Time Series Forecasting on ETTh2 (MSE, MAE, Imp. MSE)
0.035MSEMoirai-2
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Moirai-2Adaptation Strategy=Vanilla2026.06 | 0.035 | — | — | |
| ORCABase Model=Moirai-2, Adaptation Strategy=Refined2026.06 | 0.0355 | — | 1.3 | |
| ORCABase Model=TiRex, Adaptation Strategy=Refined2026.06 | 0.0355 | — | -0.5 | |
| TiRexAdaptation Strategy=Vanilla2026.06 | 0.0357 | — | — | |
| SundialAdaptation Strategy=Vanilla2026.06 | 0.0358 | — | — | |
| ORCABase Model=Sundial, Adaptation Strategy=Refined2026.06 | 0.036 | — | 0.6 | |
| ORCABase Model=Chronos-2, Adaptation Strategy=Refined2026.06 | 0.0366 | — | -1.8 | |
| ORCABase Model=TimesFM-2.5, Adaptation Strategy=Refined2026.06 | 0.0366 | — | -0.9 | |
| TimesFM-2.5Adaptation Strategy=Vanilla2026.06 | 0.0369 | — | — | |
| Chronos-2Adaptation Strategy=Vanilla2026.06 | 0.0373 | — | — | |
| AmplifierForecasting Horizon=962025.09 | 0.119 | 0.275 | — | |
| DUETForecasting Horizon=962025.09 | 0.121 | 0.275 | — | |
| TimeKANForecasting Horizon=962025.09 | 0.122 | 0.278 | — | |
| DAGForecasting Horizon=962025.09 | 0.127 | 0.273 | — | |
| TiDEForecasting Horizon=962025.09 | 0.127 | 0.271 | — | |
| PatchTSTForecasting Horizon=962025.09 | 0.134 | 0.293 | — | |
| CrossLinearForecasting Horizon=962025.09 | 0.135 | 0.289 | — | |
| TimeXerForecasting Horizon=962025.09 | 0.141 | 0.289 | — | |
| DAGForecasting Horizon=1922025.09 | 0.177 | 0.327 | — | |
| DAGForecasting Horizon=Avg2025.09 | 0.183 | 0.335 | — | |
| xPatchForecasting Horizon=Avg2025.09 | 0.185 | 0.348 | — | |
| xPatchForecasting Horizon=962025.09 | 0.191 | 0.352 | — | |
| TiDEForecasting Horizon=Avg2025.09 | 0.195 | 0.344 | — | |
| CrossLinearForecasting Horizon=Avg2025.09 | 0.197 | 0.354 | — | |
| DUETForecasting Horizon=Avg2025.09 | 0.198 | 0.352 | — | |
| TimeXerForecasting Horizon=Avg2025.09 | 0.199 | 0.35 | — | |
| PatchTSTForecasting Horizon=Avg2025.09 | 0.2 | 0.358 | — | |
| TimeKANForecasting Horizon=Avg2025.09 | 0.207 | 0.362 | — | |
| DAGForecasting Horizon=7202025.09 | 0.214 | 0.37 | — | |
| DAGForecasting Horizon=3362025.09 | 0.215 | 0.369 | — | |
| TFTForecasting Horizon=962025.09 | 0.217 | 0.364 | — | |
| AmplifierForecasting Horizon=Avg2025.09 | 0.219 | 0.372 | — | |
| TFTForecasting Horizon=Avg2025.09 | 0.261 | 0.409 | — | |
| FilterFormerPrediction Length=962025.08 | 0.292 | 0.344 | — | |
| FilterNetPrediction Length=962025.08 | 0.292 | 0.343 | — | |
| LeddamPrediction Length=962025.08 | 0.292 | 0.344 | — | |
| FredformerPrediction Length=962025.08 | 0.293 | 0.342 | — | |
| FilterLeddamPrediction Length=962025.08 | 0.295 | 0.35 | — | |
| iTransformerPrediction Length=962025.08 | 0.297 | 0.349 | — | |
| PatchTSTPrediction Length=962025.08 | 0.302 | 0.348 | — | |
| iFilterFormerPrediction Length=962025.08 | 0.306 | 0.351 | — | |
| DLinearPrediction Length=962025.08 | 0.32 | 0.374 | — | |
| CARD L=720 + CMBackbone=CARD, Input window size (L)=720, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.328 | 0.377 | 0.6 | |
| CARD L=720Backbone=CARD, Input window size (L)=720, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.33 | 0.378 | — | |
| PULSELook-back window length (T)=5122026.05 | 0.335 | 0.385 | — | |
| PULSELook-back window length (T)=3362026.05 | 0.339 | 0.384 | — | |
| CFPTLook-back window length (T)=5122026.05 | 0.339 | 0.388 | — | |
| PRformer + CMBackbone=PRformer, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.34 | 0.381 | 1.4 | |
| CFPTLook-back window length (T)=3362026.05 | 0.341 | 0.385 | — | |
| PULSELook-back window length (T)=7202026.05 | 0.342 | 0.388 | — | |
| PRformerBackbone=PRformer, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.345 | 0.383 | — | |
| CycleNetLook-back window length (T)=7202026.05 | 0.345 | 0.394 | — | |
| CycleNetLook-back window length (T)=5122026.05 | 0.347 | 0.394 | — | |
| CFPTLook-back window length (T)=7202026.05 | 0.347 | 0.395 | — | |
| SERAFinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.348 | 0.401 | — | |
| CycleNetLook-back window length (T)=3362026.05 | 0.355 | 0.398 | — | |
| Minusformer L=336 + CMBackbone=Minusformer, Input window size (L)=336, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.356 | 0.395 | 1.1 | |
| RAFTinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.358 | 0.408 | — | |
| CARD L=96Backbone=CARD, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.36 | 0.387 | — | |
| CARD L=96 + CMBackbone=CARD, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.36 | 0.387 | 0 | |
| Minusformer L=336Backbone=Minusformer, Input window size (L)=336, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.36 | 0.397 | — | |
| FilterFormerPrediction Length=1922025.08 | 0.364 | 0.391 | — | |
| TimeMixerinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.365 | 0.395 | — | |
| LeddamPrediction Length=1922025.08 | 0.367 | 0.389 | — | |
| FilterLeddamPrediction Length=1922025.08 | 0.368 | 0.389 | — | |
| CycleNetinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.368 | 0.406 | — | |
| FilterNetPrediction Length=1922025.08 | 0.369 | 0.395 | — | |
| FredformerPrediction Length=1922025.08 | 0.371 | 0.389 | — | |
| iFilterFormerPrediction Length=1922025.08 | 0.374 | 0.398 | — | |
| PPM2026.05 | 0.376 | 0.394 | — | |
| iTransformerPrediction Length=1922025.08 | 0.38 | 0.4 | — | |
| FredformerPrediction Length=3362025.08 | 0.382 | 0.409 | — | |
| iTransformer + CMBackbone=iTransformer, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.383 | 0.406 | 0.3 | |
| iTransformerBackbone=iTransformer, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.384 | 0.407 | — | |
| Minusformer L=96 + CMBackbone=Minusformer, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.385 | 0.406 | 2.3 | |
| PatchTSTPrediction Length=1922025.08 | 0.388 | 0.4 | — | |
| Minusformer L=96Backbone=Minusformer, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.394 | 0.409 | — | |
| LeddamPrediction Length=3362025.08 | 0.412 | 0.424 | — | |
| FilterLeddamPrediction Length=3362025.08 | 0.412 | 0.422 | — | |
| FilterLeddamPrediction Length=7202025.08 | 0.412 | 0.433 | — | |
| FredformerPrediction Length=7202025.08 | 0.415 | 0.434 | — | |
| FilterFormerPrediction Length=3362025.08 | 0.416 | 0.426 | — | |
| iFilterFormerPrediction Length=3362025.08 | 0.416 | 0.452 | — | |
| LeddamPrediction Length=7202025.08 | 0.419 | 0.438 | — | |
| FilterNetPrediction Length=3362025.08 | 0.42 | 0.432 | — | |
| iFilterFormerPrediction Length=7202025.08 | 0.42 | 0.442 | — | |
| FilterFormerPrediction Length=7202025.08 | 0.424 | 0.445 | — | |
| PatchTSTPrediction Length=3362025.08 | 0.426 | 0.433 | — | |
| iTransformerPrediction Length=7202025.08 | 0.427 | 0.445 | — | |
| iTransformerPrediction Length=3362025.08 | 0.428 | 0.432 | — | |
| FilterNetPrediction Length=7202025.08 | 0.43 | 0.446 | — | |
| PatchTSTPrediction Length=7202025.08 | 0.431 | 0.446 | — | |
| DLinearinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.445 | 0.472 | — | |
| NsDiff2026.05 | 0.448 | 0.448 | — | |
| DLinearPrediction Length=1922025.08 | 0.449 | 0.454 | — | |
| DLinearPrediction Length=3362025.08 | 0.467 | 0.469 | — | |
| PatchTSTinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.472 | 0.479 | — | |
| TimesNetinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.486 | 0.491 | — | |
| Autoformerinput time series length=720, horizons=96, 192, 336, 720 (averaged)2026.06 | 0.494 | 0.516 | — | |
| TMDM2026.05 | 0.535 | 0.474 | — |