Time Series Forecasting on ETTh2 -> ETTm2
0.272MSETIME-LLM
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TIME-LLMZero-shot=true, Prediction Length=Avg2024.06 | 0.272 | 0.341 | — | |
| PatchTSTZero-shot=true, Prediction Length=Avg2024.06 | 0.325 | 0.365 | — | |
| DLinearZero-shot=true, Prediction Length=Avg2024.06 | 0.328 | 0.386 | — | |
| GPT4TSZero-shot=true, Prediction Length=Avg2024.06 | 0.335 | 0.37 | — | |
| LTSM-BundleZero-shot=true, Prediction Length=Avg2024.06 | 0.337 | 0.413 | — | |
| TimesNetZero-shot=true, Prediction Length=Avg2024.06 | 0.342 | 0.376 | — | |
| AutoformerZero-shot=true, Prediction Length=Avg2024.06 | 0.366 | 0.411 | — | |
| DLinear + CCMHorizon=96, Zero-shot=true2024.03 | 0.7 | 0.642 | 16.016 | |
| DLinearHorizon=96, Zero-shot=true2024.03 | 0.736 | 0.656 | — | |
| PatchTST + CCMHorizon=96, Zero-shot=true2024.03 | 0.771 | 0.688 | 16.016 | |
| PatchTSTHorizon=96, Zero-shot=true2024.03 | 0.84 | 0.708 | — | |
| TSMixer + xCPDBackbone=TSMixer, Plugin=xCPD, Forecasting Horizon=96, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 0.868 | 0.688 | — | |
| TSMixer + CCMHorizon=96, Zero-shot=true2024.03 | 0.876 | 0.697 | 16.016 | |
| TSMixerHorizon=96, Zero-shot=true2024.03 | 0.943 | 0.726 | — | |
| TimesNet + CCMHorizon=96, Zero-shot=true2024.03 | 1.064 | 0.793 | 16.016 | |
| TimesNetHorizon=96, Zero-shot=true2024.03 | 1.25 | 0.85 | — | |
| DLinear + xCPDBackbone=DLinear, Plugin=xCPD, Forecasting Horizon=720, Look-back Horizon=96, Zero-shot Protocol=true2026.03 | 1.274 | 0.848 | — | |
| LLMTimeZero-shot=true, Prediction Length=Avg2024.06 | 1.867 | 0.869 | — |