Multivariate Time Series Forecasting on ETTm1 standard (test)
0.312MSETimeCMA
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| TimeCMAInput Sequence Length=96, Prediction Length=962024.06 | 0.312 | 0.351 | |
| UniTimeInput Sequence Length=96, Prediction Length=962024.06 | 0.322 | 0.363 | |
| iTransformerInput Sequence Length=96, Prediction Length=962024.06 | 0.334 | 0.368 | |
| OFAInput Sequence Length=96, Prediction Length=962024.06 | 0.335 | 0.369 | |
| TimesNetInput Sequence Length=96, Prediction Length=962024.06 | 0.338 | 0.375 | |
| NPMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.343 | 0.377 | |
| PatchTSTInput Sequence Length=96, Prediction Length=962024.06 | 0.344 | 0.373 | |
| DlinearInput Sequence Length=96, Prediction Length=962024.06 | 0.345 | 0.372 | |
| TSMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.347 | 0.375 | |
| TimeMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.348 | 0.375 | |
| PatchTSTLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.353 | 0.382 | |
| Time-LLMInput Sequence Length=96, Prediction Length=962024.06 | 0.359 | 0.381 | |
| TimeCMAInput Sequence Length=96, Prediction Length=1922024.06 | 0.361 | 0.378 | |
| TimeXerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.382 | 0.397 | |
| FredformerPrediction Length=Avg, Input sequence length=962024.06 | 0.384 | 0.395 | |
| PatchTSTPrediction Length=Avg, Input sequence length=962024.06 | 0.387 | 0.4 | |
| PatchTSTlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.387 | 0.4 | |
| TimeCMAInput Sequence Length=96, Prediction Length=3362024.06 | 0.392 | 0.401 | |
| TimesNetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.4 | 0.406 | |
| TimesNetLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.4 | 0.406 | |
| DLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.403 | 0.407 | |
| iTransformerPrediction Length=Avg, Input sequence length=962024.06 | 0.407 | 0.41 | |
| iTransformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.407 | 0.41 | |
| RLinearPrediction Length=Avg, Input sequence length=962024.06 | 0.414 | 0.407 | |
| RLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.414 | 0.407 | |
| TiDElook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.419 | 0.419 | |
| TimeCMAInput Sequence Length=96, Prediction Length=7202024.06 | 0.453 | 0.438 | |
| SCINetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.485 | 0.481 | |
| Crossformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.512 | 0.496 | |
| CrossformerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.514 | 0.51 | |
| Autoformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.02 | 0.588 | 0.517 |