Time Series Forecasting on ECL
0.22MAEVFEM
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| VFEMPrediction Horizon (F)=96, Evaluation Protocol=Ours2025.09 | 0.22 | — | — | |
| PatchTSTPrediction Length=962024.11 | 0.222 | 0.129 | — | |
| RMLPPrediction Length=96, Historical Horizon=3362023.05 | 0.224 | 0.129 | — | |
| PatchTSTPrediction Length=96, Historical Horizon=3362023.05 | 0.226 | 0.133 | — | |
| DiPE-LinearPrediction Length=962024.11 | 0.228 | 0.132 | — | |
| iTransformerPrediction Length=962024.11 | 0.229 | 0.132 | — | |
| ChronosLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.229 | — | — | |
| Koopavariant=Vanilla2026.02 | 0.2303 | 0.1281 | — | |
| ChronosBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.231 | — | — | |
| RLinearPrediction Length=96, Historical Horizon=3362023.05 | 0.235 | 0.14 | — | |
| LeddamPrediction Length=962025.08 | 0.235 | 0.141 | — | |
| UniTSTPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.235 | — | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=96, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.236 | 0.14 | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=96, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.236 | 0.14 | — | |
| DLinearPrediction Length=96, Historical Horizon=3362023.05 | 0.237 | 0.14 | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=96, Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.237 | 0.141 | — | |
| Proximal Score-based VIvariational_family=Gaussian2026.02 | 0.2374 | 0.1228 | 0.5232 | |
| ADVIvariational_family=Gaussian2026.02 | 0.2376 | 0.1231 | 0.5245 | |
| GPT4TSPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.238 | — | — | |
| VFEMPrediction Horizon (F)=192, Evaluation Protocol=Ours2025.09 | 0.238 | — | — | |
| TimeSiamBackbone=iTransformer [10], H=96, Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.239 | 0.147 | — | |
| FilterLeddamPrediction Length=962025.08 | 0.239 | 0.141 | — | |
| RMLPPrediction Length=192, Historical Horizon=3362023.05 | 0.24 | 0.147 | — | |
| PatchTSTPrediction Length=1922024.11 | 0.24 | 0.147 | — | |
| iTransformerPrediction Length=962025.08 | 0.24 | 0.148 | — | |
| iFilterFormerPrediction Length=962025.08 | 0.241 | 0.148 | — | |
| FredformerPrediction Length=962025.08 | 0.241 | 0.147 | — | |
| MoiraiLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.241 | — | — | |
| PatchTSTPrediction Length=192, Historical Horizon=3362023.05 | 0.242 | 0.149 | — | |
| ZEUSProtocol=Zero-shot, Model Category=Time Series Foundation Model2026.07 | 0.243 | 0.157 | — | |
| TotobProtocol=Zero-shot, Model Category=Pretrained Forecasting Model2026.07 | 0.243 | 0.161 | — | |
| TexFilterPrediction length (τ)=96, Lookback window length (L)=962024.11 | 0.245 | 0.147 | — | |
| DiPE-LinearPrediction Length=1922024.11 | 0.245 | 0.148 | — | |
| vLinearPrediction Horizon=Average of 4 horizons2026.01 | 0.245 | 0.153 | — | |
| iTransformerPrediction Length=1922024.11 | 0.246 | 0.151 | — | |
| FilterFormerPrediction Length=962025.08 | 0.246 | 0.154 | — | |
| RLinearPrediction Length=192, Historical Horizon=3362023.05 | 0.248 | 0.154 | — | |
| iTransformer+MLOWPrediction Length (T)=96, Base Model=iTransformer2026.03 | 0.248 | 0.155 | — | |
| iTransformer+MLOWBase Model=iTransformer, Decomposition Module=MLOW, Prediction Horizon (T)=962026.03 | 0.248 | 0.155 | — | |
| DLinearPrediction Length=192, Historical Horizon=3362023.05 | 0.249 | 0.153 | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=192, Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.25 | 0.157 | — | |
| FilterLeddamPrediction Length=1922025.08 | 0.25 | 0.157 | — | |
| MoiraiBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.25 | — | — | |
| ChronosLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.25 | — | — | |
| UniTSTPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.25 | — | — | |
| VFEMPrediction Horizon (F)=Avg, Evaluation Protocol=Ours2025.09 | 0.25 | — | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=192, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.251 | 0.157 | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=192, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.251 | 0.157 | — | |
| GPT4TSPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.251 | — | — | |
| IdealTSFH=Avg2025.12 | 0.252 | 0.156 | — | |
| LeddamPrediction Length=1922025.08 | 0.252 | 0.159 | — | |
| Mixer++H=Avg2025.12 | 0.253 | 0.165 | — | |
| TimeSiamBackbone=iTransformer [10], H=192, Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.253 | 0.162 | — | |
| iTransformerPrediction Length=1922025.08 | 0.253 | 0.162 | — | |
| ChronosBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.254 | — | — | |
| MoiraiLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.255 | — | — | |
| VFEMPrediction Horizon (F)=336, Evaluation Protocol=Ours2025.09 | 0.255 | — | — | |
| FilterFormerPrediction Length=1922025.08 | 0.256 | 0.165 | — | |
| RMLPPrediction Length=336, Historical Horizon=3362023.05 | 0.257 | 0.164 | — | |
| ReCast2025.11 | 0.257 | 0.163 | — | |
| TimePerceiverinput length (L)=96, prediction lengths (H)={96, 192, 336, 720}2025.12 | 0.258 | 0.165 | — | |
| TimePerceiverInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.12 | 0.258 | 0.165 | — | |
| DUETPrediction Length (T)=962026.03 | 0.258 | 0.172 | — | |
| FredformerPrediction Length=1922025.08 | 0.258 | 0.165 | — | |
| PatchTSTPrediction Length=3362024.11 | 0.259 | 0.163 | — | |
| TQNetPrediction Horizon=Average of 4 horizons2026.01 | 0.259 | 0.164 | — | |
| CycleNetinput length (L)=96, prediction lengths (H)={96, 192, 336, 720}2025.12 | 0.259 | 0.168 | — | |
| xLSTM-MixerInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.12 | 0.259 | 0.174 | — | |
| TQNet2025.11 | 0.259 | 0.164 | — | |
| CycleNet2025.11 | 0.259 | 0.168 | — | |
| CycleNetPrediction Length (T)=962026.03 | 0.259 | 0.167 | — | |
| ModernTCNProtocol=Supervised, Model Category=Task-Specific Model2026.07 | 0.259 | 0.163 | — | |
| PatchTSTPrediction Length=336, Historical Horizon=3362023.05 | 0.26 | 0.167 | — | |
| SimpleTMPrediction Horizon=Average of 4 horizons2026.01 | 0.26 | 0.166 | — | |
| SundialHorizon=192, Zero-shot=true2026.02 | 0.26 | 0.167 | — | |
| FilterLeddamPrediction Length=3362025.08 | 0.26 | 0.174 | — | |
| DiPE-LinearPrediction Length=3362024.11 | 0.261 | 0.162 | — | |
| TwinsH=Avg2025.12 | 0.261 | 0.167 | — | |
| Sundial + MEMTSHorizon=192, Zero-shot=true2026.02 | 0.261 | 0.166 | — | |
| TimeProPrediction Horizon=Average of 4 horizons2026.01 | 0.262 | 0.169 | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=Avg., Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.262 | 0.168 | — | |
| Sundialvariant=Large2025.02 | 0.262 | 0.166 | — | |
| UniTSTPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.262 | — | — | |
| SundiallProtocol=Zero-shot, Model Category=Pretrained Forecasting Model2026.07 | 0.262 | 0.166 | — | |
| PatchTSTProtocol=Supervised, Model Category=Task-Specific Model2026.07 | 0.262 | 0.167 | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=Avg., Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.263 | 0.168 | — | |
| TimeSiam + CMBackbone=iTransformer [10], H=Avg., Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.263 | 0.168 | — | |
| MoiraiBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.263 | — | — | |
| GPT4TSPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.263 | — | — | |
| GPT4TSProtocol=Supervised, Model Category=Task-Specific Model2026.07 | 0.263 | 0.168 | — | |
| RLinearPrediction Length=336, Historical Horizon=3362023.05 | 0.264 | 0.171 | — | |
| PaiFilterPrediction length (τ)=96, Lookback window length (L)=962024.11 | 0.264 | 0.176 | — | |
| iTransformerPrediction Length=3362024.11 | 0.264 | 0.167 | — | |
| Sor-Mambainput length (L)=96, prediction lengths (H)={96, 192, 336, 720}2025.12 | 0.264 | 0.168 | — | |
| FilterNetPrediction Length=962025.08 | 0.264 | 0.176 | — | |
| PatchMLP2025.11 | 0.265 | 0.171 | — | |
| Sundialvariant=Small2025.02 | 0.265 | 0.169 | — | |
| Sundialvariant=Base2025.02 | 0.265 | 0.169 | — | |
| TimeSiamBackbone=iTransformer [10], H=Avg., Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.266 | 0.175 | — | |
| L-DrivePublication Year=Ours2026.05 | 0.266 | 0.169 | — |