Short-term Forecasting on DowJones
7.686MSEOLinear
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| OLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 7.686 | 0.619 | |
| vLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 7.688 | 0.62 | |
| CARDInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 7.699 | 0.619 | |
| DLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 7.893 | 0.626 | |
| PatchTSTInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 7.991 | 0.626 | |
| FredformerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 8.041 | 0.625 | |
| iTrans.Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 8.177 | 0.63 | |
| LeddamInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 8.257 | 0.633 | |
| FilterNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 8.283 | 0.633 | |
| TimeMixerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 8.499 | 0.633 | |
| TimeMix.++Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 8.895 | 0.643 | |
| TimesNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 10.96 | 0.737 |