Multivariate Time Series Forecasting on ETTm2 336
0.264MSECATS
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| CATSInput Length (LI)=720, Number of Layers=2L2024.03 | 0.264 | 0.322 | |
| ARMInput Length (LI)=7202024.03 | 0.265 | 0.324 | |
| PatchTSTInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.274 | 0.329 | |
| Moment (2024)CoRA=true2026.03 | 0.274 | 0.33 | |
| Moment (2024)CoRA=false2026.03 | 0.278 | 0.334 | |
| TTM (2024)CoRA=true2026.03 | 0.278 | 0.323 | |
| DLinearInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.281 | 0.342 | |
| TTM (2024)CoRA=false2026.03 | 0.283 | 0.331 | |
| CALFPlugin=✓2026.03 | 0.287 | 0.34 | |
| GPT4TSPlugin=✓2026.03 | 0.289 | 0.341 | |
| CALFPlugin=✗2026.03 | 0.297 | 0.349 | |
| GPT4TSPlugin=✗2026.03 | 0.298 | 0.35 | |
| Timer (2024)CoRA=true2026.03 | 0.315 | 0.353 | |
| Timer (2024)CoRA=false2026.03 | 0.323 | 0.362 | |
| FEDformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.325 | 0.366 | |
| UniTimePlugin=✓2026.03 | 0.334 | 0.367 | |
| AutoformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.339 | 0.372 | |
| UniTimePlugin=✗2026.03 | 0.345 | 0.375 | |
| RepeatStrategy=Last-value repeat2024.03 | 0.412 | 0.41 | |
| InformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 1.363 | 0.887 |