Time Series Forecasting on ETTh1 and ETTh2 (Custom Metrics)
0.28MSETSMixer + xCPD
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.28 | 0.348 | — | |
| TSMixer + CCMHorizon=96, Zero-shot=true2024.03 | 0.283 | 0.353 | 4.626 | |
| DLinear + CCMHorizon=96, Zero-shot=true2024.03 | 0.283 | 0.349 | 4.626 | |
| TSMixer + CCMBackbone=TSMixer, Plugin=CCM, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.283 | 0.353 | — | |
| TSMixerHorizon=96, Zero-shot=true2024.03 | 0.288 | 0.357 | — | |
| TSMixerBackbone=TSMixer, Plugin=None, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.288 | 0.357 | — | |
| PatchTST + CCMHorizon=96, Zero-shot=true2024.03 | 0.292 | 0.346 | 4.626 | |
| DLinearHorizon=96, Zero-shot=true2024.03 | 0.308 | 0.371 | — | |
| PatchTSTHorizon=96, Zero-shot=true2024.03 | 0.313 | 0.362 | — | |
| LTSM-Bundlezero-shot=true2024.06 | 0.319 | 0.402 | — | |
| DLinear + xCPDBackbone=DLinear, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.335 | 0.382 | — | |
| DLinear + CCMBackbone=DLinear, Plugin=CCM, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.344 | 0.392 | — | |
| TIME-LLMzero-shot=true2024.06 | 0.353 | 0.387 | — | |
| DLinearBackbone=DLinear, Plugin=None, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.358 | 0.405 | — | |
| TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.366 | 0.406 | — | |
| TSMixer + CCMHorizon=720, Zero-shot=true2024.03 | 0.37 | 0.413 | 4.326 | |
| TSMixer + CCMBackbone=TSMixer, Plugin=CCM, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.37 | 0.413 | — | |
| TSMixerHorizon=720, Zero-shot=true2024.03 | 0.374 | 0.414 | — | |
| TSMixerBackbone=TSMixer, Plugin=None, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.374 | 0.414 | — | |
| PatchTSTzero-shot=true2024.06 | 0.38 | 0.405 | — | |
| TimesNet + xCPDBackbone=TimesNet, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.384 | 0.404 | — | |
| PatchTST + CCMHorizon=720, Zero-shot=true2024.03 | 0.386 | 0.423 | 4.326 | |
| TimesNet + CCMHorizon=96, Zero-shot=true2024.03 | 0.388 | 0.41 | 4.626 | |
| TimesNet + CCMBackbone=TimesNet, Plugin=CCM, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.388 | 0.41 | — | |
| TimesNetHorizon=96, Zero-shot=true2024.03 | 0.391 | 0.412 | — | |
| TimesNetBackbone=TimesNet, Plugin=None, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.391 | 0.412 | — | |
| GPT4TSzero-shot=true2024.06 | 0.406 | 0.422 | — | |
| PatchTSTHorizon=720, Zero-shot=true2024.03 | 0.414 | 0.442 | — | |
| PatchTST + xCPDBackbone=PatchTST, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.418 | 0.426 | — | |
| TimesNetzero-shot=true2024.06 | 0.421 | 0.431 | — | |
| DLinear + CCMHorizon=96, Zero-shot=true2024.03 | 0.427 | 0.432 | 6.344 | |
| PatchTST + CCMBackbone=PatchTST, Plugin=CCM, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.438 | 0.449 | — | |
| PatchTSTBackbone=PatchTST, Plugin=None, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.442 | 0.458 | — | |
| TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.443 | 0.451 | — | |
| TSMixer + CCMHorizon=96, Zero-shot=true2024.03 | 0.455 | 0.456 | 6.344 | |
| LTSM-BundleZero-shot=true, Prediction Length=Avg2024.06 | 0.459 | 0.497 | — | |
| DLinearHorizon=96, Zero-shot=true2024.03 | 0.462 | 0.45 | — | |
| TSMixerHorizon=96, Zero-shot=true2024.03 | 0.466 | 0.462 | — | |
| TIME-LLMZero-shot=true, Prediction Length=Avg2024.06 | 0.479 | 0.474 | — | |
| DLinear + CCMHorizon=720, Zero-shot=true2024.03 | 0.484 | 0.502 | 11.439 | |
| DLinearzero-shot=true2024.06 | 0.493 | 0.488 | — | |
| PatchTST + CCMHorizon=96, Zero-shot=true2024.03 | 0.509 | 0.495 | 6.344 | |
| TimesNet + xCPDBackbone=TimesNet, Plugin=xCPD, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.51 | 0.488 | — | |
| DLinearHorizon=720, Zero-shot=true2024.03 | 0.511 | 0.518 | — | |
| PatchTST + xCPDBackbone=PatchTST, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.512 | 0.508 | — | |
| TimesNet + CCMHorizon=720, Zero-shot=true2024.03 | 0.516 | 0.491 | 4.326 | |
| TimesNet + CCMBackbone=TimesNet, Plugin=CCM, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.516 | 0.491 | — | |
| DLinear + CCMHorizon=720, Zero-shot=true2024.03 | 0.52 | 0.517 | 4.326 | |
| TimesNetHorizon=720, Zero-shot=true2024.03 | 0.54 | 0.508 | — | |
| TSMixer + CCMHorizon=720, Zero-shot=true2024.03 | 0.54 | 0.519 | 11.439 | |
| TimesNetBackbone=TimesNet, Plugin=None, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.54 | 0.508 | — | |
| PatchTST + xCPDBackbone=PatchTST, Plugin=xCPD, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.544 | 0.551 | — | |
| PatchTSTZero-shot=true, Prediction Length=Avg2024.06 | 0.565 | 0.513 | — | |
| DLinearHorizon=720, Zero-shot=true2024.03 | 0.569 | 0.549 | — | |
| PatchTST + CCMBackbone=PatchTST, Plugin=CCM, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.571 | 0.562 | — | |
| PatchTSTBackbone=PatchTST, Plugin=None, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.582 | 0.565 | — | |
| PatchTSTHorizon=96, Zero-shot=true2024.03 | 0.62 | 0.563 | — | |
| TSMixerHorizon=720, Zero-shot=true2024.03 | 0.695 | 0.584 | — | |
| DLinearZero-shot=true, Prediction Length=Avg2024.06 | 0.703 | 0.574 | — | |
| TimesNet + CCMHorizon=96, Zero-shot=true2024.03 | 0.752 | 0.59 | 6.344 | |
| GPT4TSZero-shot=true, Prediction Length=Avg2024.06 | 0.757 | 0.578 | — | |
| AutoformerZero-shot=true, Prediction Length=Avg2024.06 | 0.757 | 0.608 | — | |
| DLinear + xCPDBackbone=DLinear, Plugin=xCPD, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.822 | 0.654 | — | |
| TimesNet + xCPDBackbone=TimesNet, Plugin=xCPD, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.834 | 0.638 | — | |
| DLinear + CCMBackbone=DLinear, Plugin=CCM, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.843 | 0.677 | — | |
| TimesNet + CCMHorizon=720, Zero-shot=true2024.03 | 0.845 | 0.642 | 11.439 | |
| DLinearBackbone=DLinear, Plugin=None, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.855 | 0.682 | — | |
| TimesNetZero-shot=true, Prediction Length=Avg2024.06 | 0.865 | 0.621 | — | |
| TimesNetHorizon=96, Zero-shot=true2024.03 | 0.869 | 0.624 | — | |
| PatchTST + CCMHorizon=720, Zero-shot=true2024.03 | 0.936 | 0.686 | 11.439 | |
| LLMTimezero-shot=true2024.06 | 0.992 | 0.708 | — | |
| PatchTSTHorizon=720, Zero-shot=true2024.03 | 1.01 | 0.968 | — | |
| TimesNetHorizon=720, Zero-shot=true2024.03 | 1.274 | 0.783 | — | |
| LLMTimeZero-shot=true, Prediction Length=Avg2024.06 | 1.961 | 0.981 | — |