Multivariate Time Series Forecasting on ETTm2
0.1131MSELi-Net
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Li-NetPrediction Length=962026.03 | 0.1131 | 0.2284 | |
| LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.118 | 0.209 | |
| TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.118 | 0.212 | |
| AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.12 | 0.212 | |
| PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.12 | 0.214 | |
| TimesFM2.5Horizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.12 | 0.22 | |
| FSAHorizon=24, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.121 | 0.219 | |
| TimesFMHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.122 | 0.215 | |
| iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.123 | 0.217 | |
| TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.126 | 0.22 | |
| AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.127 | 0.226 | |
| DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.129 | 0.235 | |
| MICNForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.131 | 0.238 | |
| PatchTSTHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.133 | 0.227 | |
| KooPAForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.134 | 0.226 | |
| PatchTSTForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.135 | 0.231 | |
| ChronosHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.137 | 0.226 | |
| TimesNetForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.142 | 0.234 | |
| ITS-MinaHorizon=962026.04 | 0.143 | — | |
| Li-NetPrediction Length=1922026.03 | 0.1436 | 0.2612 | |
| DLinearForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.144 | 0.24 | |
| FiLMForecast window length (H)=48, Lookback window length (T)=962023.05 | 0.146 | 0.243 | |
| FATE2024.08 | 0.151 | 0.221 | |
| SSCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.158 | 0.236 | |
| SCNNprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.158 | 0.235 | |
| AltTSPrediction Horizon=962026.02 | 0.16 | 0.249 | |
| HPMixerHorizon=962026.02 | 0.16 | 0.228 | |
| OLinearPrediction Horizon=962026.02 | 0.162 | 0.25 | |
| TSMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.162 | 0.285 | |
| CycleNet/MLPPrediction Length=96, Look-back length (L)=962024.09 | 0.163 | 0.246 | |
| RLinearPrediction Horizon=962026.02 | 0.163 | 0.251 | |
| PathformerInput Length (H)=336, Prediction Length (F)=962024.02 | 0.163 | 0.248 | |
| CycleNet/MLPHorizon=962026.02 | 0.163 | 0.246 | |
| CI-TSMixer-BestPrediction Length=962023.06 | 0.164 | 0.255 | |
| TimeMixerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.164 | 0.241 | |
| CI-TSMixerHorizon=962026.04 | 0.164 | — | |
| TimesFM2.5Horizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.164 | 0.263 | |
| CI-TSMixer2024.08 | 0.164 | 0.255 | |
| DLinearPrediction Horizon=962026.02 | 0.165 | 0.256 | |
| PatchTSTHorizon=962026.04 | 0.165 | — | |
| PatchTSTPrediction Length=962023.06 | 0.166 | 0.256 | |
| PatchTSTPrediction Horizon=962026.02 | 0.166 | 0.256 | |
| NPMixerHorizon=962026.05 | 0.166 | 0.25 | |
| FSAHorizon=48, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.166 | 0.256 | |
| PatchTST2024.08 | 0.166 | 0.256 | |
| PatchTSTprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.167 | 0.24 | |
| DLinearprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.167 | 0.251 | |
| TimeBasePrediction Horizon=962026.02 | 0.167 | 0.257 | |
| DLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.167 | 0.26 | |
| NLinearInput Length (H)=336, Prediction Length (F)=962024.02 | 0.167 | 0.255 | |
| DLinearHorizon=962026.04 | 0.167 | — | |
| DLinear2024.08 | 0.167 | 0.26 | |
| Crossformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.168 | 0.244 | |
| PathformerInput Length (H)=192, Prediction Length (F)=962024.02 | 0.169 | 0.25 | |
| PatchTSTInput Length (H)=192, Prediction Length (F)=962024.02 | 0.169 | 0.254 | |
| PatchTSTInput Length (H)=192, Prediction Length (F)=962024.02 | 0.169 | 0.254 | |
| PathformerInput Length (H)=192, Prediction Length (F)=962024.02 | 0.169 | 0.25 | |
| GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.17 | 0.25 | |
| DLinearHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.02 | 0.17 | 0.264 | |
| KooPAForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.171 | 0.254 | |
| PatchTSTForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.171 | 0.255 | |
| TimeXerHorizon=962026.02 | 0.171 | 0.256 | |
| TimeXerHorizon=962026.05 | 0.171 | 0.256 | |
| DLinearForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.172 | 0.256 | |
| Li-NetPrediction Length=3362026.03 | 0.1723 | 0.2891 | |
| GG-SSMHorizon=962024.12 | 0.1725 | 0.2633 | |
| GPHTPortion=10%, Prediction Horizon=962024.02 | 0.173 | 0.256 | |
| SimpleTMHorizon=962026.02 | 0.173 | 0.257 | |
| SimpleTMHorizon=962026.05 | 0.173 | 0.257 | |
| FiLMForecast window length (H)=96, Lookback window length (T)=1922023.05 | 0.174 | 0.257 | |
| PatchMixerHorizon=962026.04 | 0.174 | — | |
| iTransformerprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.175 | 0.251 | |
| PatchTSTPrediction Length=962025.12 | 0.175 | 0.259 | |
| PatchTSTHorizon=962026.02 | 0.175 | 0.259 | |
| PatchTSTHorizon=962026.05 | 0.175 | 0.259 | |
| PatchTSTHorizon=96, Lookback window=962026.06 | 0.175 | 0.259 | |
| N-HITSInput Length (H)=336, Prediction Length (F)=962024.02 | 0.176 | 0.255 | |
| TimeMixerHorizon=962026.02 | 0.176 | 0.259 | |
| CrossGNNHorizon=962026.05 | 0.176 | 0.266 | |
| TimeMixerHorizon=962026.05 | 0.176 | 0.259 | |
| MinusformerInput Length=96, Prediction Length=962024.02 | 0.177 | 0.259 | |
| iTransformerPrediction Horizon=962026.02 | 0.178 | 0.272 | |
| TimeMixerPrediction Length=962026.03 | 0.1788 | 0.261 | |
| Db2-TransFPrediction Length=962025.12 | 0.179 | 0.263 | |
| TimesNetprediction lengths S={3, 24, 96, 192, 336}, averaging=all prediction lengths2024.01 | 0.18 | 0.258 | |
| SOFTSLookback window length=96, Prediction length=962024.04 | 0.18 | 0.261 | |
| iTransformerLookback window length=96, Prediction length=962024.04 | 0.18 | 0.264 | |
| iTransformerPrediction Length=962025.12 | 0.18 | 0.264 | |
| iTransformerHorizon=962026.02 | 0.18 | 0.264 | |
| iTransformerHorizon=962026.04 | 0.18 | — | |
| FEDformerHorizon=962026.04 | 0.18 | — | |
| iTransformerHorizon=962026.05 | 0.18 | 0.264 | |
| iTransformerHorizon=96, Lookback window=962026.06 | 0.18 | 0.264 | |
| PathformerInput Length (H)=48, Prediction Length (F)=962024.02 | 0.181 | 0.256 | |
| PathformerInput Length (H)=48, Prediction Length (F)=962024.02 | 0.181 | 0.256 | |
| RLinearPrediction Length=962025.12 | 0.182 | 0.265 | |
| PatchTSTPrediction Length=962026.03 | 0.183 | 0.2717 | |
| TimesNetHorizon=962026.04 | 0.183 | — | |
| FRESCO (mix)Horizon=96, Lookback window=962026.06 | 0.183 | 0.288 | |
| FRESCO (plain)Horizon=96, Lookback window=962026.06 | 0.184 | 0.289 |