Time Series Forecasting on ETTm1 (test)
0.19MSEPatchTST + LIFT
Evaluation results
| Method | Links | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PatchTST + LIFTBackbone=PatchTST, Prediction Length=24, LIFT enhancement=true2024.01 | 0.19 | — | 0.269 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTBackbone=PatchTST, Prediction Length=242024.01 | 0.193 | — | 0.27 | — | — | — | — | — | — | — | — | — | — | — | |
| DLinear + LIFTBackbone=DLinear, Prediction Length=24, LIFT enhancement=true2024.01 | 0.196 | — | 0.275 | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearBackbone=DLinear, Prediction Length=242024.01 | 0.211 | — | 0.285 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTST + LIFTBackbone=PatchTST, Prediction Length=48, LIFT enhancement=true2024.01 | 0.252 | — | 0.316 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTBackbone=PatchTST, Prediction Length=482024.01 | 0.254 | — | 0.319 | — | — | — | — | — | — | — | — | — | — | — | |
| DLinear + LIFTBackbone=DLinear, Prediction Length=48, LIFT enhancement=true2024.01 | 0.258 | — | 0.321 | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearBackbone=DLinear, Prediction Length=482024.01 | 0.272 | — | 0.326 | — | — | — | — | — | — | — | — | — | — | — | |
| CrossformerPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.28 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| CrossformerPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.28 | — | — | — | — | — | — | — | 0 | — | — | — | — | — | |
| PatchTST + LIFTBackbone=PatchTST, Prediction Length=96, LIFT enhancement=true2024.01 | 0.287 | — | 0.338 | — | — | — | — | — | — | — | — | — | — | — | |
| TrioHorizon=962026.06 | 0.289 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTBackbone=PatchTST, Prediction Length=962024.01 | 0.29 | — | 0.342 | — | — | — | — | — | — | — | — | — | — | — | |
| Cross-RAGzero-shot=true, input length=512, forecasting horizon=64, backbone=Chronos-Bolt, k=15, lambda=0.72026.03 | 0.29 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Cross-RAGmode=zero-shot2026.03 | 0.29 | — | 0.319 | — | — | — | — | — | — | — | — | — | — | — | |
| SegRNNPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.29 | — | — | — | — | — | — | — | 0.55 | — | — | — | — | — | |
| PatchTSTHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.292 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinear + LIFTBackbone=DLinear, Prediction Length=96, LIFT enhancement=true2024.01 | 0.293 | — | 0.342 | — | — | — | — | — | — | — | — | — | — | — | |
| SpecReTFPrediction Length=962026.06 | 0.295 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SFFData proportion=100%, Prediction length=962026.06 | 0.2954 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SFFData proportion=50%, Prediction length=962026.06 | 0.2955 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SFFData proportion=75%, Prediction length=962026.06 | 0.2956 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TS-RAGzero-shot=true, input length=512, forecasting horizon=64, k=52026.03 | 0.298 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SFFData proportion=25%, Prediction length=962026.06 | 0.298 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearBackbone=DLinear, Prediction Length=962024.01 | 0.299 | — | 0.343 | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.3 | — | — | — | — | — | — | — | 1.68 | — | — | — | — | — | |
| PatchTSTPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.3 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTPost-Training=true, Forecast Horizons=96, 192, HPO Algorithm=SH2025.05 | 0.3 | — | — | — | — | — | — | — | 1.08 | — | — | — | — | — | |
| SegRNNPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.3 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.301 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| RAFTPrediction Length=962026.06 | 0.302 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FFData proportion=25%, Prediction length=962026.06 | 0.3049 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Root PurgeHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.305 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| RRRHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.306 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| RAFzero-shot=true, input length=512, forecasting horizon=642026.03 | 0.306 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction Length=962026.06 | 0.306 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FFData proportion=50%, Prediction length=962026.06 | 0.3069 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TSLANetHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.307 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FFData proportion=75%, Prediction length=962026.06 | 0.3092 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TFSData proportion=100%, Prediction length=962026.06 | 0.3093 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FITSHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.31 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearPost-Training=false, Forecast Horizons=96, 1922025.05 | 0.31 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TimeMixer++Horizon=962026.06 | 0.31 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Chronos-boltmode=zero-shot2026.03 | 0.311 | — | 0.319 | — | — | — | — | — | — | — | — | — | — | — | |
| TFSData proportion=75%, Prediction length=962026.06 | 0.3116 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FFData proportion=100%, Prediction length=962026.06 | 0.3128 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.314 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FilterNetHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.315 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TTMmode=zero-shot2026.03 | 0.315 | — | 0.325 | — | — | — | — | — | — | — | — | — | — | — | |
| TFSData proportion=50%, Prediction length=962026.06 | 0.3189 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| MSGNetHorizon=962025.11 | 0.319 | — | 0.366 | — | — | — | — | — | — | — | — | — | — | — | |
| TimeMixerHorizon=962026.06 | 0.32 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Time-MoEmode=zero-shot2026.03 | 0.321 | — | 0.334 | — | — | — | — | — | — | — | — | — | — | — | |
| TIMEKANHorizon=962026.06 | 0.322 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TimesNetPrediction Length=962026.06 | 0.322 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SpecReTFPrediction Length=1922026.06 | 0.325 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Patch-wiseHorizon=962026.06 | 0.326 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTST + LIFTBackbone=PatchTST, Prediction Length=192, LIFT enhancement=true2024.01 | 0.329 | — | 0.367 | — | — | — | — | — | — | — | — | — | — | — | |
| RAFTPrediction Length=1922026.06 | 0.329 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.33 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| MICNPrediction Length=962026.06 | 0.331 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTBackbone=PatchTST, Prediction Length=1922024.01 | 0.332 | — | 0.369 | — | — | — | — | — | — | — | — | — | — | — | |
| TimesFMmode=zero-shot2026.03 | 0.332 | — | 0.333 | — | — | — | — | — | — | — | — | — | — | — | |
| Root PurgeHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.333 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TFSData proportion=25%, Prediction length=962026.06 | 0.333 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinear + LIFTBackbone=DLinear, Prediction Length=192, LIFT enhancement=true2024.01 | 0.334 | — | 0.365 | — | — | — | — | — | — | — | — | — | — | — | |
| iTransformerHorizon=962026.06 | 0.334 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearBackbone=DLinear, Prediction Length=1922024.01 | 0.335 | — | 0.365 | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.335 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| NoRINBackbone=Informer, Prediction Horizon (H)=962026.05 | 0.3357 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| RRRHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.336 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| D-CTNetHorizon=962025.11 | 0.337 | — | 0.365 | — | — | — | — | — | — | — | — | — | — | — | |
| TimesNetHorizon=962025.11 | 0.338 | — | 0.375 | — | — | — | — | — | — | — | — | — | — | — | |
| TimesNetHorizon (H)=96, Lookback Window (L)=7202025.09 | 0.338 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FITSHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.338 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TrioHorizon=1922026.06 | 0.339 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TimeAlignConfidence Interval=99%2025.09 | 0.34 | — | 0.367 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction Length=962026.06 | 0.341 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearPrediction Length=1922026.06 | 0.341 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SparseTSFHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.343 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SpecReTFPrediction Length=Avg2026.06 | 0.343 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon=962025.11 | 0.345 | — | 0.372 | — | — | — | — | — | — | — | — | — | — | — | |
| TimesFMHorizon=962026.06 | 0.345 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| DLinearHorizon=962026.06 | 0.346 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TVNetConfidence Interval=99%2025.09 | 0.348 | — | 0.379 | — | — | — | — | — | — | — | — | — | — | — | |
| TimeMixer++Horizon=1922026.06 | 0.348 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| HaKANPrediction Length (T)=Avg., Look-back Length (L)=3362026.01 | 0.349 | — | 0.38 | — | — | — | — | — | — | — | — | — | — | — | |
| TSLANetHorizon (H)=192, Lookback Window (L)=7202025.09 | 0.349 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| FedTRLzero-shot=true2026.04 | 0.349 | — | 0.383 | — | — | — | — | — | — | — | — | — | — | — | |
| RAFTPrediction Length=Avg2026.06 | 0.349 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| MOMENTmode=zero-shot2026.03 | 0.351 | — | 0.383 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon=962025.11 | 0.352 | — | 0.374 | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTHorizon=962026.06 | 0.352 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| MOIRAIHorizon=962026.06 | 0.353 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| SpecReTFPrediction Length=3362026.06 | 0.353 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| RLinearHorizon=962025.11 | 0.355 | — | 0.376 | — | — | — | — | — | — | — | — | — | — | — | |
| RAFTPrediction Length=3362026.06 | 0.355 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| PatchTSTPrediction Length=1922026.06 | 0.355 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| TimesNetPrediction Length=1922026.06 | 0.355 | — | — | — | — | — | — | — | — | — | — | — | — | — | |
| Time-MoE_uscale=ultra, zero-shot=true2026.04 | 0.356 | — | 0.391 | — | — | — | — | — | — | — | — | — | — | — |