Time-series forecasting on Exchange (including IMP metric)
0.102MSEShifTS
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| ShifTSModel=Crossformer, Horizon=962025.10 | 0.102 | 0.237 | — | |
| ShifTSModel=PatchTST, Horizon=962025.10 | 0.102 | 0.236 | — | |
| ShifTSModel=iTransformer, Horizon=962025.10 | 0.115 | 0.255 | — | |
| ERMModel=PatchTST, Horizon=962025.10 | 0.13 | 0.265 | — | |
| ERMModel=iTransformer, Horizon=962025.10 | 0.135 | 0.272 | — | |
| ShifTSModel=PatchTST, Horizon=1922025.10 | 0.194 | 0.332 | — | |
| ShifTSModel=Crossformer, Horizon=1922025.10 | 0.203 | 0.338 | — | |
| ShifTSModel=iTransformer, Horizon=1922025.10 | 0.209 | 0.343 | — | |
| ERMModel=PatchTST, Horizon=1922025.10 | 0.247 | 0.394 | — | |
| ERMModel=iTransformer, Horizon=1922025.10 | 0.25 | 0.376 | — | |
| ERMModel=Crossformer, Horizon=962025.10 | 0.338 | 0.475 | — | |
| ShifTSModel=PatchTST, Horizon=3362025.10 | 0.388 | 0.477 | — | |
| ShifTSModel=Crossformer, Horizon=3362025.10 | 0.407 | 0.484 | — | |
| ShifTSModel=iTransformer, Horizon=3362025.10 | 0.426 | 0.495 | — | |
| ERMModel=iTransformer, Horizon=3362025.10 | 0.45 | 0.503 | — | |
| ERMModel=PatchTST, Horizon=3362025.10 | 0.522 | 0.557 | — | |
| ERMModel=Crossformer, Horizon=1922025.10 | 0.566 | 0.622 | — | |
| ShifTSModel=PatchTST, Horizon=7202025.10 | 0.995 | 0.747 | — | |
| ERMModel=Crossformer, Horizon=3362025.10 | 1.078 | 0.867 | — | |
| ShifTSModel=iTransformer, Horizon=7202025.10 | 1.138 | 0.827 | — | |
| ShifTSModel=Crossformer, Horizon=7202025.10 | 1.165 | 0.813 | — | |
| ERMModel=PatchTST, Horizon=7202025.10 | 1.171 | 0.824 | — | |
| ERMModel=Crossformer, Horizon=7202025.10 | 1.292 | 0.963 | — | |
| ERMModel=iTransformer, Horizon=7202025.10 | 1.501 | 0.941 | — | |
| ShifTSModel=iTransformer, Horizon=IMP.2025.10 | 15.2 | 6.9 | — | |
| ShifTSModel=PatchTST, Horizon=IMP.2025.10 | 20.9 | 12.6 | — | |
| ShifTSModel=Crossformer, Horizon=IMP.2025.10 | 53.5 | 38.9 | — |