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Short-term Forecasting on NASDAQ

0.114MSEReNF
0.105840.160920.2160.27108Sep 30, 2025Oct 18, 2025Nov 6, 2025Nov 25, 2025Dec 13, 2025Jan 1, 2026Jan 20, 2026

Evaluation results

MethodLinks
ReNFLook-back Window Length=36, Prediction Length=242025.090.1140.211
vLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1180.199
TimeMixerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.120.204
OLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1210.201
OLinearLook-back Window Length=36, Prediction Length=242025.090.1210.216
TimeMix.Look-back Window Length=36, Prediction Length=242025.090.1220.221
CARDLook-back Window Length=36, Prediction Length=242025.090.1240.22
TimeMix.++Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1250.21
CARDInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1250.207
LeddamLook-back Window Length=36, Prediction Length=242025.090.1250.222
FilterNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1270.211
FredformerInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1270.21
PatchTSTLook-back Window Length=36, Prediction Length=242025.090.1270.224
LeddamInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1280.211
PatchTSTInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1280.209
FredformerLook-back Window Length=36, Prediction Length=242025.090.1280.226
FilterNetLook-back Window Length=36, Prediction Length=242025.090.130.23
TimeMix.++Look-back Window Length=36, Prediction Length=242025.090.1320.233
iTrans.Input Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1330.217
iTrans.Look-back Window Length=36, Prediction Length=242025.090.1370.237
FITSLook-back Window Length=36, Prediction Length=242025.090.140.244
DLinearInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.150.251
ReNFLook-back Window Length=36, Prediction Length=362025.090.1550.253
DLinearLook-back Window Length=36, Prediction Length=242025.090.1550.274
TimesNetInput Length=12 and 36, Prediction Horizon={3,6,9,12} and {24,36,48,60}, Averaging Protocol=Averaged across 8 horizons2026.010.1610.247
OLinearLook-back Window Length=36, Prediction Length=362025.090.1630.261
CARDLook-back Window Length=36, Prediction Length=362025.090.1670.266
FredformerLook-back Window Length=36, Prediction Length=362025.090.170.268
LeddamLook-back Window Length=36, Prediction Length=362025.090.1740.271
PatchTSTLook-back Window Length=36, Prediction Length=362025.090.1740.269
FilterNetLook-back Window Length=36, Prediction Length=362025.090.1750.273
TimeMix.++Look-back Window Length=36, Prediction Length=362025.090.1770.278
TimeMix.Look-back Window Length=36, Prediction Length=362025.090.1830.279
FITSLook-back Window Length=36, Prediction Length=362025.090.1840.284
iTrans.Look-back Window Length=36, Prediction Length=362025.090.1840.28
ReNFLook-back Window Length=36, Prediction Length=482025.090.1960.29
DLinearLook-back Window Length=36, Prediction Length=362025.090.1960.306
TimeMix.Look-back Window Length=36, Prediction Length=482025.090.20.298
OLinearLook-back Window Length=36, Prediction Length=482025.090.2050.296
TimeMix.++Look-back Window Length=36, Prediction Length=482025.090.2160.311
CARDLook-back Window Length=36, Prediction Length=482025.090.2180.307
FredformerLook-back Window Length=36, Prediction Length=482025.090.2180.306
LeddamLook-back Window Length=36, Prediction Length=482025.090.2220.312
FilterNetLook-back Window Length=36, Prediction Length=482025.090.2240.314
PatchTSTLook-back Window Length=36, Prediction Length=482025.090.2250.314
iTrans.Look-back Window Length=36, Prediction Length=482025.090.2290.318
FITSLook-back Window Length=36, Prediction Length=482025.090.2340.324
ReNFLook-back Window Length=36, Prediction Length=602025.090.2360.321
TimeMix.Look-back Window Length=36, Prediction Length=602025.090.2380.328
DLinearLook-back Window Length=36, Prediction Length=482025.090.2440.344
TimeMix.++Look-back Window Length=36, Prediction Length=602025.090.2490.337
OLinearLook-back Window Length=36, Prediction Length=602025.090.2590.336
FilterNetLook-back Window Length=36, Prediction Length=602025.090.2590.34
FredformerLook-back Window Length=36, Prediction Length=602025.090.2620.339
LeddamLook-back Window Length=36, Prediction Length=602025.090.2640.341
CARDLook-back Window Length=36, Prediction Length=602025.090.2640.341
PatchTSTLook-back Window Length=36, Prediction Length=602025.090.2650.339
iTrans.Look-back Window Length=36, Prediction Length=602025.090.2790.352
FITSLook-back Window Length=36, Prediction Length=602025.090.2820.357
DLinearLook-back Window Length=36, Prediction Length=602025.090.3180.401