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Time Series Forecasting on ETTm1 (MSE, MAE)

0.359MAEChronos-2
0.23121.093851.95652.81915Jun 20, 2024Oct 2, 2024Jan 15, 2025Apr 30, 2025Aug 13, 2025Nov 26, 2025Mar 11, 2026

Evaluation results

MethodLinks
Chronos-2Params=120M, Zero-shot=true2026.020.359—
TiRexParams=30M, Zero-shot=true2026.020.365—
ReversoParams=2.6M, Zero-shot=true2026.020.367—
Sundial-LParams=444M, Zero-shot=true2026.020.369—
SEMixerAveraged horizons=96, 192, 336, 720 steps2026.020.3750.342
Reverso-SmallParams=550K, Zero-shot=true2026.020.376—
Mixer++H=Avg2025.120.3780.369
TSMixerAveraged horizons=96, 192, 336, 720 steps2026.020.3780.348
PatchTSTPrediction Length=Avg2024.060.380.351
DLinearAveraged horizons=96, 192, 336, 720 steps2026.020.380.35
Time-MoE_baseProtocol=full-shot2026.030.3810.345
Reverso-NanoParams=200K, Zero-shot=true2026.020.382—
TimePerceiverInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.120.3830.362
Deform.TSTAveraged horizons=96, 192, 336, 720 steps2026.020.3830.351
TimeMixerAveraged horizons=96, 192, 336, 720 steps2026.020.3830.352
PatchTSTAveraged horizons=96, 192, 336, 720 steps2026.020.3840.347
TimeSqueeze_baseProtocol=full-shot2026.030.3860.383
SAMH=Avg2025.120.3880.373
xLSTM-MixerInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.120.3890.386
Super-LinearParams=2.6M, Zero-shot=true2026.020.389—
ModernTCNAveraged horizons=96, 192, 336, 720 steps2026.020.390.36
PathformerAveraged horizons=96, 192, 336, 720 steps2026.020.390.365
Timer-XLParams=85M, Zero-shot=true2026.020.392—
TQNetProtocol=full-shot2026.030.3930.377
PatchTSTTraining=Full-data2026.010.3950.381
TimeKANH=Avg2025.120.3950.377
TimeXerAveraged horizons=96, 192, 336, 720 steps2026.020.3950.366
TimeMixerProtocol=full-shot2026.030.3950.381
ItransformerAveraged horizons=96, 192, 336, 720 steps2026.020.3960.362
CycleNetMLPProtocol=full-shot2026.030.3960.379
GPT4TSTraining=Full-data2026.010.3970.389
SageFormerInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.120.40.388
PatchTSTProtocol=full-shot2026.030.40.387
LTSM-DIFFTraining=Full-data2026.010.4020.403
CALFTraining=Full-data2026.010.4040.409
CrossGNNInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.120.4040.393
TwinsH=Avg2025.120.4040.393
TimesNetAveraged horizons=96, 192, 336, 720 steps2026.020.4040.392
SegRNNInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.120.4050.388
TimesNetProtocol=full-shot2026.030.4050.4
TimeLLMTraining=Full-data2026.010.4090.41
iTransformerProtocol=full-shot2026.030.4090.407
iTransH=Avg2025.120.410.407
iTransformerTraining=Full-data2026.010.4110.407
MSGNetInput length L=96, Prediction lengths H={96, 192, 336, 720}2025.120.4110.398
PatchTSTH=Avg2025.120.4120.391
DLinearH=Avg2025.120.4120.4
LTSM-BundlePrediction Length=Avg2024.060.4160.362
SEMixerInput length=25602026.020.430.425
IdealTSFH=Avg2025.120.4310.409
TSMixerInput length=25602026.020.4420.431
FSMLPPrediction Length=9602024.120.4480.478
DLinearInput length=25602026.020.4490.428
Deform.TSTInput length=25602026.020.450.448
PatchTSTInput length=25602026.020.4520.447
ScaleformerInput length=25602026.020.4530.443
PatchTSTPrediction Length=9602024.120.4580.494
FSMLPPrediction Length=14402024.120.4650.505
TimeXerInput length=25602026.020.4660.454
ModernTCNInput length=25602026.020.4660.463
FSMLPPrediction Length=21602024.120.4690.511
PatchTSTPrediction Length=14402024.120.4790.525
PatchTSTPrediction Length=21602024.120.4830.532
ItransformerInput length=25602026.020.4850.489
TimeMixerInput length=25602026.020.490.506
DLinearProtocol=full-shot2026.030.4950.513
CrossformerTraining=Full-data2026.010.5020.502
FreTSPrediction Length=9602024.120.5040.54
FreTSPrediction Length=14402024.120.5370.592
FreTSPrediction Length=21602024.120.5690.635
TSMixerPrediction Length=9602024.120.6050.684
TSMixerPrediction Length=14402024.120.650.755
ReformerPrediction Length=Avg2024.060.6710.799
TSMixerPrediction Length=21602024.120.6910.819
Cast-R12026.021.163.465
ConvTimeNet2026.021.2526.358
Chronos-22026.021.3234.414
PatchTST2026.021.3975.838
iTransformer2026.021.465.771
TimeLLM2026.021.6685.137
TimesFM2026.022.0125.996
DLinear2026.022.3725.525
ARIMA2026.022.5139.898
TimeReasoner2026.022.5526.864
TimeXer2026.022.5544.387
OFA2026.022.77110.024
Prophet2026.023.55412.225