Short-term Forecasting (Horizon 7) on Stock
0.879MSEDLinear + xCPD
Evaluation results
| Method | Links | ||
|---|---|---|---|
| DLinear + xCPDBackbone=DLinear, Extension=xCPD, Forecasting horizon=72026.03 | 0.879 | 0.768 | |
| DLinear + CCMBackbone=DLinear, Extension=CCM, Forecasting horizon=72026.03 | 0.883 | 0.774 | |
| PatchTST + xCPDBackbone=PatchTST, Extension=xCPD, Forecasting horizon=72026.03 | 0.89 | 0.77 | |
| PatchTST + CCMBackbone=PatchTST, Extension=CCM, Forecasting horizon=72026.03 | 0.892 | 0.771 | |
| PatchTSTBackbone=PatchTST, Extension=Vanilla, Forecasting horizon=72026.03 | 0.896 | 0.771 | |
| TimesNet + xCPDBackbone=TimesNet, Extension=xCPD, Forecasting horizon=72026.03 | 0.912 | 0.789 | |
| TimesNet + CCMBackbone=TimesNet, Extension=CCM, Forecasting horizon=72026.03 | 0.915 | 0.793 | |
| TimesNet + LIFTBackbone=TimesNet, Extension=LIFT, Forecasting horizon=72026.03 | 0.922 | 0.805 | |
| TimesNetBackbone=TimesNet, Extension=Vanilla, Forecasting horizon=72026.03 | 0.93 | 0.802 | |
| TSMixer + xCPDBackbone=TSMixer, Extension=xCPD, Forecasting horizon=72026.03 | 0.932 | 0.8 | |
| TSMixer + LIFTBackbone=TSMixer, Extension=LIFT, Forecasting horizon=72026.03 | 0.938 | 0.807 | |
| TSMixer + CCMBackbone=TSMixer, Extension=CCM, Forecasting horizon=72026.03 | 0.938 | 0.806 | |
| TSMixerBackbone=TSMixer, Extension=Vanilla, Forecasting horizon=72026.03 | 0.939 | 0.807 | |
| DLinear + LIFTBackbone=DLinear, Extension=LIFT, Forecasting horizon=72026.03 | 0.963 | 0.821 | |
| PatchTST + LIFTBackbone=PatchTST, Extension=LIFT, Forecasting horizon=72026.03 | 0.984 | 0.773 | |
| DLinearBackbone=DLinear, Extension=Vanilla, Forecasting horizon=72026.03 | 0.992 | 0.831 |