Time Series Forecasting on ETTm2
0.105MSEFAN
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| FANBackbone=DLinear2024.09 | 0.105 | — | — | — | |
| FANBackbone=SCINet2024.09 | 0.105 | — | — | — | |
| SANBackbone=SCINet2024.09 | 0.105 | — | — | — | |
| SANBackbone=DLinear2024.09 | 0.106 | — | — | — | |
| SANBackbone=FEDformer2024.09 | 0.106 | — | — | — | |
| FANBackbone=Informer2024.09 | 0.106 | — | — | — | |
| Dish-TSBackbone=DLinear2024.09 | 0.108 | — | — | — | |
| FANBackbone=FEDformer2024.09 | 0.111 | — | — | — | |
| RevINBackbone=SCINet2024.09 | 0.112 | — | — | — | |
| RevINBackbone=DLinear2024.09 | 0.113 | — | — | — | |
| Full2024.06 | 0.113 | 0.23 | — | — | |
| SANBackbone=Informer2024.09 | 0.114 | — | — | — | |
| RevINBackbone=FEDformer2024.09 | 0.121 | — | — | — | |
| Dish-TSBackbone=SCINet2024.09 | 0.122 | — | — | — | |
| Dish-TSBackbone=FEDformer2024.09 | 0.125 | — | — | — | |
| RevINBackbone=Informer2024.09 | 0.13 | — | — | — | |
| RIDDEZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.137 | 0.217 | — | — | |
| Gated KANH=96, seed=42, preprocessing=RevIN, adaptive norm, decomposition, patching, optimizer=Adam, schedule=cosine LR2026.05 | 0.147 | — | — | — | |
| Chronos-boltZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.149 | 0.224 | — | — | |
| DLinearH=96, seed=42, preprocessing=RevIN, adaptive norm, decomposition, patching, optimizer=Adam, schedule=cosine LR2026.05 | 0.15 | — | — | — | |
| TTMZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.151 | 0.241 | — | — | |
| Dish-TSBackbone=Informer2024.09 | 0.153 | — | — | — | |
| TESLACondTSF=true2024.06 | 0.155 | 0.292 | — | — | |
| FACBackbone=PatchTST, Horizon=962026.05 | 0.1558 | — | — | — | |
| LTSM-BundlePrediction Length=96, Few-shot data percentage=5%2024.06 | 0.156 | 0.266 | — | — | |
| FACBackbone=DLinear, Horizon=962026.05 | 0.156 | — | — | — | |
| FACBackbone=FreTS, Horizon=962026.05 | 0.1563 | — | — | — | |
| FACBackbone=OLS, Horizon=962026.05 | 0.1563 | — | — | — | |
| TAFASBackbone=FreTS, Horizon=962026.05 | 0.1566 | — | — | — | |
| PETSABackbone=FreTS, Horizon=962026.05 | 0.1569 | — | — | — | |
| TAFASBackbone=PatchTST, Horizon=962026.05 | 0.1569 | — | — | — | |
| PETSABackbone=PatchTST, Horizon=962026.05 | 0.1569 | — | — | — | |
| Time-MoEZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.157 | 0.254 | — | — | |
| TAFASBackbone=DLinear, Horizon=962026.05 | 0.1581 | — | — | — | |
| BaseBackbone=PatchTST, Horizon=962026.05 | 0.1581 | — | — | — | |
| BaseBackbone=FreTS, Horizon=962026.05 | 0.1582 | — | — | — | |
| PETSABackbone=DLinear, Horizon=962026.05 | 0.1583 | — | — | — | |
| TAFASBackbone=OLS, Horizon=962026.05 | 0.1594 | — | — | — | |
| PETSABackbone=OLS, Horizon=962026.05 | 0.1595 | — | — | — | |
| BaseBackbone=DLinear, Horizon=962026.05 | 0.1598 | — | — | — | |
| BaseBackbone=OLS, Horizon=962026.05 | 0.1602 | — | — | — | |
| FACBackbone=iTransformer, Horizon=962026.05 | 0.1613 | — | — | — | |
| DiPE-LinearPrediction Length=962024.11 | 0.162 | 0.252 | — | — | |
| FITSPrediction Length=962024.11 | 0.162 | 0.253 | — | — | |
| RLinearPrediction Length=962024.11 | 0.162 | 0.251 | — | — | |
| NlinearPrediction Length=962024.11 | 0.162 | 0.252 | — | — | |
| DiPE-LinearPrediction Length=962024.11 | 0.162 | 0.252 | — | — | |
| DLinearPrediction Length=962024.11 | 0.163 | 0.255 | — | — | |
| CycleNetLook-back length=96, Prediction length=962026.02 | 0.163 | 0.246 | — | — | |
| RLinearPrediction Length=96, Historical Horizon=3362023.05 | 0.164 | 0.253 | — | — | |
| TAFASBackbone=iTransformer, Horizon=962026.05 | 0.164 | — | — | — | |
| PETSABackbone=iTransformer, Horizon=962026.05 | 0.164 | — | — | — | |
| BaseBackbone=iTransformer, Horizon=962026.05 | 0.1647 | — | — | — | |
| PatchTSTPrediction Length=96, Historical Horizon=3362023.05 | 0.165 | 0.256 | — | — | |
| PatchTSTPrediction Length=962024.11 | 0.165 | 0.255 | — | — | |
| ChronosZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.166 | 0.252 | — | — | |
| DLinearPrediction Length=96, Historical Horizon=3362023.05 | 0.167 | 0.26 | — | — | |
| DATMCondTSF=true2024.06 | 0.167 | 0.305 | — | — | |
| iTransformerH=96, Variant=+Ours2026.02 | 0.167 | 0.246 | — | — | |
| GTRLook-back length=96, Prediction length=962026.02 | 0.168 | 0.249 | — | — | |
| MOMENTZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.17 | 0.258 | — | — | |
| TimesFMZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.17 | 0.255 | — | — | |
| RMMH=962026.02 | 0.172 | 0.249 | — | — | |
| PatchTSTH=96, Variant=+Ours2026.02 | 0.172 | 0.25 | — | — | |
| TimesNetH=96, Variant=+Ours2026.02 | 0.172 | 0.25 | — | — | |
| DLinearH=96, Variant=+Ours2026.02 | 0.172 | 0.249 | — | — | |
| RMLPPrediction Length=96, Historical Horizon=3362023.05 | 0.174 | 0.259 | — | — | |
| TIME-LLMPrediction Length=96, Few-shot=5%2023.10 | 0.174 | 0.261 | — | — | |
| PaiFilterPrediction length (τ)=96, Lookback window length (L)=962024.11 | 0.174 | 0.257 | — | — | |
| PatchTSTLookback length L=96, Forecast length T=962024.03 | 0.175 | 0.259 | — | — | |
| TexFilterPrediction length (τ)=96, Lookback window length (L)=962024.11 | 0.175 | 0.258 | — | — | |
| iTransformerPrediction Length=962024.11 | 0.175 | 0.266 | — | — | |
| TimeMixerLook-back length=96, Prediction length=962026.02 | 0.175 | 0.258 | — | — | |
| RMSMH=962026.02 | 0.176 | 0.255 | — | — | |
| TIME-LLMTraining Data=10%, Horizon=962023.10 | 0.177 | 0.261 | — | — | |
| MICNPrediction Length=962024.11 | 0.178 | 0.273 | — | — | |
| S-MambaLookback length L=96, Forecast length T=962024.03 | 0.179 | 0.263 | — | — | |
| Super-LinearHorizon=96, Model Size=2.5M, Zero-shot=true2025.09 | 0.179 | 0.265 | — | — | |
| iTransformerLookback length L=96, Forecast length T=962024.03 | 0.18 | 0.264 | — | — | |
| FEDformerPrediction Length=962024.11 | 0.18 | 0.271 | — | — | |
| iTransformerH=96, Variant=Original2026.02 | 0.18 | 0.264 | — | — | |
| RLinearLookback length L=96, Forecast length T=962024.03 | 0.182 | 0.265 | — | — | |
| PatchTSTH=96, Variant=Original2026.02 | 0.183 | 0.27 | — | — | |
| iTransformerH=96, seed=42, preprocessing=RevIN, adaptive norm, decomposition, patching, optimizer=Adam, schedule=cosine LR2026.05 | 0.184 | — | — | — | |
| iTransformerPrediction Length (H)=962026.02 | 0.1849 | 0.2706 | 0.43 | — | |
| TimesNetLookback length L=96, Forecast length T=962024.03 | 0.187 | 0.267 | — | — | |
| TimesNetPrediction Length=962024.11 | 0.187 | 0.267 | — | — | |
| TimesNetH=96, Variant=Original2026.02 | 0.187 | 0.267 | — | — | |
| TimesNetPrediction Length=96, Historical Horizon=3362023.05 | 0.188 | 0.267 | — | — | |
| Timer-XLHorizon=96, Model Size=84M, Zero-shot=true2025.09 | 0.189 | 0.277 | — | — | |
| FACBackbone=DLinear, Horizon=1922026.05 | 0.1894 | — | — | — | |
| FACBackbone=OLS, Horizon=1922026.05 | 0.1897 | — | — | — | |
| PPCondTSF=true2024.06 | 0.19 | 0.336 | — | — | |
| TAFASBackbone=FreTS, Horizon=1922026.05 | 0.1901 | — | — | — | |
| FACBackbone=FreTS, Horizon=1922026.05 | 0.1901 | — | — | — | |
| PETSABackbone=FreTS, Horizon=1922026.05 | 0.1908 | — | — | — | |
| TAFASBackbone=DLinear, Horizon=1922026.05 | 0.1917 | — | — | — | |
| Non-stationary TransformerPrediction Length=962022.05 | 0.192 | 0.274 | — | — | |
| PETSABackbone=DLinear, Horizon=1922026.05 | 0.192 | — | — | — | |
| BaseBackbone=FreTS, Horizon=1922026.05 | 0.1923 | — | — | — |