Short-term forecasting (Horizon 24) on Stock
0.878MSEPatchTST + xCPD
Evaluation results
| Method | Links | ||
|---|---|---|---|
| PatchTST + xCPDBackbone=PatchTST, Extension=xCPD, Forecasting horizon=242026.03 | 0.878 | 0.752 | |
| PatchTST + CCMBackbone=PatchTST, Extension=CCM, Forecasting horizon=242026.03 | 0.88 | 0.765 | |
| DLinear + xCPDBackbone=DLinear, Extension=xCPD, Forecasting horizon=242026.03 | 0.912 | 0.774 | |
| PatchTST + LIFTBackbone=PatchTST, Extension=LIFT, Forecasting horizon=242026.03 | 0.912 | 0.779 | |
| DLinear + CCMBackbone=DLinear, Extension=CCM, Forecasting horizon=242026.03 | 0.917 | 0.781 | |
| PatchTSTBackbone=PatchTST, Extension=Vanilla, Forecasting horizon=242026.03 | 0.93 | 0.789 | |
| TimesNet + xCPDBackbone=TimesNet, Extension=xCPD, Forecasting horizon=242026.03 | 0.933 | 0.775 | |
| TimesNet + CCMBackbone=TimesNet, Extension=CCM, Forecasting horizon=242026.03 | 0.937 | 0.789 | |
| TimesNet + LIFTBackbone=TimesNet, Extension=LIFT, Forecasting horizon=242026.03 | 0.958 | 0.815 | |
| DLinear + LIFTBackbone=DLinear, Extension=LIFT, Forecasting horizon=242026.03 | 0.968 | 0.81 | |
| TSMixer + xCPDBackbone=TSMixer, Extension=xCPD, Forecasting horizon=242026.03 | 0.986 | 0.805 | |
| TSMixer + CCMBackbone=TSMixer, Extension=CCM, Forecasting horizon=242026.03 | 0.991 | 0.817 | |
| DLinearBackbone=DLinear, Extension=Vanilla, Forecasting horizon=242026.03 | 0.996 | 0.832 | |
| TimesNetBackbone=TimesNet, Extension=Vanilla, Forecasting horizon=242026.03 | 0.998 | 0.83 | |
| TSMixer + LIFTBackbone=TSMixer, Extension=LIFT, Forecasting horizon=242026.03 | 1.005 | 0.821 | |
| TSMixerBackbone=TSMixer, Extension=Vanilla, Forecasting horizon=242026.03 | 1.007 | 0.829 |