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ResearchFormerly WizWand

Time-series Forecasting on ETTh2 (MSE and Relative Improvement)

0.1572MSESTEPS
0.1372880.2716940.40610.540506May 8, 2026May 12, 2026May 16, 2026May 20, 2026May 24, 2026May 28, 2026Jun 1, 2026
Updated 5mo ago

Evaluation results

MethodLinks
STEPSBackbone=DLinear, Horizon (H)=962026.050.1572—
STEPSBackbone=PatchTST, Horizon (H)=7202026.050.3119—
TimeBlocksEvaluation Protocol=Continual Forecasting, Coreset Strategy=StreamCore 5%, Calibration Steps=102026.060.334—
TimeBlocksEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.337—
TimeBlocksEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.338—
TTMEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.361—
TTMEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.363—
SymTimeEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.365—
TimeMixerEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.373—
PatchTSTEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.385—
PatchTSTEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.385—
TimeMixerEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.387—
Lag-LlamaEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.398—
TimesNetEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.404—
TimesNetEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.416—
Lag-LlamaEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.419—
AutoformerEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.52—
AutoformerEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.587—
MomentEvaluation Protocol=Continual Forecasting, Coreset Strategy=Random 5%, Calibration Steps=102026.060.602—
MomentEvaluation Protocol=Inference-time (no fine-tuning), Prediction Horizons=96, 192, 336, 7202026.060.655—
STEPSBackbone=OLS2026.05—31.11