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ResearchFormerly WizWand

Multivariate Time Series Forecasting on Exchange Rate

0.0174RSETemporal Pattern Attention
0.0153960.0289230.042450.055977Sep 12, 2018Dec 24, 2018Apr 6, 2019Jul 19, 2019Oct 30, 2019Feb 10, 2020May 24, 2020
Updated 8mo ago

Evaluation results

MethodLinks
Temporal Pattern AttentionHorizon=32018.090.01740.01390.979
SETARHorizon=32018.090.01780.01360.9759
LRidgeHorizon=32018.090.01840.01440.9788
LSVRHorizon=32018.090.01890.01480.9782
MTGNNHorizon=32020.050.0194—0.9786
LSTNet-SkipHorizon=32018.090.02260.0180.9735
ARHorizon=32018.090.02280.01810.9734
ARHorizon=32020.050.0228—0.9734
GPHorizon=32018.090.02390.0230.8713
Temporal Pattern AttentionHorizon=62018.090.02410.01920.9709
SETARHorizon=62018.090.0250.01990.9675
GPHorizon=62018.090.02720.02390.8193
LRidgeHorizon=62018.090.02740.02250.9722
LSTNet-AttnHorizon=32018.090.02760.02290.9717
ARHorizon=62018.090.02790.02240.9656
LSTNet-SkipHorizon=62018.090.0280.02260.9658
LSVRHorizon=62018.090.02840.02310.9697
LSTNet-AttnHorizon=62018.090.03210.02690.9656
Temporal Pattern AttentionHorizon=122018.090.03410.0280.9564
SETARHorizon=122018.090.03520.02880.9518
ARHorizon=122018.090.03530.02910.9526
LSTNet-SkipHorizon=122018.090.03560.02960.9511
GPHorizon=122018.090.03940.03550.8484
LRidgeHorizon=122018.090.04190.03580.9543
LSVRHorizon=122018.090.04250.0360.9546
Temporal Pattern AttentionHorizon=242018.090.04440.03720.9381
ARHorizon=242018.090.04450.03780.9357
ARHorizon=242020.050.0445—0.9357
LSTNet-AttnHorizon=122018.090.04480.03840.9499
LSTNet-SkipHorizon=242018.090.04490.03780.9354
MTGNNHorizon=242020.050.0456—0.9372
SETARHorizon=242018.090.04970.04250.9314
GPHorizon=242018.090.0580.05470.8278
LSTNet-AttnHorizon=242018.090.0590.05170.9339
LSVRHorizon=242018.090.06620.05760.937
LRidgeHorizon=242018.090.06750.06020.9305