Multivariate Time Series Forecasting on Exchange
0.007MAEDA-SPS
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| DA-SPSHorizon=32026.01 | 0.007 | — | 0.0098 | 0.1009 | 0.9957 | — | — | |
| TS-Conv-LSTMHorizon=32026.01 | 0.0084 | — | 0.011 | 0.1103 | 0.9962 | — | — | |
| DA-Conv-LSTMHorizon=32026.01 | 0.0088 | — | 0.0113 | 0.1135 | 0.9962 | — | — | |
| DA-SPSHorizon=62026.01 | 0.0098 | — | 0.0131 | 0.1345 | 0.9933 | — | — | |
| TS-Conv-LSTMHorizon=62026.01 | 0.0109 | — | 0.0139 | 0.1403 | 0.9932 | — | — | |
| TCLNHorizon=62026.01 | 0.0112 | — | 0.0147 | 0.1482 | 0.9907 | — | — | |
| DA-Conv-LSTMHorizon=62026.01 | 0.0118 | — | 0.0146 | 0.1468 | 0.9902 | — | — | |
| DA-SPSHorizon=122026.01 | 0.0122 | — | 0.0154 | 0.1585 | 0.9889 | — | — | |
| TS-Conv-LSTMHorizon=122026.01 | 0.0127 | — | 0.0165 | 0.1658 | 0.9891 | — | — | |
| LSTMHorizon=32026.01 | 0.0128 | — | 0.0151 | 0.1518 | 0.9959 | — | — | |
| DA-Conv-LSTMHorizon=122026.01 | 0.0128 | — | 0.016 | 0.1608 | 0.9882 | — | — | |
| TCLNHorizon=32026.01 | 0.0141 | — | 0.0174 | 0.1751 | 0.9944 | — | — | |
| CNNHorizon=32026.01 | 0.0146 | — | 0.0171 | 0.1719 | 0.9932 | — | — | |
| DA-RNNHorizon=32026.01 | 0.0159 | — | 0.0186 | 0.1868 | 0.9951 | — | — | |
| DA-RNNHorizon=62026.01 | 0.0194 | — | 0.0226 | 0.2274 | 0.9922 | — | — | |
| CNNHorizon=62026.01 | 0.0214 | — | 0.029 | 0.2924 | 0.9792 | — | — | |
| DA-SPSHorizon=242026.01 | 0.0218 | — | 0.0283 | 0.2912 | 0.9734 | — | — | |
| LSTMHorizon=62026.01 | 0.0221 | — | 0.0252 | 0.2533 | 0.9916 | — | — | |
| TCLNHorizon=122026.01 | 0.024 | — | 0.029 | 0.2916 | 0.984 | — | — | |
| CNNHorizon=122026.01 | 0.0261 | — | 0.0315 | 0.3172 | 0.9722 | — | — | |
| TS-Conv-LSTMHorizon=242026.01 | 0.0262 | — | 0.0338 | 0.3406 | 0.979 | — | — | |
| LSTNetHorizon=32026.01 | 0.0281 | — | 0.0362 | 0.3644 | 0.9831 | — | — | |
| DA-Conv-LSTMHorizon=242026.01 | 0.0283 | — | 0.0366 | 0.3682 | 0.9692 | — | — | |
| CNNHorizon=242026.01 | 0.0299 | — | 0.035 | 0.352 | 0.9696 | — | — | |
| LSTMHorizon=122026.01 | 0.0312 | — | 0.0351 | 0.3531 | 0.9855 | — | — | |
| LSTNetHorizon=62026.01 | 0.0317 | — | 0.0402 | 0.4049 | 0.9726 | — | — | |
| TCLNHorizon=242026.01 | 0.0355 | — | 0.0414 | 0.4168 | 0.9622 | — | — | |
| LSTMHorizon=242026.01 | 0.0387 | — | 0.044 | 0.4428 | 0.9713 | — | — | |
| LSTNetHorizon=122026.01 | 0.0408 | — | 0.048 | 0.4832 | 0.9607 | — | — | |
| LSTNetHorizon=242026.01 | 0.0465 | — | 0.0543 | 0.5462 | 0.9537 | — | — | |
| DA-RNNHorizon=122026.01 | 0.0491 | — | 0.0537 | 0.5409 | 0.9756 | — | — | |
| DA-RNNHorizon=242026.01 | 0.056 | — | 0.0613 | 0.6172 | 0.9729 | — | — | |
| TimesFMHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.117 | 0.03 | — | — | — | — | — | |
| TimesFM2.5Horizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.118 | 0.029 | — | — | — | — | — | |
| ChronosHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.124 | 0.034 | — | — | — | — | — | |
| LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.125 | 0.035 | — | — | — | — | — | |
| PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.126 | 0.036 | — | — | — | — | — | |
| FSAHorizon=24, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.126 | 0.033 | — | — | — | — | — | |
| AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.128 | 0.036 | — | — | — | — | — | |
| PatchTSTHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.128 | 0.034 | — | — | — | — | — | |
| TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.129 | 0.037 | — | — | — | — | — | |
| AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.132 | 0.039 | — | — | — | — | — | |
| iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.136 | 0.04 | — | — | — | — | — | |
| Na¨ıveForecast length (H)=48, Lookback length (T)=962025.06 | 0.139 | 0.042 | — | — | — | — | — | |
| DeepEDMForecast length (H)=48, Lookback length (T)=962025.06 | 0.142 | 0.042 | — | — | — | — | — | |
| DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.152 | 0.044 | — | — | — | — | — | |
| TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.153 | 0.047 | — | — | — | — | — | |
| TimesFM2.5Horizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.16 | 0.052 | — | — | — | — | — | |
| TimesFMHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.17 | 0.061 | — | — | — | — | — | |
| PatchTSTHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.176 | 0.062 | — | — | — | — | — | |
| FSAHorizon=48, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.18 | 0.068 | — | — | — | — | — | |
| ChronosHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.18 | 0.071 | — | — | — | — | — | |
| SARAFHorizon=96, Look-back window=7202026.06 | 0.202 | 0.085 | — | — | — | — | — | |
| DB2-TransFPrediction Length=962025.12 | 0.203 | 0.083 | — | — | — | — | — | |
| PatchTSTHorizon=962024.12 | 0.205 | 0.088 | — | — | — | — | — | |
| PatchTSTPrediction Length=962025.12 | 0.205 | 0.088 | — | — | — | — | — | |
| GeoCertLookback Length (L)=96, Forecast Length (T)=962026.04 | 0.205 | 0.084 | — | — | — | 24.9 | — | |
| PatchTSTLookback Length (L)=96, Forecast Length (T)=962026.04 | 0.205 | 0.088 | — | — | — | — | — | |
| iTransformerHorizon=962024.12 | 0.206 | 0.086 | — | — | — | — | — | |
| iTransformerPrediction Length=962025.12 | 0.206 | 0.086 | — | — | — | — | — | |
| iTransformerLookback Length (L)=96, Forecast Length (T)=962026.04 | 0.206 | 0.086 | — | — | — | — | — | |
| GPHTHorizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Fine-tuned2024.02 | 0.207 | 0.087 | — | — | — | — | — | |
| PatchTSTHorizon (H)=96, Lookback Window (L)=336, Method Category=Self-supervised, Training Protocol=Standard2024.02 | 0.207 | 0.088 | — | — | — | — | — | |
| S-MambaHorizon=962024.12 | 0.207 | 0.086 | — | — | — | — | — | |
| GG-SSMHorizon=962024.12 | 0.2073 | 0.0878 | — | — | — | — | — | |
| GPHT*Horizon (H)=96, Lookback Window (L)=336, Method Category=Ours, Training Protocol=Pre-trained2024.02 | 0.216 | 0.096 | — | — | — | — | — | |
| RLinearHorizon=962024.12 | 0.217 | 0.093 | — | — | — | — | — | |
| RLinearPrediction Length=962025.12 | 0.217 | 0.093 | — | — | — | — | — | |
| RLinearLookback Length (L)=96, Forecast Length (T)=962026.04 | 0.217 | 0.093 | — | — | — | — | — | |
| TiDEHorizon=962024.12 | 0.218 | 0.094 | — | — | — | — | — | |
| DLinearHorizon=962024.12 | 0.218 | 0.088 | — | — | — | — | — | |
| TiDEPrediction Length=962025.12 | 0.218 | 0.094 | — | — | — | — | — | |
| DLinearPrediction Length=962025.12 | 0.218 | 0.088 | — | — | — | — | — | |
| TiDELookback Length (L)=96, Forecast Length (T)=962026.04 | 0.218 | 0.094 | — | — | — | — | — | |
| DLinearLookback Length (L)=96, Forecast Length (T)=962026.04 | 0.218 | 0.088 | — | — | — | — | — | |
| TransformerHorizon=48, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.221 | 0.09 | — | — | — | — | — | |
| TimesFM2.5Horizon=96, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.223 | 0.102 | — | — | — | — | — | |
| iTransformerHorizon (H)=96, Lookback Window (L)=336, Method Category=Supervised, Training Protocol=Standard2024.02 | 0.225 | 0.099 | — | — | — | — | — | |
| TimesNetHorizon=962024.12 | 0.234 | 0.107 | — | — | — | — | — | |
| TimesNetPrediction Length=962025.12 | 0.234 | 0.107 | — | — | — | — | — | |
| TimesNetLookback Length (L)=96, Forecast Length (T)=962026.04 | 0.234 | 0.107 | — | — | — | — | — | |
| PatchTSTHorizon=96, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.245 | 0.125 | — | — | — | — | — | |
| FSAHorizon=96, Input sequence length=96, Training strategy=Once-trained (autoregressive step size 3)2026.05 | 0.246 | 0.127 | — | — | — | — | — | |
| TSMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.248 | 0.105 | — | — | — | — | — | |
| ChronosHorizon=96, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.276 | 0.174 | — | — | — | — | — | |
| FEDformerPrediction Length=962025.12 | 0.278 | 0.148 | — | — | — | — | — | |
| FEDformerLookback Length (L)=96, Forecast Length (T)=962026.04 | 0.278 | 0.148 | — | — | — | — | — | |
| TransformerHorizon=24, Input sequence length=96, Training strategy=Separately trained for each horizon2026.05 | 0.279 | 0.142 | — | — | — | — | — | |
| DB2-TransFPrediction Length=1922025.12 | 0.294 | 0.169 | — | — | — | — | — | |
| GeoCertLookback Length (L)=96, Forecast Length (T)=1922026.04 | 0.298 | 0.175 | — | — | — | 77.2 | — | |
| S-MambaHorizon=1922024.12 | 0.299 | 0.177 | — | — | — | — | — | |
| iTransformerHorizon=1922024.12 | 0.299 | 0.177 | — | — | — | — | — | |
| iTransformerPrediction Length=1922025.12 | 0.299 | 0.177 | — | — | — | — | — | |
| PatchTSTPrediction Length=1922025.12 | 0.299 | 0.176 | — | — | — | — | — | |
| iTransformerLookback Length (L)=96, Forecast Length (T)=1922026.04 | 0.299 | 0.177 | — | — | — | — | — | |
| PatchTSTLookback Length (L)=96, Forecast Length (T)=1922026.04 | 0.299 | 0.176 | — | — | — | — | — | |
| GG-SSMHorizon=1922024.12 | 0.3029 | 0.1813 | — | — | — | — | — | |
| RLinearHorizon=1922024.12 | 0.307 | 0.184 | — | — | — | — | — | |
| PatchTSTHorizon=1922024.12 | 0.307 | 0.184 | — | — | — | — | — | |
| TiDEHorizon=1922024.12 | 0.307 | 0.184 | — | — | — | — | — |