Multivariate Time Series Forecasting on Exchange 192
0.15MSEARM
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| ARMInput Length (LI)=7202024.03 | 0.15 | 0.28 | |
| CATSInput Length (LI)=720, Number of Layers=2L2024.03 | 0.157 | 0.281 | |
| DLinearInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.157 | 0.293 | |
| RepeatStrategy=Last-value repeat2024.03 | 0.167 | 0.289 | |
| PatchTSTInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.194 | 0.316 | |
| FEDformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.271 | 0.38 | |
| AutoformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.3 | 0.369 | |
| InformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 1.204 | 0.895 |