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Multivariate Time Series Forecasting on PEMS04 (Including Averages)

0.073MSESCINet
0.059840.148670.23750.32633Apr 22, 2024Aug 23, 2024Dec 24, 2024Apr 26, 2025Aug 27, 2025Dec 28, 2025May 1, 2026

Evaluation results

MethodLinks
SCINetLook-back length=96, Forecast horizon=122024.090.073————————————0.177————
SOFTSLookback window length=96, Prediction length=122024.040.074————————————————0.176
Ada-MSHyperforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.076————————————0.177————
CycleNet/MLPLook-back length=96, Forecast horizon=122024.090.078————————————0.186————
iTransformerLook-back length=96, Forecast horizon=122024.090.078————————————0.183————
SCINetLook-back length=96, Forecast horizon=242024.090.084————————————0.193————
PAMNetLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.085————————————————0.18
PAModLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.086————————————————0.185
iTransformerforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.088————————————0.19————
CycleNet/LinearLook-back length=96, Forecast horizon=122024.090.089————————————0.201————
TQNetLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.091————————————————0.197
TQNetLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.091————————————————0.197
SCINetPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.093————————————————0.202
iTransformerLook-back length=96, Forecast horizon=242024.090.095————————————0.205————
TimeEmbLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.096————————————————0.2
CrossformerLook-back length=96, Forecast horizon=122024.090.098————————————0.218————
CycleNet/MLPLook-back length=96, Forecast horizon=242024.090.099————————————0.212————
SCINetLook-back length=96, Forecast horizon=482024.090.099————————————0.211————
S-Mambalook-back length (L)=96, forecast length (T)=Avg2026.020.103————————————————0.211
S-MambaPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.103————————————————0.211
PatchTSTLook-back length=96, Forecast horizon=122024.090.105————————————0.224————
DMambalook-back length (L)=96, forecast length (T)=Avg2026.020.105————————————————0.21
TimeXerLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.105————————————————0.209
TimeXerPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.105————————————————0.209
IsterPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.106————————————————0.213
Db2-TransFSequence Length=Avg2025.120.108————————————————0.221
iTransformerlook-back length (L)=96, forecast length (T)=Avg2026.020.111————————————————0.221
iTransformerSequence Length=Avg2025.120.111————————————————0.221
iTransformerLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.111————————————————0.221
PAModHorizon=962026.050.111————————————————0.212
iTransformerLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.111————————————————0.221
iTransformerPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.111————————————————0.221
SCINetLook-back length=96, Forecast horizon=962024.090.114————————————0.227————
ACFormer2026.010.114————————————————0.222
SCINetforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.119————————————0.225————
CycleNetLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.119————————————————0.232
CycleNetHorizon=Avg2026.050.119————————————————0.232
CycleNetLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.119————————————————0.232
iTransformerLook-back length=96, Forecast horizon=482024.090.12————————————0.233————
iTransformerPublication Year=20242026.010.122————————————————0.23
MSGNetPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.122————————————————0.239
FilterTSLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.125————————————————0.241
FilterTSLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.125————————————————0.241
CycleNet/LinearLook-back length=96, Forecast horizon=242024.090.127————————————0.245————
MSHyperforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.128————————————0.234————
TimesNetlook-back length (L)=96, forecast length (T)=Avg2026.020.129————————————————0.241
TimesNetSequence Length=Avg2025.120.129————————————————0.241
TimesNetLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.129————————————————0.241
TimesNetPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.129————————————————0.241
CrossformerLook-back length=96, Forecast horizon=242024.090.131————————————0.256————
TimesNetPublication Year=20232026.010.131————————————————0.237
CycleNet/MLPLook-back length=96, Forecast horizon=482024.090.133————————————0.248————
SOFTSLookback window length=96, Prediction length=962024.040.135————————————————0.244
AmplifierLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.135————————————————0.249
AmplifierLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.135————————————————0.249
RLinearLook-back length=96, Forecast horizon=122024.090.138————————————0.252————
AmplifierPublication Year=20252026.010.139————————————————0.246
DLinearLook-back length=96, Forecast horizon=122024.090.148————————————0.272————
iTransformerLook-back length=96, Forecast horizon=962024.090.15————————————0.262————
Autoformerforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.151————————————0.265————
PatchTSTLook-back length=96, Forecast horizon=242024.090.153————————————0.275————
DLinearforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.162————————————0.279————
PatchTSTforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.166————————————0.27————
CycleNet/MLPLook-back length=96, Forecast horizon=962024.090.167————————————0.281————
CycleNet/LinearLook-back length=96, Forecast horizon=482024.090.169————————————0.286————
TimeMixerforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.172————————————0.351————
TimeMixerLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.185————————————————0.287
TimeMixerLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.185————————————————0.287
FEDformerforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.188————————————0.361————
CycleNet/LinearLook-back length=96, Forecast horizon=962024.090.189————————————0.293————
PatchTSTlook-back length (L)=96, forecast length (T)=Avg2026.020.195————————————————0.307
PatchTSTSequence Length=Avg2025.120.195————————————————0.307
PatchTSTLookback length=96, Prediction horizons=Averaged {12, 24, 48, 96}2026.050.195————————————————0.307
PatchTSTLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.195————————————————0.307
PatchTSTPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.195————————————————0.307
CrossformerLook-back length=96, Forecast horizon=482024.090.205————————————0.326————
ModernTCNPublication Year=20242026.010.205————————————————0.301
CrossformerSequence Length=Avg2025.120.209————————————————0.314
CrossformerPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.209————————————————0.314
DLinearLook-back length=96, Forecast horizon=242024.090.224————————————0.34————
PatchTSTLook-back length=96, Forecast horizon=482024.090.229————————————0.339————
FEDformerlook-back length (L)=96, forecast length (T)=Avg2026.020.231————————————————0.337
FEDformerSequence Length=Avg2025.120.231————————————————0.337
TimesNetforecast_type=short-range, multivariate=true, input_length=96, output_lengths=12, 24, 482024.100.242————————————0.35————
RLinearLook-back length=96, Forecast horizon=242024.090.258————————————0.348————
XPatchlook-back length (L)=96, forecast length (T)=Avg2026.020.268————————————————0.339
TimeMixer++Publication Year=20252026.010.268————————————————0.354
DLinearPublication Year=20232026.010.276————————————————0.349
PatchTSTPublication Year=20232026.010.282————————————————0.342
PatchTSTLook-back length=96, Forecast horizon=962024.090.291————————————0.389————
PatchTSTHorizon=962026.050.291————————————————0.389
DLinearlook-back length (L)=96, forecast length (T)=Avg2026.020.295————————————————0.388
DLinearSequence Length=Avg2025.120.295————————————————0.388
DLinearLookback length=96, Prediction horizons=H={12, 24, 48, 96}2026.050.295————————————————0.388
DLinearPrediction length S={12, 24, 48, 96}, Look-back length T=962024.120.295————————————————0.388
TiDElook-back length (L)=96, forecast length (T)=Avg2026.020.353————————————————0.437
TiDESequence Length=Avg2025.120.353————————————————0.437
DLinearLook-back length=96, Forecast horizon=482024.090.355————————————0.437————
TimeProPublication Year=20252026.010.398————————————————0.416
CrossformerLook-back length=96, Forecast horizon=962024.090.402————————————0.457————