Time-series forecasting on ETTh2 (MSE, MAE)
0.336MAEChronos-2
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.336 | — | |
| TimeMixerHorizon=962026.05 | 0.341 | 0.289 | |
| STAIRHorizon=962026.05 | 0.342 | 0.289 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.343 | — | |
| UniMambaPrediction Horizon=962026.03 | 0.343 | 0.293 | |
| Chronos-2Backbone=Chronos-2, Protocol=Baseline (pretrained checkpoint)2026.04 | 0.344 | — | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.345 | — | |
| SANBackbone=Crossformer, Method Category=Temporal Shift Method2025.10 | 0.348 | 0.199 | |
| ShifTSBackbone=Crossformer, Method Category=Combined Method2025.10 | 0.348 | 0.194 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.348 | — | |
| PatchTSTHorizon=962026.05 | 0.348 | 0.302 | |
| iTransformerHorizon=962026.05 | 0.349 | 0.297 | |
| N-S Trans.Backbone=Crossformer, Method Category=Temporal Shift Method2025.10 | 0.355 | 0.203 | |
| FOILBackbone=Crossformer, Method Category=Combined Method2025.10 | 0.357 | 0.206 | |
| RevINBackbone=Crossformer, Method Category=Temporal Shift Method2025.10 | 0.358 | 0.205 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.358 | — | |
| IRM+RevINBackbone=Crossformer, Method Category=Combined Method2025.10 | 0.362 | 0.202 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.364 | — | |
| VisionTS++hyperparameter tuning=true2026.04 | 0.365 | 0.327 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.367 | — | |
| iTransformerBackbone=iTransformer, Protocol=Baseline pretrained on KS + LMC2026.04 | 0.367 | — | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.368 | — | |
| TimePFNBackbone=TimePFN, Protocol=Baseline pretrained on KS + LMC2026.04 | 0.369 | — | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.369 | — | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.369 | — | |
| TriTShyperparameter tuning=true2026.04 | 0.372 | 0.312 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.374 | — | |
| TimesNetHorizon=962026.05 | 0.374 | 0.34 | |
| VisionTShyperparameter tuning=true2026.04 | 0.375 | 0.333 | |
| MOIRAI-L2025.08 | 0.376 | 0.354 | |
| WPMixerhyperparameter tuning=true2026.04 | 0.379 | 0.328 | |
| EIIL+RevINBackbone=Crossformer, Method Category=Combined Method2025.10 | 0.38 | 0.218 | |
| PatchTSThyperparameter tuning=true2026.04 | 0.381 | 0.324 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.382 | — | |
| TimeMixerhyperparameter tuning=true2026.04 | 0.384 | 0.316 | |
| FlowStateModel parameters=10.6M, Context length=4k, Zero-shot=true2025.08 | 0.384 | 0.364 | |
| Naïve MeanModel Category=Naïve Predictions2026.04 | 0.387 | — | |
| DLinearHorizon=962026.05 | 0.387 | 0.333 | |
| TimeMixerHorizon=1922026.05 | 0.392 | 0.372 | |
| STAIRHorizon=1922026.05 | 0.393 | 0.371 | |
| UniMambaPrediction Horizon=1922026.03 | 0.394 | 0.371 | |
| LightGTS-mini2025.08 | 0.395 | 0.348 | |
| UniMambaPrediction Horizon=Avg2026.03 | 0.4 | 0.373 | |
| iTransformerHorizon=1922026.05 | 0.4 | 0.38 | |
| PatchTSTHorizon=1922026.05 | 0.4 | 0.388 | |
| iTransformerhyperparameter tuning=true2026.04 | 0.403 | 0.37 | |
| PatchTSTPrediction Horizon=Avg2026.03 | 0.407 | 0.387 | |
| iTransformer2025.08 | 0.407 | 0.383 | |
| PatchTST2025.08 | 0.407 | 0.387 | |
| TimeMixerHorizon=3362026.05 | 0.414 | 0.386 | |
| TimesNetHorizon=1922026.05 | 0.414 | 0.402 | |
| Naïve LastModel Category=Naïve Predictions2026.04 | 0.422 | — | |
| STAIRHorizon=3362026.05 | 0.427 | 0.411 | |
| UniMambaPrediction Horizon=3362026.03 | 0.429 | 0.416 | |
| Seasonal NaïveModel Category=Naïve Predictions2026.04 | 0.431 | — | |
| iTransformerHorizon=3362026.05 | 0.432 | 0.428 | |
| PatchTSTHorizon=3362026.05 | 0.433 | 0.426 | |
| UniMambaPrediction Horizon=7202026.03 | 0.434 | 0.411 | |
| TimeMixerHorizon=7202026.05 | 0.434 | 0.412 | |
| TiDEHorizon=962026.05 | 0.44 | 0.4 | |
| iTransformerHorizon=7202026.05 | 0.445 | 0.427 | |
| PatchTSTHorizon=7202026.05 | 0.446 | 0.431 | |
| STAIRHorizon=7202026.05 | 0.45 | 0.418 | |
| TimesNetHorizon=3362026.05 | 0.452 | 0.452 | |
| TimesNetHorizon=7202026.05 | 0.468 | 0.462 | |
| DLinearHorizon=1922026.05 | 0.476 | 0.477 | |
| TiDEHorizon=1922026.05 | 0.509 | 0.528 | |
| DLinearHorizon=3362026.05 | 0.541 | 0.594 | |
| TiDEHorizon=3362026.05 | 0.571 | 0.643 | |
| CrossformerHorizon=962026.05 | 0.584 | 0.745 | |
| CrossformerHorizon=1922026.05 | 0.656 | 0.877 | |
| DLinearHorizon=7202026.05 | 0.657 | 0.831 | |
| TiDEHorizon=7202026.05 | 0.679 | 0.874 | |
| CrossformerHorizon=3362026.05 | 0.731 | 1.043 | |
| CrossformerHorizon=7202026.05 | 0.763 | 1.104 | |
| IRMBackbone=Crossformer, Method Category=Concept Drift Method2025.10 | 0.792 | 0.878 | |
| ERMBackbone=Crossformer, Method Category=Base2025.10 | 0.828 | 0.937 | |
| EIILBackbone=Crossformer, Method Category=Concept Drift Method2025.10 | 0.93 | 1.122 | |
| GroupDROBackbone=Crossformer, Method Category=Concept Drift Method2025.10 | 0.936 | 1.15 | |
| VRExBackbone=Crossformer, Method Category=Concept Drift Method2025.10 | 0.938 | 1.142 |