Time Series Forecasting on ECL (test)
0.114MSECaDRe
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| CaDReLength=18-62025.01 | 0.114 | 0.216 | |
| CaDReLength=72-242025.01 | 0.121 | 0.22 | |
| CaDReLength=144-482025.01 | 0.124 | 0.225 | |
| N-TransformerLength=18-62025.01 | 0.128 | 0.236 | |
| TSLANetH=96, L=7202025.09 | 0.129 | — | |
| PatchTSTH=96, L=7202025.09 | 0.129 | — | |
| CaDReLength=216-722025.01 | 0.131 | 0.232 | |
| RRRH=96, L=7202025.09 | 0.133 | — | |
| Root PurgeH=96, L=7202025.09 | 0.134 | — | |
| N-TransformerLength=72-242025.01 | 0.134 | 0.242 | |
| TimesNetLength=18-62025.01 | 0.134 | 0.242 | |
| FITSH=96, L=7202025.09 | 0.135 | — | |
| FilterNetH=96, L=7202025.09 | 0.136 | — | |
| AutoformerLength=18-62025.01 | 0.136 | 0.254 | |
| SparseTSFH=96, L=7202025.09 | 0.138 | — | |
| DLinearH=96, L=7202025.09 | 0.14 | — | |
| TimesNetLength=72-242025.01 | 0.14 | 0.246 | |
| AutoformerLength=72-242025.01 | 0.144 | 0.257 | |
| TSLANetH=192, L=7202025.09 | 0.147 | — | |
| RRRH=192, L=7202025.09 | 0.148 | — | |
| Root PurgeH=192, L=7202025.09 | 0.148 | — | |
| PatchTSTH=192, L=7202025.09 | 0.149 | — | |
| FITSH=192, L=7202025.09 | 0.149 | — | |
| N-TransformerLength=144-482025.01 | 0.149 | 0.256 | |
| SparseTSFH=192, L=7202025.09 | 0.151 | — | |
| FilterNetH=192, L=7202025.09 | 0.153 | — | |
| DLinearH=192, L=7202025.09 | 0.153 | — | |
| TimesNetLength=144-482025.01 | 0.155 | 0.26 | |
| TSLANetH=336, L=7202025.09 | 0.162 | — | |
| AutoformerLength=144-482025.01 | 0.163 | 0.275 | |
| RRRH=336, L=7202025.09 | 0.164 | — | |
| FITSH=336, L=7202025.09 | 0.165 | — | |
| Root PurgeH=336, L=7202025.09 | 0.165 | — | |
| PatchTSTH=336, L=7202025.09 | 0.166 | — | |
| SparseTSFH=336, L=7202025.09 | 0.166 | — | |
| N-TransformerLength=216-722025.01 | 0.166 | 0.271 | |
| TimesNetH=96, L=7202025.09 | 0.168 | — | |
| FilterNetH=336, L=7202025.09 | 0.168 | — | |
| FreqCycleLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.168 | 0.259 | |
| LeddamLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.169 | 0.263 | |
| DLinearH=336, L=7202025.09 | 0.169 | — | |
| TimesNetLength=216-722025.01 | 0.169 | 0.274 | |
| CycleNetLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.17 | 0.26 | |
| FRWKVLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.171 | 0.257 | |
| AmplifierLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.171 | 0.265 | |
| AutoformerLength=216-722025.01 | 0.175 | 0.287 | |
| iTransformerVariant=BSA2024.10 | 0.176 | 0.27 | |
| FredformerLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.176 | 0.269 | |
| GPT2(6)few-shot_setting=10%, prediction_lengths={96, 192, 336, 720}2023.02 | 0.176 | 0.269 | |
| iTrans.Look-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.178 | 0.27 | |
| iTransformerLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.178 | 0.27 | |
| DLinearfew-shot_setting=10%, prediction_lengths={96, 192, 336, 720}2023.02 | 0.18 | 0.28 | |
| PatchTSTfew-shot_setting=10%, prediction_lengths={96, 192, 336, 720}2023.02 | 0.18 | 0.269 | |
| iTransformerVariant=base2024.10 | 0.181 | 0.272 | |
| CrossformerVariant=base2024.10 | 0.182 | 0.276 | |
| TimeMixerLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.182 | 0.272 | |
| TimeMixerLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.182 | 0.272 | |
| TimesNetH=192, L=7202025.09 | 0.184 | — | |
| CrossformerVariant=BSA2024.10 | 0.186 | 0.28 | |
| FEDformerH=96, L=7202025.09 | 0.188 | — | |
| PatchTSTVariant=BSA2024.10 | 0.189 | 0.285 | |
| FreTSLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.189 | 0.278 | |
| FreTSVariant=BSA2024.10 | 0.192 | 0.287 | |
| TimesNetLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.192 | 0.295 | |
| FreTSVariant=base2024.10 | 0.195 | 0.285 | |
| TSLANetH=720, L=7202025.09 | 0.196 | — | |
| FEDformerH=192, L=7202025.09 | 0.197 | — | |
| PatchTSTVariant=base2024.10 | 0.198 | 0.286 | |
| TimesNetH=336, L=7202025.09 | 0.198 | — | |
| TimesNetVariant=BSA2024.10 | 0.199 | 0.298 | |
| FilterNetLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.201 | 0.285 | |
| FreTSLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.202 | 0.29 | |
| TimesNetVariant=base2024.10 | 0.203 | 0.301 | |
| RRRH=720, L=7202025.09 | 0.203 | — | |
| DLinearH=720, L=7202025.09 | 0.204 | — | |
| SparseTSFH=720, L=7202025.09 | 0.205 | — | |
| FITSH=720, L=7202025.09 | 0.205 | — | |
| Root PurgeH=720, L=7202025.09 | 0.205 | — | |
| PatchTSTLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.205 | 0.29 | |
| FilterNetH=720, L=7202025.09 | 0.207 | — | |
| PatchTSTLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.208 | 0.295 | |
| PatchTSTH=720, L=7202025.09 | 0.21 | — | |
| RLinearVariant=BSA2024.10 | 0.212 | 0.301 | |
| DLinearLook-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.212 | 0.3 | |
| FEDformerH=336, L=7202025.09 | 0.212 | — | |
| DLinearLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.212 | 0.3 | |
| DLinearVariant=BSA2024.10 | 0.217 | 0.316 | |
| FITSLookback window size (L)=96, Prediction length (H)={96, 192, 336, 720} (averaged)2026.03 | 0.217 | 0.295 | |
| TimesNetH=720, L=7202025.09 | 0.22 | — | |
| DLinearVariant=base2024.10 | 0.227 | 0.325 | |
| RLinearVariant=base2024.10 | 0.231 | 0.319 | |
| Crossfm.Look-back window length (T)=96, Prediction horizons (tau)={96, 192, 336, 720}2025.12 | 0.244 | 0.334 | |
| FEDformerH=720, L=7202025.09 | 0.244 | — | |
| MICNLength=18-62025.01 | 0.25 | 0.338 | |
| MICNLength=72-242025.01 | 0.258 | 0.342 | |
| MICNLength=144-482025.01 | 0.271 | 0.353 | |
| MICNLength=216-722025.01 | 0.279 | 0.357 | |
| TimesNetfew-shot_setting=10%, prediction_lengths={96, 192, 336, 720}2023.02 | 0.323 | 0.392 | |
| FEDformerfew-shot_setting=10%, prediction_lengths={96, 192, 336, 720}2023.02 | 0.346 | 0.428 | |
| TransformerHorizon=962024.05 | 0.35 | 0.43 |