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ResearchFormerly WizWand

Time Series Forecasting on Exchange (MSE)

0.0007MSETimesFM
-0.0121640.0746680.16150.248332Jun 12, 2025Aug 11, 2025Oct 10, 2025Dec 9, 2025Feb 7, 2026Apr 8, 2026Jun 7, 2026
Updated 4mo ago

Evaluation results

MethodLinks
TimesFMModel Type=Traditional, Prediction Horizon=96-step2025.060.0007
Time-R1Model Type=Ours, Prediction Horizon=96-step, Backbone=Qwen2.5-7B-Instruct2025.060.0007
MomentModel Type=Traditional, Prediction Horizon=96-step2025.060.0008
PatchTSTModel Type=Traditional, Prediction Horizon=96-step2025.060.0009
TimeXerModel Type=Traditional, Prediction Horizon=96-step2025.060.0009
TimeMixerModel Type=Traditional, Prediction Horizon=96-step2025.060.0009
WPMixerModel Type=Traditional, Prediction Horizon=96-step2025.060.0009
GPT4TSModel Type=LLM-based, Prediction Horizon=96-step2025.060.0009
iTransformerModel Type=Traditional, Prediction Horizon=96-step2025.060.001
TimeLLMModel Type=LLM-based, Prediction Horizon=96-step2025.060.001
CrossTimeNetModel Type=LLM-based, Prediction Horizon=96-step2025.060.0011
AutoFormerModel Type=Traditional, Prediction Horizon=96-step2025.060.0012
DLinearModel Type=Traditional, Prediction Horizon=96-step2025.060.0014
DeepSeek-R1Model Type=LLM-based, Prediction Horizon=96-step, Zero-shot=true2025.060.0026
TTAPolicy=TTA2026.030.01
EWCPolicy=EWC2026.030.01
DynaTTAPolicy=DynaTTA2026.030.01
RG-TTAPolicy=RG-TTA2026.030.01
RG-EWCPolicy=RG-EWC2026.030.01
RG-DynaTTAPolicy=RG-DynaTTA2026.030.01
FACBackbone=OLS, Horizon=962026.050.0793
TAFASBackbone=FreTS, Horizon=962026.050.0796
TAFASBackbone=OLS, Horizon=962026.050.0799
SFFData proportion=100%, Prediction length=962026.060.08
SFFData proportion=50%, Prediction length=962026.060.0802
SFFData proportion=75%, Prediction length=962026.060.0802
SFFData proportion=25%, Prediction length=962026.060.0805
FACBackbone=FreTS, Horizon=962026.050.081
PETSABackbone=OLS, Horizon=962026.050.0813
FACBackbone=PatchTST, Horizon=962026.050.0813
BaseBackbone=OLS, Horizon=962026.050.0814
TAFASBackbone=PatchTST, Horizon=962026.050.0816
PETSABackbone=FreTS, Horizon=962026.050.0825
BaseBackbone=FreTS, Horizon=962026.050.0828
PETSABackbone=PatchTST, Horizon=962026.050.085
BaseBackbone=PatchTST, Horizon=962026.050.0854
FFData proportion=25%, Prediction length=962026.060.0865
FACBackbone=iTransformer, Horizon=962026.050.0867
TAFASBackbone=iTransformer, Horizon=962026.050.0873
TAFASBackbone=DLinear, Horizon=962026.050.0875
FACBackbone=DLinear, Horizon=962026.050.0875
PETSABackbone=iTransformer, Horizon=962026.050.0881
BaseBackbone=iTransformer, Horizon=962026.050.0882
FFData proportion=50%, Prediction length=962026.060.0891
PETSABackbone=DLinear, Horizon=962026.050.0898
FFData proportion=100%, Prediction length=962026.060.091
BaseBackbone=DLinear, Horizon=962026.050.0913
FFData proportion=75%, Prediction length=962026.060.0914
TFSData proportion=100%, Prediction length=962026.060.0981
TFSData proportion=75%, Prediction length=962026.060.1026
SFFBackbone=MOMENT, Data proportion=100%, Prediction length=962026.060.1064
TFSBackbone=MOMENT, Data proportion=100%, Prediction length=962026.060.1091
SFFBackbone=TimesFM, Data proportion=25%, Prediction length=962026.060.1139
TFSData proportion=50%, Prediction length=962026.060.114
SFFBackbone=TimesFM, Data proportion=100%, Prediction length=962026.060.1149
TFSBackbone=TimesFM, Data proportion=100%, Prediction length=962026.060.1199
TFSBackbone=TimesFM, Data proportion=25%, Prediction length=962026.060.1209
FFBackbone=TimesFM, Data proportion=25%, Prediction length=962026.060.1276
TFSData proportion=25%, Prediction length=962026.060.1441
FFBackbone=MOMENT, Data proportion=100%, Prediction length=962026.060.1448
FFBackbone=TimesFM, Data proportion=100%, Prediction length=962026.060.1452
SFFBackbone=MOMENT, Data proportion=25%, Prediction length=962026.060.1502
TFSBackbone=MOMENT, Data proportion=25%, Prediction length=962026.060.1564
FACBackbone=OLS, Horizon=1922026.050.1648
TAFASBackbone=OLS, Horizon=1922026.050.165
TAFASBackbone=FreTS, Horizon=1922026.050.1654
TAFASBackbone=PatchTST, Horizon=1922026.050.1666
FACBackbone=FreTS, Horizon=1922026.050.1667
FACBackbone=PatchTST, Horizon=1922026.050.1692
PETSABackbone=OLS, Horizon=1922026.050.1719
BaseBackbone=OLS, Horizon=1922026.050.1727
PETSABackbone=FreTS, Horizon=1922026.050.1729
TAFASBackbone=DLinear, Horizon=1922026.050.1732
BaseBackbone=FreTS, Horizon=1922026.050.1734
FACBackbone=DLinear, Horizon=1922026.050.1758
PETSABackbone=PatchTST, Horizon=1922026.050.1765
FACBackbone=iTransformer, Horizon=1922026.050.1773
BaseBackbone=PatchTST, Horizon=1922026.050.1774
PETSABackbone=DLinear, Horizon=1922026.050.1787
TAFASBackbone=iTransformer, Horizon=1922026.050.18
PETSABackbone=iTransformer, Horizon=1922026.050.182
BaseBackbone=DLinear, Horizon=1922026.050.1827
BaseBackbone=iTransformer, Horizon=1922026.050.1841
FFBackbone=MOMENT, Data proportion=25%, Prediction length=962026.060.2648
TAFASBackbone=OLS, Horizon=3362026.050.2846
FACBackbone=OLS, Horizon=3362026.050.2924
FACBackbone=iTransformer, Horizon=3362026.050.2983
FACBackbone=DLinear, Horizon=3362026.050.2985
FACBackbone=PatchTST, Horizon=3362026.050.3011
TAFASBackbone=iTransformer, Horizon=3362026.050.3014
TAFASBackbone=PatchTST, Horizon=3362026.050.3048
TAFASBackbone=DLinear, Horizon=3362026.050.3052
PETSABackbone=OLS, Horizon=3362026.050.3058
PETSABackbone=iTransformer, Horizon=3362026.050.3105
PETSABackbone=DLinear, Horizon=3362026.050.3154
BaseBackbone=iTransformer, Horizon=3362026.050.3157
FACBackbone=FreTS, Horizon=3362026.050.3166
TAFASBackbone=FreTS, Horizon=3362026.050.318
PETSABackbone=PatchTST, Horizon=3362026.050.3188
PETSABackbone=FreTS, Horizon=3362026.050.3223