Time Series Forecasting on ETTm2 (MAE)
0.255MAEVFEM
Evaluation Results
| Method | Links | |
|---|---|---|
| VFEMPrediction Horizon (F)=96, Evaluation Protocol=Ours2025.09 | 0.255 | |
| PatchTSTPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.26 | |
| GPT4TSPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.262 | |
| UniTSTPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.262 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.264 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.267 | |
| TimesNetPrediction Horizon (F)=96, Evaluation Protocol=Supervised2025.09 | 0.267 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.268 | |
| ChronosLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.271 | |
| Chronos-2Backbone=Chronos-2, Protocol=Baseline (pretrained checkpoint)2026.04 | 0.273 | |
| MoiraiBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.273 | |
| Chronos-2Backbone=Chronos-2, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.274 | |
| ChronosBasePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.274 | |
| MoiraiLargePrediction Horizon (F)=96, Evaluation Protocol=Zero-Shot2025.09 | 0.274 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.288 | |
| VFEMPrediction Horizon (F)=192, Evaluation Protocol=Ours2025.09 | 0.292 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.294 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.295 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Combined)2026.04 | 0.297 | |
| TimePFNBackbone=TimePFN, Protocol=Baseline pretrained on KS + LMC2026.04 | 0.298 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Drift)2026.04 | 0.299 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Regime Shift)2026.04 | 0.301 | |
| GPT4TSPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.301 | |
| iTransformerBackbone=iTransformer, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.303 | |
| UniTSTPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.304 | |
| PatchTSTPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.305 | |
| iTransformerBackbone=iTransformer, Protocol=Baseline pretrained on KS + LMC2026.04 | 0.307 | |
| Naïve MeanModel Category=Naïve Predictions2026.04 | 0.307 | |
| TimesNetPrediction Horizon (F)=192, Evaluation Protocol=Supervised2025.09 | 0.309 | |
| ChronosLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.314 | |
| VFEMPrediction Horizon (F)=Avg, Evaluation Protocol=Ours2025.09 | 0.315 | |
| MoiraiBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.316 | |
| MoiraiLargePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.318 | |
| TimePFNBackbone=TimePFN, Protocol=Fine-tuned (KS + LMC + DynLMC - Lag)2026.04 | 0.321 | |
| ChronosBasePrediction Horizon (F)=192, Evaluation Protocol=Zero-Shot2025.09 | 0.322 | |
| GPT4TSPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.326 | |
| UniTSTPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.326 | |
| Naïve LastModel Category=Naïve Predictions2026.04 | 0.328 | |
| VFEMPrediction Horizon (F)=336, Evaluation Protocol=Ours2025.09 | 0.328 | |
| PatchTSTPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.328 | |
| TimesNetPrediction Horizon (F)=Avg, Evaluation Protocol=Supervised2025.09 | 0.333 | |
| Seasonal NaïveModel Category=Naïve Predictions2026.04 | 0.334 | |
| ChronosLargePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.338 | |
| MoiraiBasePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.338 | |
| GPT4TSPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.341 | |
| UniTSTPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.341 | |
| PatchTSTPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.343 | |
| MoiraiLargePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.344 | |
| MoiraiBasePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.35 | |
| ChronosBasePrediction Horizon (F)=Avg, Evaluation Protocol=Zero-Shot2025.09 | 0.35 | |
| TimesNetPrediction Horizon (F)=336, Evaluation Protocol=Supervised2025.09 | 0.351 | |
| ChronosLargePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.353 | |
| MoiraiLargePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.355 | |
| ChronosBasePrediction Horizon (F)=336, Evaluation Protocol=Zero-Shot2025.09 | 0.366 | |
| VFEMPrediction Horizon (F)=720, Evaluation Protocol=Ours2025.09 | 0.385 | |
| UniTSTPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.395 | |
| GPT4TSPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.401 | |
| TimesNetPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.403 | |
| PatchTSTPrediction Horizon (F)=720, Evaluation Protocol=Supervised2025.09 | 0.405 | |
| MoiraiBasePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.411 | |
| ChronosLargePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.415 | |
| MoiraiLargePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.428 | |
| ChronosBasePrediction Horizon (F)=720, Evaluation Protocol=Zero-Shot2025.09 | 0.439 |