Short-term Time Series Forecasting on SP500
0.15MSEReNF
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| ReNFLook-back Window Length=36, Prediction Length=242025.09 | 0.15 | 0.27 | |
| OLinearLook-back Window Length=36, Prediction Length=242025.09 | 0.155 | 0.271 | |
| CARDLook-back Window Length=36, Prediction Length=242025.09 | 0.156 | 0.276 | |
| TimeMix.Look-back Window Length=36, Prediction Length=242025.09 | 0.159 | 0.288 | |
| PatchTSTLook-back Window Length=36, Prediction Length=242025.09 | 0.164 | 0.298 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=242025.09 | 0.172 | 0.305 | |
| LeddamLook-back Window Length=36, Prediction Length=242025.09 | 0.175 | 0.308 | |
| iTrans.Look-back Window Length=36, Prediction Length=242025.09 | 0.18 | 0.309 | |
| FilterNetLook-back Window Length=36, Prediction Length=242025.09 | 0.181 | 0.317 | |
| FredformerLook-back Window Length=36, Prediction Length=242025.09 | 0.181 | 0.315 | |
| DLinearLook-back Window Length=36, Prediction Length=242025.09 | 0.189 | 0.33 | |
| FITSLook-back Window Length=36, Prediction Length=242025.09 | 0.193 | 0.334 | |
| ReNFLook-back Window Length=36, Prediction Length=362025.09 | 0.204 | 0.322 | |
| CARDLook-back Window Length=36, Prediction Length=362025.09 | 0.206 | 0.319 | |
| OLinearLook-back Window Length=36, Prediction Length=362025.09 | 0.209 | 0.317 | |
| TimeMix.Look-back Window Length=36, Prediction Length=362025.09 | 0.218 | 0.343 | |
| PatchTSTLook-back Window Length=36, Prediction Length=362025.09 | 0.221 | 0.341 | |
| FilterNetLook-back Window Length=36, Prediction Length=362025.09 | 0.224 | 0.341 | |
| iTrans.Look-back Window Length=36, Prediction Length=362025.09 | 0.225 | 0.346 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=362025.09 | 0.227 | 0.344 | |
| LeddamLook-back Window Length=36, Prediction Length=362025.09 | 0.232 | 0.358 | |
| FredformerLook-back Window Length=36, Prediction Length=362025.09 | 0.239 | 0.365 | |
| DLinearLook-back Window Length=36, Prediction Length=362025.09 | 0.25 | 0.363 | |
| ReNFLook-back Window Length=36, Prediction Length=482025.09 | 0.251 | 0.355 | |
| OLinearLook-back Window Length=36, Prediction Length=482025.09 | 0.258 | 0.358 | |
| CARDLook-back Window Length=36, Prediction Length=482025.09 | 0.258 | 0.354 | |
| FITSLook-back Window Length=36, Prediction Length=362025.09 | 0.259 | 0.389 | |
| TimeMix.Look-back Window Length=36, Prediction Length=482025.09 | 0.264 | 0.367 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=482025.09 | 0.272 | 0.383 | |
| iTrans.Look-back Window Length=36, Prediction Length=482025.09 | 0.275 | 0.383 | |
| LeddamLook-back Window Length=36, Prediction Length=482025.09 | 0.276 | 0.388 | |
| PatchTSTLook-back Window Length=36, Prediction Length=482025.09 | 0.278 | 0.397 | |
| FilterNetLook-back Window Length=36, Prediction Length=482025.09 | 0.28 | 0.384 | |
| FredformerLook-back Window Length=36, Prediction Length=482025.09 | 0.283 | 0.394 | |
| DLinearLook-back Window Length=36, Prediction Length=482025.09 | 0.291 | 0.398 | |
| ReNFLook-back Window Length=36, Prediction Length=602025.09 | 0.295 | 0.386 | |
| CARDLook-back Window Length=36, Prediction Length=602025.09 | 0.303 | 0.385 | |
| OLinearLook-back Window Length=36, Prediction Length=602025.09 | 0.305 | 0.387 | |
| TimeMix.++Look-back Window Length=36, Prediction Length=602025.09 | 0.319 | 0.413 | |
| PatchTSTLook-back Window Length=36, Prediction Length=602025.09 | 0.321 | 0.409 | |
| TimeMix.Look-back Window Length=36, Prediction Length=602025.09 | 0.322 | 0.416 | |
| iTrans.Look-back Window Length=36, Prediction Length=602025.09 | 0.322 | 0.418 | |
| FITSLook-back Window Length=36, Prediction Length=482025.09 | 0.324 | 0.439 | |
| LeddamLook-back Window Length=36, Prediction Length=602025.09 | 0.325 | 0.423 | |
| FilterNetLook-back Window Length=36, Prediction Length=602025.09 | 0.332 | 0.416 | |
| FredformerLook-back Window Length=36, Prediction Length=602025.09 | 0.341 | 0.438 | |
| DLinearLook-back Window Length=36, Prediction Length=602025.09 | 0.377 | 0.475 | |
| FITSLook-back Window Length=36, Prediction Length=602025.09 | 0.391 | 0.486 |