Time Series Forecasting on ETTh2 -> ETTm2 (test)
0.272MSETIME-LLM
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| TIME-LLMHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.272 | 0.341 | |
| STELLAevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.313 | 0.354 | |
| TiDEevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.321 | 0.364 | |
| TimeLLMevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.322 | 0.363 | |
| PatchTSTHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.325 | 0.365 | |
| DLinearHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.328 | 0.386 | |
| GPT4TSevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.331 | 0.371 | |
| GPT4TSHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.335 | 0.37 | |
| TimesNetHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.342 | 0.376 | |
| TIME-LLMHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.354 | 0.4 | |
| TimesNetevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.361 | 0.39 | |
| FEDformerevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.365 | 0.405 | |
| AutoformerHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.366 | 0.411 | |
| PatchTSTHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.409 | 0.425 | |
| PatchTSTevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.42 | 0.433 | |
| AutoformerHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.423 | 0.439 | |
| GPT4TSHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.435 | 0.443 | |
| TimesNetHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.435 | 0.443 | |
| DLinearHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.455 | 0.471 | |
| DLinearevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.496 | 0.496 | |
| MICNevaluation_mode=zero-shot, training_source=ETTh22025.12 | 0.527 | 0.519 | |
| LLMTimeHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.992 | 0.708 | |
| LLMTimeHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 1.867 | 0.869 | |
| Crossformerevaluation_mode=zero-shot, training_source=ETTh22025.12 | 2.043 | 1.124 |