Multivariate Time Series Forecasting on Exchange full (test)
0.197MSEAutoformer
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| AutoformerInput Length (I)=96, Prediction Length (O)=962021.06 | 0.197 | 0.323 | |
| InformerInput Length (I)=96, Prediction Length (O)=962021.06 | 0.847 | 0.752 | |
| LogTransInput Length (I)=96, Prediction Length (O)=962021.06 | 0.968 | 0.812 | |
| ReformerInput Length (I)=96, Prediction Length (O)=962021.06 | 1.065 | 0.829 | |
| AutoformerInput Length (I)=96, Prediction Length (O)=7202021.06 | 1.447 | 0.941 | |
| LSTMInput Length (I)=96, Prediction Length (O)=962021.06 | 1.453 | 1.049 | |
| LSTNetInput Length (I)=96, Prediction Length (O)=962021.06 | 1.551 | 1.058 | |
| InformerInput Length (I)=96, Prediction Length (O)=7202021.06 | 2.478 | 1.31 | |
| TCNInput Length (I)=96, Prediction Length (O)=962021.06 | 3.004 | 1.432 |