Short-term Time Series Forecasting on Exchange-Rate (test)
0.0171RSESCINet
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| SCINetHorizon (T)=32021.06 | 0.0171 | 0.9787 | |
| TPA-LSTMHorizon (T)=32021.06 | 0.0174 | 0.979 | |
| TCN†Horizon (T)=32021.06 | 0.0202 | 0.9712 | |
| TCNHorizon (T)=32021.06 | 0.0217 | 0.9693 | |
| LSTNetHorizon (T)=32021.06 | 0.0226 | 0.9735 | |
| SCINetHorizon (T)=62021.06 | 0.024 | 0.9704 | |
| TPA-LSTMHorizon (T)=62021.06 | 0.0241 | 0.9709 | |
| TCN†Horizon (T)=62021.06 | 0.0257 | 0.9628 | |
| TCNHorizon (T)=62021.06 | 0.0263 | 0.9633 | |
| LSTNetHorizon (T)=62021.06 | 0.028 | 0.9658 | |
| SCINetHorizon (T)=122021.06 | 0.0331 | 0.9553 | |
| TPA-LSTMHorizon (T)=122021.06 | 0.0341 | 0.9564 | |
| TCN†Horizon (T)=122021.06 | 0.0352 | 0.9501 | |
| LSTNetHorizon (T)=122021.06 | 0.0356 | 0.9511 | |
| TCNHorizon (T)=122021.06 | 0.0393 | 0.9531 | |
| AutoformerHorizon (T)=32021.06 | 0.04 | 0.9458 | |
| SCINetHorizon (T)=242021.06 | 0.0436 | 0.9396 | |
| TPA-LSTMHorizon (T)=242021.06 | 0.0444 | 0.9381 | |
| LSTNetHorizon (T)=242021.06 | 0.0449 | 0.9354 | |
| AutoformerHorizon (T)=62021.06 | 0.0481 | 0.9197 | |
| TCN†Horizon (T)=242021.06 | 0.0487 | 0.9314 | |
| TCNHorizon (T)=242021.06 | 0.0492 | 0.9223 | |
| AutoformerHorizon (T)=122021.06 | 0.0638 | 0.9054 | |
| AutoformerHorizon (T)=242021.06 | 0.0651 | 0.8952 | |
| TransformerHorizon (T)=32021.06 | 0.0689 | 0.9759 | |
| TransformerHorizon (T)=62021.06 | 0.0806 | 0.9671 | |
| TransformerHorizon (T)=122021.06 | 0.0893 | 0.9476 | |
| TransformerHorizon (T)=242021.06 | 0.1127 | 0.9213 | |
| InformerHorizon (T)=32021.06 | 0.1392 | 0.9473 | |
| InformerHorizon (T)=62021.06 | 0.1548 | 0.9207 | |
| InformerHorizon (T)=122021.06 | 0.1793 | 0.8817 | |
| InformerHorizon (T)=242021.06 | 0.1998 | 0.7715 |