Short-term Forecasting on NASDAQ
0.114MSEReNF
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| ReNFLook-back Window Length=36, Prediction Length=242025.09 | 0.114 | 0.211 | |
| vLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.118 | 0.199 | |
| TimeMixerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.12 | 0.204 | |
| OLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.121 | 0.201 | |
| OLinearLook-back Window Length=36, Prediction Length=242025.09 | 0.121 | 0.216 | |
| TimeMix.Look-back Window Length=36, Prediction Length=242025.09 | 0.122 | 0.221 | |
| CARDLook-back Window Length=36, Prediction Length=242025.09 | 0.124 | 0.22 | |
| TimeMix.++Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.125 | 0.21 | |
| CARDInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.125 | 0.207 | |
| LeddamLook-back Window Length=36, Prediction Length=242025.09 | 0.125 | 0.222 | |
| FilterNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.127 | 0.211 | |
| FredformerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.127 | 0.21 | |
| PatchTSTLook-back Window Length=36, Prediction Length=242025.09 | 0.127 | 0.224 | |
| LeddamInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.128 | 0.211 | |
| PatchTSTInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.128 | 0.209 | |
| FredformerLook-back Window Length=36, Prediction Length=242025.09 | 0.128 | 0.226 | |
| FilterNetLook-back Window Length=36, Prediction Length=242025.09 | 0.13 | 0.23 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=242025.09 | 0.132 | 0.233 | |
| iTrans.Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.133 | 0.217 | |
| iTrans.Look-back Window Length=36, Prediction Length=242025.09 | 0.137 | 0.237 | |
| FITSLook-back Window Length=36, Prediction Length=242025.09 | 0.14 | 0.244 | |
| DLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.15 | 0.251 | |
| ReNFLook-back Window Length=36, Prediction Length=362025.09 | 0.155 | 0.253 | |
| DLinearLook-back Window Length=36, Prediction Length=242025.09 | 0.155 | 0.274 | |
| TimesNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.01 | 0.161 | 0.247 | |
| OLinearLook-back Window Length=36, Prediction Length=362025.09 | 0.163 | 0.261 | |
| CARDLook-back Window Length=36, Prediction Length=362025.09 | 0.167 | 0.266 | |
| FredformerLook-back Window Length=36, Prediction Length=362025.09 | 0.17 | 0.268 | |
| LeddamLook-back Window Length=36, Prediction Length=362025.09 | 0.174 | 0.271 | |
| PatchTSTLook-back Window Length=36, Prediction Length=362025.09 | 0.174 | 0.269 | |
| FilterNetLook-back Window Length=36, Prediction Length=362025.09 | 0.175 | 0.273 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=362025.09 | 0.177 | 0.278 | |
| TimeMix.Look-back Window Length=36, Prediction Length=362025.09 | 0.183 | 0.279 | |
| FITSLook-back Window Length=36, Prediction Length=362025.09 | 0.184 | 0.284 | |
| iTrans.Look-back Window Length=36, Prediction Length=362025.09 | 0.184 | 0.28 | |
| ReNFLook-back Window Length=36, Prediction Length=482025.09 | 0.196 | 0.29 | |
| DLinearLook-back Window Length=36, Prediction Length=362025.09 | 0.196 | 0.306 | |
| TimeMix.Look-back Window Length=36, Prediction Length=482025.09 | 0.2 | 0.298 | |
| OLinearLook-back Window Length=36, Prediction Length=482025.09 | 0.205 | 0.296 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=482025.09 | 0.216 | 0.311 | |
| CARDLook-back Window Length=36, Prediction Length=482025.09 | 0.218 | 0.307 | |
| FredformerLook-back Window Length=36, Prediction Length=482025.09 | 0.218 | 0.306 | |
| LeddamLook-back Window Length=36, Prediction Length=482025.09 | 0.222 | 0.312 | |
| FilterNetLook-back Window Length=36, Prediction Length=482025.09 | 0.224 | 0.314 | |
| PatchTSTLook-back Window Length=36, Prediction Length=482025.09 | 0.225 | 0.314 | |
| iTrans.Look-back Window Length=36, Prediction Length=482025.09 | 0.229 | 0.318 | |
| FITSLook-back Window Length=36, Prediction Length=482025.09 | 0.234 | 0.324 | |
| ReNFLook-back Window Length=36, Prediction Length=602025.09 | 0.236 | 0.321 | |
| TimeMix.Look-back Window Length=36, Prediction Length=602025.09 | 0.238 | 0.328 | |
| DLinearLook-back Window Length=36, Prediction Length=482025.09 | 0.244 | 0.344 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=602025.09 | 0.249 | 0.337 | |
| OLinearLook-back Window Length=36, Prediction Length=602025.09 | 0.259 | 0.336 | |
| FilterNetLook-back Window Length=36, Prediction Length=602025.09 | 0.259 | 0.34 | |
| FredformerLook-back Window Length=36, Prediction Length=602025.09 | 0.262 | 0.339 | |
| LeddamLook-back Window Length=36, Prediction Length=602025.09 | 0.264 | 0.341 | |
| CARDLook-back Window Length=36, Prediction Length=602025.09 | 0.264 | 0.341 | |
| PatchTSTLook-back Window Length=36, Prediction Length=602025.09 | 0.265 | 0.339 | |
| iTrans.Look-back Window Length=36, Prediction Length=602025.09 | 0.279 | 0.352 | |
| FITSLook-back Window Length=36, Prediction Length=602025.09 | 0.282 | 0.357 | |
| DLinearLook-back Window Length=36, Prediction Length=602025.09 | 0.318 | 0.401 |