Multivariate Time Series Forecasting on Wiki
0.041MAEFourierGNN
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| FourierGNNInput length=12, Prediction length=122023.11 | 0.041 | 0.076 | 64.5 | — | — | — | |
| AGCRNInput length=12, Prediction length=122023.11 | 0.044 | 0.079 | 78.52 | — | — | — | |
| ReformerInput length=12, Prediction length=122023.11 | 0.048 | 0.085 | 73.61 | — | — | — | |
| InformerInput length=12, Prediction length=122023.11 | 0.051 | 0.086 | 80.5 | — | — | — | |
| LSTNetInput length=12, Prediction length=122023.11 | 0.054 | 0.09 | 118.24 | — | — | — | |
| VARInput length=12, Prediction length=122023.11 | 0.057 | 0.094 | 96.58 | — | — | — | |
| GraphWaveNetInput length=12, Prediction length=122023.11 | 0.061 | 0.105 | 136.12 | — | — | — | |
| FEDformerInput length=12, Prediction length=122023.11 | 0.068 | 0.098 | 123.1 | — | — | — | |
| AutoformerInput length=12, Prediction length=122023.11 | 0.069 | 0.103 | 121.9 | — | — | — | |
| SFMInput length=12, Prediction length=122023.11 | 0.081 | 0.156 | 104.47 | — | — | — | |
| TCNInput length=12, Prediction length=122023.11 | 0.094 | 0.142 | 99.66 | — | — | — | |
| MTGNNInput length=12, Prediction length=122023.11 | 0.101 | 0.14 | 122.96 | — | — | — | |
| DeepGLOInput length=12, Prediction length=122023.11 | 0.11 | 0.113 | 119.6 | — | — | — | |
| StemGNNInput length=12, Prediction length=122023.11 | 0.19 | 0.255 | 117.92 | — | — | — | |
| LeapTSInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.44 | — | — | — | — | 6.702 | |
| LeapTSHorizon=AVG, Input sequence length=962026.05 | 0.44 | — | — | — | — | 6.702 | |
| iTransformerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.448 | — | — | — | — | 6.687 | |
| iTransformerHorizon=AVG, Input sequence length=962026.05 | 0.448 | — | — | — | — | 6.687 | |
| PatchTSTInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.461 | — | — | — | — | 6.727 | |
| PatchTSTHorizon=AVG, Input sequence length=962026.05 | 0.461 | — | — | — | — | 6.727 | |
| AMDInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.472 | — | — | — | — | 6.886 | |
| AMDHorizon=AVG, Input sequence length=962026.05 | 0.472 | — | — | — | — | 6.886 | |
| AmplifierInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.505 | — | — | — | — | 6.854 | |
| AmplifierHorizon=AVG, Input sequence length=962026.05 | 0.505 | — | — | — | — | 6.854 | |
| TimeMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.51 | — | — | — | — | 6.912 | |
| TimeMixerHorizon=AVG, Input sequence length=962026.05 | 0.51 | — | — | — | — | 6.912 | |
| DLinearInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.547 | — | — | — | — | 6.905 | |
| DLinearHorizon=AVG, Input sequence length=962026.05 | 0.547 | — | — | — | — | 6.905 | |
| TimesNetInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.569 | — | — | — | — | 7.176 | |
| TimesNetHorizon=AVG, Input sequence length=962026.05 | 0.569 | — | — | — | — | 7.176 | |
| TSMixerInput length=96, Horizons=P ∈ {18, 24, 36, 48, 60}2026.05 | 0.838 | — | — | — | — | 7.892 | |
| TSMixerHorizon=AVG, Input sequence length=962026.05 | 0.838 | — | — | — | — | 7.892 | |
| AGCRN2023.11 | — | — | — | 755 | 22.48 | — | |
| FourierGNN2023.11 | — | — | — | 264 | 16.28 | — | |
| GraphWaveNet2023.11 | — | — | — | 292 | 21.23 | — | |
| MTGNN2023.11 | — | — | — | 1 | 28.69 | — | |
| StemGNN2023.11 | — | — | — | 4 | 92.95 | — |