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ResearchFormerly WizWand

Short-term Time Series Forecasting on Exchange-Rate (test)

0.0171RSESCINet
0.0097920.0591210.108450.157779Jun 17, 2021
Updated 8mo ago

Evaluation results

MethodLinks
SCINetHorizon (T)=32021.060.01710.9787
TPA-LSTMHorizon (T)=32021.060.01740.979
TCN†Horizon (T)=32021.060.02020.9712
TCNHorizon (T)=32021.060.02170.9693
LSTNetHorizon (T)=32021.060.02260.9735
SCINetHorizon (T)=62021.060.0240.9704
TPA-LSTMHorizon (T)=62021.060.02410.9709
TCN†Horizon (T)=62021.060.02570.9628
TCNHorizon (T)=62021.060.02630.9633
LSTNetHorizon (T)=62021.060.0280.9658
SCINetHorizon (T)=122021.060.03310.9553
TPA-LSTMHorizon (T)=122021.060.03410.9564
TCN†Horizon (T)=122021.060.03520.9501
LSTNetHorizon (T)=122021.060.03560.9511
TCNHorizon (T)=122021.060.03930.9531
AutoformerHorizon (T)=32021.060.040.9458
SCINetHorizon (T)=242021.060.04360.9396
TPA-LSTMHorizon (T)=242021.060.04440.9381
LSTNetHorizon (T)=242021.060.04490.9354
AutoformerHorizon (T)=62021.060.04810.9197
TCN†Horizon (T)=242021.060.04870.9314
TCNHorizon (T)=242021.060.04920.9223
AutoformerHorizon (T)=122021.060.06380.9054
AutoformerHorizon (T)=242021.060.06510.8952
TransformerHorizon (T)=32021.060.06890.9759
TransformerHorizon (T)=62021.060.08060.9671
TransformerHorizon (T)=122021.060.08930.9476
TransformerHorizon (T)=242021.060.11270.9213
InformerHorizon (T)=32021.060.13920.9473
InformerHorizon (T)=62021.060.15480.9207
InformerHorizon (T)=122021.060.17930.8817
InformerHorizon (T)=242021.060.19980.7715