Multivariate Time Series Forecasting on ETTm2 standard (test)
0.173MSETimeCMA
Evaluation results
| Method | Links | ||
|---|---|---|---|
| TimeCMAInput Sequence Length=96, Prediction Length=962024.06 | 0.173 | 0.258 | |
| PatchTSTInput Sequence Length=96, Prediction Length=962024.06 | 0.177 | 0.26 | |
| UniTimeInput Sequence Length=96, Prediction Length=962024.06 | 0.183 | 0.266 | |
| Time-LLMInput Sequence Length=96, Prediction Length=962024.06 | 0.193 | 0.28 | |
| NPMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.251 | 0.312 | |
| TimeMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.256 | 0.315 | |
| PatchTSTLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.256 | 0.317 | |
| TSMixerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.267 | 0.322 | |
| TimesNetLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.291 | 0.333 | |
| CrossformerLook-back window size=Tuned from {96, 192, 336, 512}, Prediction horizons=Averaged over {96, 192, 336, 720}2026.05 | 0.621 | 0.51 |