Time Series Forecasting on ETTh1 (test) (Context ETTh2)
0.229MSELTSM-Bundle
Evaluation results
| Method | Links | ||
|---|---|---|---|
| LTSM-BundleZero-shot=true, Prediction Length=962024.06 | 0.229 | 0.326 | |
| TIME-LLMZero-shot=true, Prediction Length=962024.06 | 0.279 | 0.337 | |
| PatchTSTZero-shot=true, Prediction Length=962024.06 | 0.304 | 0.35 | |
| LTSM-BundleZero-shot=true, Prediction Length=Avg2024.06 | 0.319 | 0.402 | |
| GPT4TSZero-shot=true, Prediction Length=962024.06 | 0.335 | 0.374 | |
| DLinearZero-shot=true, Prediction Length=962024.06 | 0.347 | 0.4 | |
| TIME-LLMZero-shot=true, Prediction Length=Avg2024.06 | 0.353 | 0.387 | |
| TimesNetZero-shot=true, Prediction Length=962024.06 | 0.358 | 0.387 | |
| SparseTSFHorizon=962024.05 | 0.37 | — | |
| PatchTSTZero-shot=true, Prediction Length=Avg2024.06 | 0.38 | 0.405 | |
| SparseTSFHorizon=1922024.05 | 0.401 | — | |
| GPT4TSZero-shot=true, Prediction Length=Avg2024.06 | 0.406 | 0.422 | |
| SparseTSFHorizon=3362024.05 | 0.412 | — | |
| FitsHorizon=962024.05 | 0.419 | — | |
| SparseTSFHorizon=7202024.05 | 0.419 | — | |
| TimesNetZero-shot=true, Prediction Length=Avg2024.06 | 0.421 | 0.431 | |
| FitsHorizon=1922024.05 | 0.427 | — | |
| FitsHorizon=3362024.05 | 0.428 | — | |
| DLinearHorizon=962024.05 | 0.43 | — | |
| FitsHorizon=7202024.05 | 0.445 | — | |
| PatchTSTHorizon=962024.05 | 0.449 | — | |
| TIME-LLMHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.45 | 0.452 | |
| DLinearHorizon=3362024.05 | 0.458 | — | |
| AutoformerZero-shot=true, Prediction Length=962024.06 | 0.469 | 0.486 | |
| PatchTSTHorizon=7202024.05 | 0.476 | — | |
| PatchTSTHorizon=1922024.05 | 0.478 | — | |
| DLinearHorizon=1922024.05 | 0.478 | — | |
| PatchTSTHorizon=3362024.05 | 0.482 | — | |
| PatchTSTHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.485 | 0.465 | |
| DLinearZero-shot=true, Prediction Length=Avg2024.06 | 0.493 | 0.488 | |
| DLinearHorizon=7202024.05 | 0.506 | — | |
| LLMTimeZero-shot=true, Prediction Length=962024.06 | 0.51 | 0.576 | |
| AutoformerZero-shot=true, Prediction Length=Avg2024.06 | 0.582 | 0.548 | |
| DLinearHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.689 | 0.555 | |
| AutoformerHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.693 | 0.569 | |
| GPT4TSHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.732 | 0.577 | |
| InformerHorizon=7202024.05 | 0.829 | — | |
| InformerHorizon=962024.05 | 0.844 | — | |
| TimesNetHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.848 | 0.601 | |
| FiLMHorizon=962024.05 | 0.876 | — | |
| FEDformerHorizon=962024.05 | 0.878 | — | |
| InformerHorizon=3362024.05 | 0.898 | — | |
| FiLMHorizon=1922024.05 | 0.904 | — | |
| FiLMHorizon=3362024.05 | 0.919 | — | |
| InformerHorizon=1922024.05 | 0.921 | — | |
| AutoformerHorizon=7202024.05 | 0.921 | — | |
| FiLMHorizon=7202024.05 | 0.925 | — | |
| FEDformerHorizon=1922024.05 | 0.927 | — | |
| FEDformerHorizon=3362024.05 | 0.939 | — | |
| AutoformerHorizon=3362024.05 | 0.944 | — | |
| FEDformerHorizon=7202024.05 | 0.967 | — | |
| AutoformerHorizon=962024.05 | 0.978 | — | |
| LLMTimeZero-shot=true, Prediction Length=Avg2024.06 | 0.992 | 0.708 | |
| AutoformerHorizon=1922024.05 | 1.058 | — | |
| LLMTimeHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 1.13 | 0.777 |