Multivariate Time Series Forecasting on ETTm1 (test)
0.315MSETransformer
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Transformerprediction length=242021.07 | 0.315 | 0.3886 | — | |
| TARFVAE2025.11 | 0.321 | 0.363 | — | |
| Informerprediction length=242021.07 | 0.323 | 0.369 | — | |
| AutoConInput length=96, Prediction length=962024.02 | 0.33 | 0.365 | — | |
| Query Selectorprediction length=242021.07 | 0.3351 | 0.3875 | 0.975 | |
| TimeDiff2025.11 | 0.336 | 0.372 | — | |
| mr-Diff2025.11 | 0.34 | 0.373 | — | |
| SEG-MOEPrediction Horizon=Avg2026.01 | 0.343 | 0.369 | — | |
| DLinear2025.11 | 0.345 | 0.378 | — | |
| FiLM2025.11 | 0.347 | 0.374 | — | |
| NLinear2025.11 | 0.349 | 0.375 | — | |
| N-Hits2025.11 | 0.353 | 0.388 | — | |
| N-HiTSInput length=96, Prediction length=962024.02 | 0.355 | 0.389 | — | |
| SCINet2025.11 | 0.359 | 0.389 | — | |
| D3VAE2025.11 | 0.362 | 0.391 | — | |
| StretchTime2026.02 | 0.367 | — | — | |
| TimeMixer++2026.02 | 0.369 | — | — | |
| OLinear2026.02 | 0.374 | — | — | |
| EntroPEInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.378 | 0.391 | — | |
| RoPE2026.02 | 0.379 | — | — | |
| TimeSqueezeInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.379 | 0.395 | — | |
| Depts2025.11 | 0.38 | 0.412 | — | |
| TimeKANInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.38 | 0.398 | — | |
| TimeMixer2026.02 | 0.381 | — | — | |
| TimeMixerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.382 | 0.397 | — | |
| FredformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.384 | 0.395 | — | |
| FilterTSInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.386 | 0.397 | — | |
| PatchTSTLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.387 | 0.4 | — | |
| NBeats2025.11 | 0.391 | 0.409 | — | |
| SOFTSLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.393 | 0.403 | — | |
| PatchTSTLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.396 | 0.406 | — | |
| HDMixerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.396 | 0.402 | — | |
| CALFInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.396 | 0.391 | — | |
| LangTimeInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.397 | 0.392 | — | |
| TSMixerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.398 | 0.407 | — | |
| Time-FFMInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.399 | 0.402 | — | |
| TimesNetLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.4 | 0.406 | — | |
| TimesNetLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.4 | 0.406 | — | |
| TimesNet2026.02 | 0.4 | — | — | |
| TimesNetInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.4 | 0.406 | — | |
| DLinearLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.403 | 0.407 | — | |
| DLinearLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.403 | 0.407 | — | |
| DLinear2026.02 | 0.404 | — | — | |
| DLinearInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.404 | 0.408 | — | |
| PatchTST2026.02 | 0.406 | — | — | |
| PatchTSTInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.406 | 0.407 | — | |
| iTransformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.407 | 0.41 | — | |
| iTransformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.407 | 0.41 | — | |
| iTransformer2026.02 | 0.407 | — | — | |
| iTransformerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.407 | 0.41 | — | |
| RLinearLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.414 | 0.407 | — | |
| TiDELook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.419 | 0.419 | — | |
| TiDELookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.419 | 0.419 | — | |
| TimeBaseInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.431 | 0.42 | — | |
| Transformerprediction length=482021.07 | 0.4454 | 0.462 | — | |
| FEDformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.448 | 0.452 | — | |
| FEDformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.448 | 0.452 | — | |
| FEDformerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.448 | 0.452 | — | |
| Query Selectorprediction length=962021.07 | 0.4543 | 0.4831 | 0.67 | |
| SSSD2025.11 | 0.464 | 0.406 | — | |
| Transformerprediction length=962021.07 | 0.4641 | 0.4823 | — | |
| Query Selectorprediction length=482021.07 | 0.4726 | 0.4702 | 0.902 | |
| StationaryLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.481 | 0.456 | — | |
| StationaryLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.481 | 0.456 | — | |
| CPF2025.11 | 0.482 | 0.472 | — | |
| SCINetLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.485 | 0.481 | — | |
| SCINetLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.485 | 0.481 | — | |
| Informerprediction length=482021.07 | 0.494 | 0.503 | — | |
| CrossformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.513 | 0.496 | — | |
| CrossformerLookback window length (L)=96, Prediction horizons (H)={96, 192, 336, 720}2024.04 | 0.513 | 0.496 | — | |
| CSDI2025.11 | 0.529 | 0.442 | — | |
| PSA-GAN2025.11 | 0.537 | 0.488 | — | |
| AutoformerLook-back length=96, Avg prediction length=96, 192, 336, 7202024.06 | 0.588 | 0.517 | — | |
| AutoformerInput length (L)=96, Prediction horizons (T)={96, 192, 336, 720}2026.03 | 0.588 | 0.517 | — | |
| Query Selectorprediction length=2882021.07 | 0.6185 | 0.5991 | 0.586 | |
| Informerprediction length=962021.07 | 0.678 | 0.614 | — | |
| Transformerprediction length=2882021.07 | 0.6814 | 0.6312 | — | |
| TimeGrad2025.11 | 0.874 | 0.605 | — | |
| LSTMa2025.11 | 1.03 | 0.699 | — | |
| Informerprediction length=2882021.07 | 1.056 | 0.786 | — | |
| Query Selectorprediction length=6722021.07 | 1.1273 | 0.8412 | 0.946 | |
| Transformerprediction length=6722021.07 | 1.1365 | 0.8572 | — | |
| Informerprediction length=6722021.07 | 1.192 | 0.926 | — |