Time Series Forecasting on ETTh2 (test)
0.24MSESegRNN
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| SegRNNPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.24 | — | — | |
| SegRNNPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.24 | — | 0.26 | |
| Cross-RAGzero-shot=true, input length=512, forecasting horizon=64, backbone=Chronos-Bolt, k=15, lambda=0.72026.03 | 0.243 | — | — | |
| Cross-RAGmode=zero-shot, input length=512, forecasting horizon=64, backbone=Chronos-Bolt2026.03 | 0.243 | 0.299 | — | |
| TS-RAGzero-shot=true, input length=512, forecasting horizon=64, k=52026.03 | 0.246 | — | — | |
| RAFzero-shot=true, input length=512, forecasting horizon=642026.03 | 0.252 | — | — | |
| Chronos-boltmode=zero-shot2026.03 | 0.252 | 0.299 | — | |
| Time-MoEmode=zero-shot2026.03 | 0.252 | 0.322 | — | |
| TTMmode=zero-shot2026.03 | 0.253 | 0.303 | — | |
| Moiraimode=zero-shot2026.03 | 0.255 | 0.305 | — | |
| Chronosmode=zero-shot2026.03 | 0.266 | 0.314 | — | |
| RRRHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.268 | — | — | |
| Root PurgeHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.268 | — | — | |
| Train-BTDZero-shot=true2025.04 | 0.269 | 0.332 | — | |
| SpecReTFPrediction Length=962026.06 | 0.269 | — | — | |
| CrossformerPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.27 | — | — | |
| CrossformerPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.27 | — | 1.13 | |
| DLinearPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.27 | — | — | |
| DLinearPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.27 | — | 0.18 | |
| SFFData proportion=25%, Prediction length=962026.06 | 0.271 | — | — | |
| FITSHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.272 | — | — | |
| Train-TDZero-shot=true2025.04 | 0.273 | 0.339 | — | |
| SFFData proportion=50%, Prediction length=962026.06 | 0.273 | — | — | |
| SFFData proportion=100%, Prediction length=962026.06 | 0.2737 | — | — | |
| PatchTSTHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.274 | — | — | |
| MOMENTmode=zero-shot2026.03 | 0.274 | 0.333 | — | |
| RAFTPrediction Length=962026.06 | 0.276 | — | — | |
| SFFData proportion=75%, Prediction length=962026.06 | 0.2772 | — | — | |
| TFSData proportion=50%, Prediction length=962026.06 | 0.2775 | — | — | |
| TFSData proportion=100%, Prediction length=962026.06 | 0.2777 | — | — | |
| TIME-LLMHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.279 | 0.337 | — | |
| TFSData proportion=75%, Prediction length=962026.06 | 0.2796 | — | — | |
| PatchTSTPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.28 | — | 3.06 | |
| DLinearHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.282 | — | — | |
| FFData proportion=25%, Prediction length=962026.06 | 0.2866 | — | — | |
| RLinearHorizon=962025.11 | 0.288 | 0.338 | — | |
| TimerZero-shot=true2025.04 | 0.288 | 0.34 | — | |
| ChronosZero-shot=true2025.04 | 0.289 | 0.345 | — | |
| TimesFMmode=zero-shot2026.03 | 0.289 | 0.323 | — | |
| TFSData proportion=25%, Prediction length=962026.06 | 0.2891 | — | — | |
| MoiraiZero-shot=true2025.04 | 0.29 | 0.344 | — | |
| PatchTSTPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.29 | — | — | |
| FFData proportion=50%, Prediction length=962026.06 | 0.2905 | — | — | |
| Train-BZero-shot=true2025.04 | 0.291 | 0.347 | — | |
| SparseTSFHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.294 | — | — | |
| TSLANetHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.299 | — | — | |
| FFData proportion=75%, Prediction length=962026.06 | 0.3032 | — | — | |
| PatchTSTHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.304 | 0.35 | — | |
| RLinearVariant=BSA2024.10 | 0.304 | 0.37 | — | |
| DLinearPrediction Length=962026.06 | 0.304 | — | — | |
| FFData proportion=100%, Prediction length=962026.06 | 0.3047 | — | — | |
| D-CTNetHorizon=962025.11 | 0.306 | 0.353 | — | |
| FreTSVariant=BSA2024.10 | 0.308 | 0.387 | — | |
| RLinearVariant=base2024.10 | 0.309 | 0.37 | — | |
| FilterNetHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.309 | — | — | |
| FreTSVariant=base2024.10 | 0.31 | 0.393 | — | |
| AutoformerPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.31 | — | 21.02 | |
| PatchTSTVariant=BSA2024.10 | 0.314 | 0.374 | — | |
| iTransformerVariant=BSA2024.10 | 0.317 | 0.378 | — | |
| CrossformerVariant=BSA2024.10 | 0.317 | 0.396 | — | |
| PatchTSTVariant=base2024.10 | 0.317 | 0.375 | — | |
| TimesNetInput length=96, Prediction lengths={24, 48, 168, 336}2024.02 | 0.321 | 0.364 | — | |
| iTransformerVariant=base2024.10 | 0.321 | 0.38 | — | |
| CrossformerVariant=base2024.10 | 0.323 | 0.402 | — | |
| HaKANPrediction Length (T)=Avg., Look-back Length (L)=3362026.01 | 0.323 | 0.378 | — | |
| TVNetConfidence Interval=99%2025.09 | 0.324 | 0.377 | — | |
| Root PurgeHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.328 | — | — | |
| RRRHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.329 | — | — | |
| FedTRLLook-back window=512, Forecasting horizons={96, 192, 336, 720}, Full-shot adaptation=true, Adaptation epochs=12026.04 | 0.33 | 0.383 | — | |
| PatchTSTLook-back window=512, Forecasting horizons={96, 192, 336, 720}2026.04 | 0.33 | 0.379 | — | |
| FITSHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.331 | — | — | |
| PatchTSTHorizon=Avg., Lookback window (L)=5122025.09 | 0.331 | 0.381 | — | |
| SpecReTFPrediction Length=1922026.06 | 0.332 | — | — | |
| GPT4TSHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.335 | 0.374 | — | |
| TimeAlignConfidence Interval=99%2025.09 | 0.336 | 0.382 | — | |
| PatchTSTHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.338 | — | — | |
| SparseTSFHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.339 | — | — | |
| FEDformerHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.34 | — | — | |
| TimesNetHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.34 | — | — | |
| SpecReTFPrediction Length=Avg2026.06 | 0.34 | — | — | |
| DLinearVariant=BSA2024.10 | 0.341 | 0.398 | — | |
| PatchTST/64Prediction Length (T)=Avg., Look-back Length (L)=3362026.01 | 0.341 | 0.386 | — | |
| Super-LinearHorizon=Avg., Lookback window (L)=5122025.09 | 0.346 | 0.388 | — | |
| DLinearHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.347 | 0.4 | — | |
| RAFTPrediction Length=1922026.06 | 0.347 | — | — | |
| DLinearVariant=base2024.10 | 0.349 | 0.406 | — | |
| DLinearHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.35 | — | — | |
| FedTRLzero-shot=true2026.04 | 0.35 | 0.38 | — | |
| TIME-LLMHorizon=192, Evaluation Protocol=Zero-shot2023.10 | 0.351 | 0.374 | — | |
| FEDformerInput length=96, Prediction lengths={24, 48, 168, 336}2024.02 | 0.351 | 0.393 | — | |
| AutoformerInput length=96, Prediction lengths={24, 48, 168, 336}2024.02 | 0.352 | 0.394 | — | |
| RRRHorizon (H)=336, Lookback Window (L)=7202025.09 | 0.352 | — | — | |
| TIME-LLMHorizon=Avg, Evaluation Protocol=Zero-shot2023.10 | 0.353 | 0.387 | — | |
| FITSHorizon (H)=336, Lookback Window (L)=7202025.09 | 0.354 | — | — | |
| Root PurgeHorizon (H)=336, Lookback Window (L)=7202025.09 | 0.355 | — | — | |
| PatchTSTPrediction Length=962026.06 | 0.355 | — | — | |
| ContiFormerInput length=96, Prediction lengths={24, 48, 168, 336}2024.02 | 0.356 | 0.395 | — | |
| TimeXerLook-back window=512, Forecasting horizons={96, 192, 336, 720}2026.04 | 0.356 | 0.398 | — | |
| RAFTPrediction Length=Avg2026.06 | 0.356 | — | — | |
| TimesNetHorizon=96, Evaluation Protocol=Zero-shot2023.10 | 0.358 | 0.387 | — |