Multivariate Time Series Forecasting on Exchange 720
0.486MSEARM
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| ARMInput Length (LI)=7202024.03 | 0.486 | 0.535 | |
| CATSInput Length (LI)=720, Number of Layers=2L2024.03 | 0.509 | 0.542 | |
| DLinearInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.643 | 0.601 | |
| RepeatStrategy=Last-value repeat2024.03 | 0.823 | 0.681 | |
| PatchTSTInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 0.867 | 0.697 | |
| FEDformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 1.195 | 0.841 | |
| AutoformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 1.447 | 0.941 | |
| InformerInput Length (LI)=best of {96, 192, 336, 720}2024.03 | 2.478 | 1.31 |