Time-series forecasting on Exchange
0.022MSELast
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LastData Budget=502023.11 | 0.022 | — | |
| LastData Budget=5002023.11 | 0.022 | — | |
| Meta-N-BEATSData Budget=502023.11 | 0.023 | — | |
| Meta-N-BEATSData Budget=5002023.11 | 0.023 | — | |
| Full2024.06 | 0.023 | 0.11 | |
| SeasonalNaiveData Budget=502023.11 | 0.028 | — | |
| SeasonalNaiveData Budget=5002023.11 | 0.028 | — | |
| MeanData Budget=502023.11 | 0.04 | — | |
| MeanData Budget=5002023.11 | 0.04 | — | |
| AutoConPrediction length=482024.02 | 0.051 | — | |
| LaSTPrediction length=482024.02 | 0.051 | — | |
| CoSTPrediction length=482024.02 | 0.054 | — | |
| FTDCondTSF=true2024.06 | 0.055 | 0.184 | |
| ForecastPFNData Budget=502023.11 | 0.058 | — | |
| ForecastPFNData Budget=5002023.11 | 0.058 | — | |
| PPCondTSF=true2024.06 | 0.058 | 0.191 | |
| DATMCondTSF=true2024.06 | 0.058 | 0.19 | |
| TESLACondTSF=true2024.06 | 0.059 | 0.188 | |
| TS2VecPrediction length=482024.02 | 0.059 | — | |
| MTTCondTSF=true2024.06 | 0.061 | 0.195 | |
| FEDformerData Budget=5002023.11 | 0.068 | — | |
| AutoformerData Budget=5002023.11 | 0.072 | — | |
| HINTS DLinearhorizon=962025.12 | 0.077 | 0.198 | |
| STAIRHorizon=962026.05 | 0.08 | 0.201 | |
| DLinearhorizon=962025.12 | 0.081 | 0.203 | |
| PaiFilterPrediction length (τ)=96, Lookback window length (L)=962024.11 | 0.083 | 0.202 | |
| FEDPMType=FL-FM, Horizon=96, Comm. Params.=0.016 M2026.04 | 0.085 | 0.223 | |
| iTransformerType=Expert, Horizon=962026.04 | 0.086 | 0.206 | |
| iTransformerHorizon=962026.05 | 0.086 | 0.206 | |
| PatchTSTHorizon=962026.05 | 0.088 | 0.205 | |
| DLinearHorizon=962026.05 | 0.088 | 0.218 | |
| HINTS PatchTSThorizon=962025.12 | 0.09 | 0.218 | |
| HINTS TimeMixerhorizon=962025.12 | 0.09 | 0.211 | |
| TexFilterPrediction length (τ)=96, Lookback window length (L)=962024.11 | 0.091 | 0.211 | |
| PatchTSThorizon=962025.12 | 0.093 | 0.218 | |
| TimeMixerhorizon=962025.12 | 0.093 | 0.212 | |
| TiDEHorizon=962026.05 | 0.094 | 0.218 | |
| TimesNetHorizon=962026.05 | 0.107 | 0.234 | |
| Non-stationary TransformerPrediction Length=962022.05 | 0.111 | 0.237 | |
| FEDformerPrediction Length=962022.05 | 0.148 | 0.271 | |
| FANBackbone=DLinear2024.09 | 0.149 | — | |
| HINTS DLinearhorizon=1922025.12 | 0.15 | 0.284 | |
| DLinearhorizon=1922025.12 | 0.157 | 0.293 | |
| STAIRHorizon=1922026.05 | 0.161 | 0.289 | |
| FANBackbone=SCINet2024.09 | 0.162 | — | |
| FANBackbone=Informer2024.09 | 0.168 | — | |
| FANBackbone=FEDformer2024.09 | 0.17 | — | |
| HINTS TimeMixerhorizon=1922025.12 | 0.17 | 0.294 | |
| SANBackbone=DLinear2024.09 | 0.172 | — | |
| SANBackbone=SCINet2024.09 | 0.174 | — | |
| TimeMixerhorizon=1922025.12 | 0.174 | 0.297 | |
| PatchTSTHorizon=1922026.05 | 0.176 | 0.299 | |
| DLinearHorizon=1922026.05 | 0.176 | 0.315 | |
| iTransformerHorizon=1922026.05 | 0.177 | 0.299 | |
| HINTS PatchTSThorizon=1922025.12 | 0.179 | 0.313 | |
| RevINBackbone=SCINet2024.09 | 0.183 | — | |
| TiDEHorizon=1922026.05 | 0.184 | 0.307 | |
| RevINBackbone=DLinear2024.09 | 0.19 | — | |
| SANBackbone=FEDformer2024.09 | 0.192 | — | |
| TimesNetBackbone=TimesNet, DPAD Enhancement=false, Look-back length=96, Prediction length=96, 192, 336, 7202026.01 | 0.201 | 0.446 | |
| PatchTSThorizon=1922025.12 | 0.208 | 0.332 | |
| Non-stationary TransformerPrediction Length=1922022.05 | 0.219 | 0.335 | |
| TimesNetHorizon=1922026.05 | 0.226 | 0.344 | |
| FEDformerData Budget=502023.11 | 0.233 | — | |
| RevINBackbone=Informer2024.09 | 0.238 | — | |
| TransformerPrediction horizon (T)=192, Input length=962024.05 | 0.24 | 0.34 | |
| AarenPrediction horizon (T)=192, Input length=962024.05 | 0.25 | 0.33 | |
| CrossformerHorizon=962026.05 | 0.256 | 0.367 | |
| HINTS DLinearhorizon=3362025.12 | 0.258 | 0.38 | |
| Dish-TSBackbone=DLinear2024.09 | 0.265 | — | |
| SANBackbone=Informer2024.09 | 0.265 | — | |
| RevINBackbone=FEDformer2024.09 | 0.267 | — | |
| FEDformerPrediction Length=1922022.05 | 0.271 | 0.38 | |
| TransformerData Budget=5002023.11 | 0.28 | — | |
| Dish-TSBackbone=SCINet2024.09 | 0.281 | — | |
| HINTS PatchTSThorizon=3362025.12 | 0.29 | 0.381 | |
| δ-AdapterBackbone Model=DistPred, Variant=Ada-X+Y2026.01 | 0.297 | — | |
| STAIRHorizon=3362026.05 | 0.3 | 0.398 | |
| PatchTSTHorizon=3362026.05 | 0.301 | 0.397 | |
| DLinearhorizon=3362025.12 | 0.305 | 0.414 | |
| DLinearHorizon=3362026.05 | 0.313 | 0.427 | |
| δ-AdapterBackbone Model=iTransformer, Variant=Ada-X+Y2026.01 | 0.316 | — | |
| AutoformerData Budget=502023.11 | 0.331 | — | |
| iTransformerHorizon=3362026.05 | 0.331 | 0.417 | |
| Dish-TSBackbone=FEDformer2024.09 | 0.333 | — | |
| DLinearBackbone=DLinear, DPAD Enhancement=false, Look-back length=96, Prediction length=96, 192, 336, 7202026.01 | 0.338 | 0.413 | |
| HINTS TimeMixerhorizon=3362025.12 | 0.339 | 0.418 | |
| SEMixerAveraged horizons=96, 192, 336, 720 steps2026.02 | 0.344 | 0.397 | |
| DLinear + DPADBackbone=DLinear, DPAD Enhancement=true, Look-back length=96, Prediction length=96, 192, 336, 7202026.01 | 0.345 | 0.417 | |
| LoRABackbone Model=DistPred2026.01 | 0.346 | — | |
| SOLIDBackbone Model=DistPred2026.01 | 0.347 | — | |
| TimeMixerhorizon=3362025.12 | 0.349 | 0.426 | |
| TiDEHorizon=3362026.05 | 0.349 | 0.431 | |
| OfflineBackbone Model=DistPred2026.01 | 0.35 | — | |
| TimePro*Forecast length (T)=Avg, Look-back length (L)=962026.02 | 0.352 | 0.399 | |
| iTransformer + DPADBackbone=iTransformer, DPAD Enhancement=true, Look-back length=96, Prediction length=96, 192, 336, 7202026.01 | 0.354 | 0.401 | |
| DMambaForecast length (T)=Avg, Look-back length (L)=962026.02 | 0.359 | 0.401 | |
| PatchTSThorizon=3362025.12 | 0.359 | 0.44 | |
| iTransformerBackbone=iTransformer, DPAD Enhancement=false, Look-back length=96, Prediction length=96, 192, 336, 7202026.01 | 0.361 | 0.406 | |
| TimeBridge + DPADBackbone=TimeBridge, DPAD Enhancement=true, Look-back length=96, Prediction length=96, 192, 336, 7202026.01 | 0.361 | 0.402 |