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ResearchFormerly WizWand

Multivariate Time Series Forecasting on ETTm1 standard (test)

0.312MSETimeCMA
0.300960.375480.450.52452Feb 29, 2024Jul 11, 2024Nov 21, 2024Apr 3, 2025Aug 14, 2025Dec 25, 2025May 8, 2026
Updated 5mo ago

Evaluation results

MethodLinks
TimeCMAInput Sequence Length=96, Prediction Length=962024.060.3120.351
UniTimeInput Sequence Length=96, Prediction Length=962024.060.3220.363
iTransformerInput Sequence Length=96, Prediction Length=962024.060.3340.368
OFAInput Sequence Length=96, Prediction Length=962024.060.3350.369
TimesNetInput Sequence Length=96, Prediction Length=962024.060.3380.375
NPMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.3430.377
PatchTSTInput Sequence Length=96, Prediction Length=962024.060.3440.373
DlinearInput Sequence Length=96, Prediction Length=962024.060.3450.372
TSMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.3470.375
TimeMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.3480.375
PatchTSTLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.3530.382
Time-LLMInput Sequence Length=96, Prediction Length=962024.060.3590.381
TimeCMAInput Sequence Length=96, Prediction Length=1922024.060.3610.378
TimeXerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.3820.397
FredformerPrediction Length=Avg, Input sequence length=962024.060.3840.395
PatchTSTPrediction Length=Avg, Input sequence length=962024.060.3870.4
PatchTSTlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.3870.4
TimeCMAInput Sequence Length=96, Prediction Length=3362024.060.3920.401
TimesNetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.40.406
TimesNetLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.40.406
DLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.4030.407
iTransformerPrediction Length=Avg, Input sequence length=962024.060.4070.41
iTransformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.4070.41
RLinearPrediction Length=Avg, Input sequence length=962024.060.4140.407
RLinearlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.4140.407
TiDElook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.4190.419
TimeCMAInput Sequence Length=96, Prediction Length=7202024.060.4530.438
SCINetlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.4850.481
Crossformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.5120.496
CrossformerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.050.5140.51
Autoformerlook-back length L=96, prediction lengths S={96, 192, 336, 720}2024.020.5880.517