Time Series Forecasting on ETTh1 -> ETTm2
0.273MSETIME-LLM
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TIME-LLMzero-shot=true2024.06 | 0.273 | 0.34 | — | |
| TIME-LLMZero-shot=true, Prediction Length=Avg2024.06 | 0.273 | 0.34 | — | |
| LTSM-Bundlezero-shot=true2024.06 | 0.312 | 0.406 | — | |
| LTSM-BundleZero-shot=true, Prediction Length=Avg2024.06 | 0.312 | 0.406 | — | |
| TiDEzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.314 | 0.355 | — | |
| PatchTSTzero-shot=true2024.06 | 0.314 | 0.36 | — | |
| PatchTSTZero-shot=true, Prediction Length=Avg2024.06 | 0.314 | 0.36 | — | |
| TimeLLMzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.315 | 0.357 | — | |
| CALFzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.316 | 0.355 | — | |
| GPT4TSzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.317 | 0.359 | — | |
| PatchTSTzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.318 | 0.362 | — | |
| GPT4TSzero-shot=true2024.06 | 0.325 | 0.363 | — | |
| GPT4TSZero-shot=true, Prediction Length=Avg2024.06 | 0.325 | 0.363 | — | |
| TimesNetzero-shot=true2024.06 | 0.327 | 0.361 | — | |
| TimesNetZero-shot=true, Prediction Length=Avg2024.06 | 0.327 | 0.361 | — | |
| TimesNetzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.339 | 0.37 | — | |
| FEDformerzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.357 | 0.403 | — | |
| DLinearzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 0.399 | 0.439 | — | |
| DLinearzero-shot=true2024.06 | 0.415 | 0.452 | — | |
| DLinearZero-shot=true, Prediction Length=Avg2024.06 | 0.415 | 0.452 | — | |
| AutoformerZero-shot=true, Prediction Length=Avg2024.06 | 0.457 | 0.483 | — | |
| PatchTST + CCMHorizon=96, Zero-shot=true2024.03 | 0.895 | 0.677 | 4.457 | |
| DLinear + CCMHorizon=96, Zero-shot=true2024.03 | 0.896 | 0.677 | 4.457 | |
| PatchTSTHorizon=96, Zero-shot=true2024.03 | 0.918 | 0.694 | — | |
| TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.928 | 0.68 | — | |
| TSMixer + CCMHorizon=96, Zero-shot=true2024.03 | 0.937 | 0.689 | 4.457 | |
| TSMixerHorizon=96, Zero-shot=true2024.03 | 0.959 | 0.694 | — | |
| DLinearHorizon=96, Zero-shot=true2024.03 | 0.99 | 0.704 | — | |
| Crossformerzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 1.12 | 0.789 | — | |
| TimesNet + CCMHorizon=96, Zero-shot=true2024.03 | 1.122 | 0.731 | 4.457 | |
| TimesNetHorizon=96, Zero-shot=true2024.03 | 1.199 | 0.794 | — | |
| DLinear + xCPDBackbone=DLinear, Plugin=xCPD, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 1.68 | 0.955 | — | |
| DLinear + CCMHorizon=720, Zero-shot=true2024.03 | 1.681 | 0.954 | 16.243 | |
| PatchTST + CCMHorizon=720, Zero-shot=true2024.03 | 1.718 | 0.966 | 16.243 | |
| TSMixer + CCMHorizon=720, Zero-shot=true2024.03 | 1.758 | 0.98 | 16.243 | |
| TSMixerHorizon=720, Zero-shot=true2024.03 | 1.765 | 0.982 | — | |
| LLMTimezero-shot=true2024.06 | 1.867 | 0.869 | — | |
| LLMTimeZero-shot=true, Prediction Length=Avg2024.06 | 1.867 | 0.869 | — | |
| TimesNet + CCMHorizon=720, Zero-shot=true2024.03 | 1.874 | 1.012 | 16.243 | |
| PatchTSTHorizon=720, Zero-shot=true2024.03 | 1.925 | 1.014 | — | |
| DLinearHorizon=720, Zero-shot=true2024.03 | 2.091 | 1.061 | — | |
| TimesNetHorizon=720, Zero-shot=true2024.03 | 2.204 | 1.031 | — | |
| MICNzero-shot=true, avg_prediction_lengths=96, 192, 336, 7202024.03 | 2.428 | 1.236 | — |