Multivariate Time Series Forecasting on Exchange 336
0.252MSEARM
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| ARMInput Length (LI)=7202024.03 | 0.252 | 0.367 | |
| CATSInput Length (LI)=720, Number of Layers=2L2024.03 | 0.261 | 0.374 | |
| DLinearInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.305 | 0.414 | |
| RepeatStrategy=Last-value repeat2024.03 | 0.305 | 0.396 | |
| PatchTSTInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.351 | 0.432 | |
| FEDformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.46 | 0.5 | |
| AutoformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.509 | 0.524 | |
| InformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 1.672 | 1.036 |