026.05 | 0.321 | 0.36 | |
| FilterTSHorizon=962026.05 | 0.321 | 0.36 | |
| SimpleTMHorizon=962026.05 | 0.321 | 0.361 | |
| KooPAForecast window length (H)=144, Lookback window length (T)=2882023.05 | 0.322 | 0.366 | |
| DLinearForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.322 | 0.355 | |
| LogTransHorizon=242021.06 | 0.323 | 0.369 | |
| InformerHorizon=242021.06 | 0.323 | 0.369 | |
| TSMixerLookback window length=96, Prediction length=962024.04 | 0.323 | 0.363 | |
| InformerHorizon=242025.11 | 0.323 | 0.369 | |
| FiLMForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.324 | 0.353 | |
| TCNHorizon=242025.11 | 0.324 | 0.374 | |
| PatchTSTForecast window length (H)=144, Lookback window length (T)=2882023.05 | 0.325 | 0.363 | |
| SOFTSLookback window length=96, Prediction length=962024.04 | 0.325 | 0.361 | |
| PatchMixerHorizon=1922026.04 | 0.325 | — | |
| FEDformerHorizon=962026.04 | 0.326 | — | |
| DLinearForecast window length (H)=144, Lookback window length (T)=2882023.05 | 0.327 | 0.359 | |
| Db2-TransFPrediction Length=962025.12 | 0.327 | 0.363 | |
| FiLMForecast window length (H)=144, Lookback window length (T)=2882023.05 | 0.328 | 0.358 |