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ResearchFormerly WizWand

Short-term Time Series Forecasting on SP500

0.15MSEReNF
0.140360.205430.27050.33557Sep 30, 2025
Updated 5mo ago

Evaluation results

MethodLinks
ReNFLook-back Window Length=36, Prediction Length=242025.090.150.27
OLinearLook-back Window Length=36, Prediction Length=242025.090.1550.271
CARDLook-back Window Length=36, Prediction Length=242025.090.1560.276
TimeMix.Look-back Window Length=36, Prediction Length=242025.090.1590.288
PatchTSTLook-back Window Length=36, Prediction Length=242025.090.1640.298
TimeMix.++Look-back Window Length=36, Prediction Length=242025.090.1720.305
LeddamLook-back Window Length=36, Prediction Length=242025.090.1750.308
iTrans.Look-back Window Length=36, Prediction Length=242025.090.180.309
FilterNetLook-back Window Length=36, Prediction Length=242025.090.1810.317
FredformerLook-back Window Length=36, Prediction Length=242025.090.1810.315
DLinearLook-back Window Length=36, Prediction Length=242025.090.1890.33
FITSLook-back Window Length=36, Prediction Length=242025.090.1930.334
ReNFLook-back Window Length=36, Prediction Length=362025.090.2040.322
CARDLook-back Window Length=36, Prediction Length=362025.090.2060.319
OLinearLook-back Window Length=36, Prediction Length=362025.090.2090.317
TimeMix.Look-back Window Length=36, Prediction Length=362025.090.2180.343
PatchTSTLook-back Window Length=36, Prediction Length=362025.090.2210.341
FilterNetLook-back Window Length=36, Prediction Length=362025.090.2240.341
iTrans.Look-back Window Length=36, Prediction Length=362025.090.2250.346
TimeMix.++Look-back Window Length=36, Prediction Length=362025.090.2270.344
LeddamLook-back Window Length=36, Prediction Length=362025.090.2320.358
FredformerLook-back Window Length=36, Prediction Length=362025.090.2390.365
DLinearLook-back Window Length=36, Prediction Length=362025.090.250.363
ReNFLook-back Window Length=36, Prediction Length=482025.090.2510.355
OLinearLook-back Window Length=36, Prediction Length=482025.090.2580.358
CARDLook-back Window Length=36, Prediction Length=482025.090.2580.354
FITSLook-back Window Length=36, Prediction Length=362025.090.2590.389
TimeMix.Look-back Window Length=36, Prediction Length=482025.090.2640.367
TimeMix.++Look-back Window Length=36, Prediction Length=482025.090.2720.383
iTrans.Look-back Window Length=36, Prediction Length=482025.090.2750.383
LeddamLook-back Window Length=36, Prediction Length=482025.090.2760.388
PatchTSTLook-back Window Length=36, Prediction Length=482025.090.2780.397
FilterNetLook-back Window Length=36, Prediction Length=482025.090.280.384
FredformerLook-back Window Length=36, Prediction Length=482025.090.2830.394
DLinearLook-back Window Length=36, Prediction Length=482025.090.2910.398
ReNFLook-back Window Length=36, Prediction Length=602025.090.2950.386
CARDLook-back Window Length=36, Prediction Length=602025.090.3030.385
OLinearLook-back Window Length=36, Prediction Length=602025.090.3050.387
TimeMix.++Look-back Window Length=36, Prediction Length=602025.090.3190.413
PatchTSTLook-back Window Length=36, Prediction Length=602025.090.3210.409
TimeMix.Look-back Window Length=36, Prediction Length=602025.090.3220.416
iTrans.Look-back Window Length=36, Prediction Length=602025.090.3220.418
FITSLook-back Window Length=36, Prediction Length=482025.090.3240.439
LeddamLook-back Window Length=36, Prediction Length=602025.090.3250.423
FilterNetLook-back Window Length=36, Prediction Length=602025.090.3320.416
FredformerLook-back Window Length=36, Prediction Length=602025.090.3410.438
DLinearLook-back Window Length=36, Prediction Length=602025.090.3770.475
FITSLook-back Window Length=36, Prediction Length=602025.090.3910.486