Multivariate Time Series Forecasting on NN5
0.0002MSEWaveMoE
Evaluation results
| Method | Links | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| WaveMoEContext length=512, Prediction horizon=962026.04 | 0.0002 | 0.0101 | — | — | — | — | — | — | |
| Time-MoEContext length=512, Prediction horizon=962026.04 | 0.008 | 0.0785 | — | — | — | — | — | — | |
| ChronosContext length=512, Prediction horizon=962026.04 | 0.121 | 0.0461 | — | — | — | — | — | — | |
| TimerContext length=512, Prediction horizon=962026.04 | 0.1552 | 0.3727 | — | — | — | — | — | — | |
| SundialContext length=512, Prediction horizon=962026.04 | 0.2371 | 0.0808 | — | — | — | — | — | — | |
| UniCastVision Encoder=BLIP, Text Encoder=LLaMA2025.08 | 0.4577 | — | — | — | — | — | — | — | |
| ChronosEvaluation Protocol=Fine-tuned2025.08 | 0.4635 | — | — | — | — | — | — | — | |
| UniCastVision Encoder=CLIP, Text Encoder=Qwen2025.08 | 0.4635 | — | — | — | — | — | — | — | |
| TimesFMEvaluation Protocol=Fine-tuned2025.08 | 0.5199 | — | — | — | — | — | — | — | |
| MoiraiEvaluation Protocol=Zero-shot2025.08 | 0.5294 | — | — | — | — | — | — | — | |
| Minusformer-96Input length=48, Prediction Horizon=Average (Y1-Y4)2024.02 | 0.719 | 0.578 | 0.541 | 2.438 | 0.861 | 0.53 | 0.597 | 0.559 | |
| iTransformer-96Input length=48, Prediction Horizon=Average (Y1-Y4)2024.02 | 0.723 | 0.583 | 0.554 | 2.574 | 0.877 | 0.542 | 0.601 | 0.565 | |
| ChronosEvaluation Protocol=Zero-shot2025.08 | 0.7913 | — | — | — | — | — | — | — | |
| Autoformer-96Input length=48, Prediction Horizon=Average (Y1-Y4)2024.02 | 0.851 | 0.659 | 0.636 | 2.76 | 0.975 | 0.603 | 0.682 | 0.637 | |
| TimerEvaluation Protocol=Fine-tuned2025.08 | 0.9368 | — | — | — | — | — | — | — | |
| Informer-96Input length=48, Prediction Horizon=Average (Y1-Y4)2024.02 | 0.967 | 0.727 | 0.739 | 2.855 | 1.081 | 0.662 | 0.731 | 0.722 | |
| TimerEvaluation Protocol=Zero-shot2025.08 | 1.0986 | — | — | — | — | — | — | — | |
| TTMEvaluation Protocol=Zero-shot2025.08 | 1.1172 | — | — | — | — | — | — | — | |
| MOMENTEvaluation Protocol=Zero-shot2025.08 | 1.1302 | — | — | — | — | — | — | — | |
| DLinear-96Input length=48, Prediction Horizon=Average (Y1-Y4)2024.02 | 1.448 | 0.929 | 0.969 | 3.81 | 1.304 | 0.835 | 0.88 | 0.978 | |
| TimesFMEvaluation Protocol=Zero-shot2025.08 | 1.7585 | — | — | — | — | — | — | — | |
| Auto ARIMA2025.10 | — | — | — | — | — | 0.248 | — | — | |
| Auto ETS2025.10 | — | — | — | — | — | 0.264 | — | — | |
| ChromaModel Size=4m, Frequency Awareness=true, Aggregation Strategy=Best2025.10 | — | — | — | — | — | 0.19 | — | — | |
| ChromaModel Size=4m, Frequency Awareness=true, Aggregation Strategy=Ensemble2025.10 | — | — | — | — | — | 0.19 | — | — | |
| ChromaModel Size=tiny, Frequency Awareness=true, Aggregation Strategy=Best2025.10 | — | — | — | — | — | 0.188 | — | — | |
| ChromaModel Size=tiny, Frequency Awareness=true, Aggregation Strategy=Ensemble2025.10 | — | — | — | — | — | 0.19 | — | — | |
| Chronos Bolt Base2025.10 | — | — | — | — | — | 0.15 | — | — | |
| Chronos Bolt Mini2025.10 | — | — | — | — | — | 0.157 | — | — | |
| Chronos Large2025.10 | — | — | — | — | — | 0.157 | — | — | |
| Moirai Large2025.10 | — | — | — | — | — | 0.147 | — | — | |
| Seasonal Naive2025.10 | — | — | — | — | — | 0.425 | — | — | |
| TimesFM 2.02025.10 | — | — | — | — | — | 0.155 | — | — |