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ResearchFormerly WizWand

Time Series Forecasting on ETTm2 (MAE)

0.255MAEVFEM
0.247640.297320.3470.39668Sep 25, 2025Oct 27, 2025Nov 28, 2025Dec 30, 2025Jan 31, 2026Mar 4, 2026Apr 6, 2026
Updated 4mo ago

Evaluation results

MethodLinks
VFEMPrediction Horizon (F)=96, Evaluation Protocol=Ours2025.090.255
PatchTSTPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.090.26
GPT4TSPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.090.262
UniTSTPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.090.262
Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.040.264
Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.040.267
TimesNetPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.090.267
Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.040.268
ChronosLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.090.271
Chronos-2Backbone=Chronos-2, Protocol=Baseline (pretrained checkpoint)2026.040.273
MoiraiBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.090.273
Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.040.274
ChronosBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.090.274
MoiraiLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.090.274
iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.040.288
VFEMPrediction Horizon (F)=192, Evaluation Protocol=Ours2025.090.292
iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.040.294
iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.040.295
TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.040.297
TimePFNBackbone=TimePFN, Protocol=Baseline pretrained on KS + LMC2026.040.298
TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.040.299
TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.040.301
GPT4TSPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.090.301
iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.040.303
UniTSTPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.090.304
PatchTSTPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.090.305
iTransformerBackbone=iTransformer, Protocol=Baseline pretrained on KS + LMC2026.040.307
Naïve MeanModel Category=Naïve Predictions2026.040.307
TimesNetPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.090.309
ChronosLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.090.314
VFEMPrediction Horizon (F)=Avg, Evaluation Protocol=Ours2025.090.315
MoiraiBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.090.316
MoiraiLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.090.318
TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.040.321
ChronosBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.090.322
GPT4TSPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.090.326
UniTSTPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.090.326
Naïve LastModel Category=Naïve Predictions2026.040.328
VFEMPrediction Horizon (F)=336, Evaluation Protocol=Ours2025.090.328
PatchTSTPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.090.328
TimesNetPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.090.333
Seasonal NaïveModel Category=Naïve Predictions2026.040.334
ChronosLargePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.090.338
MoiraiBasePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.090.338
GPT4TSPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.090.341
UniTSTPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.090.341
PatchTSTPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.090.343
MoiraiLargePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.090.344
MoiraiBasePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.090.35
ChronosBasePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.090.35
TimesNetPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.090.351
ChronosLargePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.090.353
MoiraiLargePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.090.355
ChronosBasePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.090.366
VFEMPrediction Horizon (F)=720, Evaluation Protocol=Ours2025.090.385
UniTSTPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.090.395
GPT4TSPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.090.401
TimesNetPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.090.403
PatchTSTPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.090.405
MoiraiBasePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.090.411
ChronosLargePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.090.415
MoiraiLargePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.090.428
ChronosBasePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.090.439