Time Series Forecasting on Exchange (MSE)
0.0007MSETimesFM
Evaluation Results
| Method | Links | |
|---|---|---|
| TimesFMModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0007 | |
| Time-R1Model Type=Ours, Prediction Horizon=96-step, Backbone=Qwen2.5-7B-Instruct2025.06 | 0.0007 | |
| MomentModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0008 | |
| PatchTSTModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0009 | |
| TimeXerModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0009 | |
| TimeMixerModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0009 | |
| WPMixerModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0009 | |
| GPT4TSModel Type=LLM-based, Prediction Horizon=96-step2025.06 | 0.0009 | |
| iTransformerModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.001 | |
| TimeLLMModel Type=LLM-based, Prediction Horizon=96-step2025.06 | 0.001 | |
| CrossTimeNetModel Type=LLM-based, Prediction Horizon=96-step2025.06 | 0.0011 | |
| AutoFormerModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0012 | |
| DLinearModel Type=Traditional, Prediction Horizon=96-step2025.06 | 0.0014 | |
| DeepSeek-R1Model Type=LLM-based, Prediction Horizon=96-step, Zero-shot=true2025.06 | 0.0026 | |
| TTAPolicy=TTA2026.03 | 0.01 | |
| EWCPolicy=EWC2026.03 | 0.01 | |
| DynaTTAPolicy=DynaTTA2026.03 | 0.01 | |
| RG-TTAPolicy=RG-TTA2026.03 | 0.01 | |
| RG-EWCPolicy=RG-EWC2026.03 | 0.01 | |
| RG-DynaTTAPolicy=RG-DynaTTA2026.03 | 0.01 | |
| FACBackbone=OLS, Horizon=962026.05 | 0.0793 | |
| TAFASBackbone=FreTS, Horizon=962026.05 | 0.0796 | |
| TAFASBackbone=OLS, Horizon=962026.05 | 0.0799 | |
| SFFData proportion=100%, Prediction length=962026.06 | 0.08 | |
| SFFData proportion=50%, Prediction length=962026.06 | 0.0802 | |
| SFFData proportion=75%, Prediction length=962026.06 | 0.0802 | |
| SFFData proportion=25%, Prediction length=962026.06 | 0.0805 | |
| FACBackbone=FreTS, Horizon=962026.05 | 0.081 | |
| PETSABackbone=OLS, Horizon=962026.05 | 0.0813 | |
| FACBackbone=PatchTST, Horizon=962026.05 | 0.0813 | |
| BaseBackbone=OLS, Horizon=962026.05 | 0.0814 | |
| TAFASBackbone=PatchTST, Horizon=962026.05 | 0.0816 | |
| PETSABackbone=FreTS, Horizon=962026.05 | 0.0825 | |
| BaseBackbone=FreTS, Horizon=962026.05 | 0.0828 | |
| PETSABackbone=PatchTST, Horizon=962026.05 | 0.085 | |
| BaseBackbone=PatchTST, Horizon=962026.05 | 0.0854 | |
| FFData proportion=25%, Prediction length=962026.06 | 0.0865 | |
| FACBackbone=iTransformer, Horizon=962026.05 | 0.0867 | |
| TAFASBackbone=iTransformer, Horizon=962026.05 | 0.0873 | |
| TAFASBackbone=DLinear, Horizon=962026.05 | 0.0875 | |
| FACBackbone=DLinear, Horizon=962026.05 | 0.0875 | |
| PETSABackbone=iTransformer, Horizon=962026.05 | 0.0881 | |
| BaseBackbone=iTransformer, Horizon=962026.05 | 0.0882 | |
| FFData proportion=50%, Prediction length=962026.06 | 0.0891 | |
| PETSABackbone=DLinear, Horizon=962026.05 | 0.0898 | |
| FFData proportion=100%, Prediction length=962026.06 | 0.091 | |
| BaseBackbone=DLinear, Horizon=962026.05 | 0.0913 | |
| FFData proportion=75%, Prediction length=962026.06 | 0.0914 | |
| TFSData proportion=100%, Prediction length=962026.06 | 0.0981 | |
| TFSData proportion=75%, Prediction length=962026.06 | 0.1026 | |
| SFFBackbone=MOMENT, Data proportion=100%, Prediction length=962026.06 | 0.1064 | |
| TFSBackbone=MOMENT, Data proportion=100%, Prediction length=962026.06 | 0.1091 | |
| SFFBackbone=TimesFM, Data proportion=25%, Prediction length=962026.06 | 0.1139 | |
| TFSData proportion=50%, Prediction length=962026.06 | 0.114 | |
| SFFBackbone=TimesFM, Data proportion=100%, Prediction length=962026.06 | 0.1149 | |
| TFSBackbone=TimesFM, Data proportion=100%, Prediction length=962026.06 | 0.1199 | |
| TFSBackbone=TimesFM, Data proportion=25%, Prediction length=962026.06 | 0.1209 | |
| FFBackbone=TimesFM, Data proportion=25%, Prediction length=962026.06 | 0.1276 | |
| TFSData proportion=25%, Prediction length=962026.06 | 0.1441 | |
| FFBackbone=MOMENT, Data proportion=100%, Prediction length=962026.06 | 0.1448 | |
| FFBackbone=TimesFM, Data proportion=100%, Prediction length=962026.06 | 0.1452 | |
| SFFBackbone=MOMENT, Data proportion=25%, Prediction length=962026.06 | 0.1502 | |
| TFSBackbone=MOMENT, Data proportion=25%, Prediction length=962026.06 | 0.1564 | |
| FACBackbone=OLS, Horizon=1922026.05 | 0.1648 | |
| TAFASBackbone=OLS, Horizon=1922026.05 | 0.165 | |
| TAFASBackbone=FreTS, Horizon=1922026.05 | 0.1654 | |
| TAFASBackbone=PatchTST, Horizon=1922026.05 | 0.1666 | |
| FACBackbone=FreTS, Horizon=1922026.05 | 0.1667 | |
| FACBackbone=PatchTST, Horizon=1922026.05 | 0.1692 | |
| PETSABackbone=OLS, Horizon=1922026.05 | 0.1719 | |
| BaseBackbone=OLS, Horizon=1922026.05 | 0.1727 | |
| PETSABackbone=FreTS, Horizon=1922026.05 | 0.1729 | |
| TAFASBackbone=DLinear, Horizon=1922026.05 | 0.1732 | |
| BaseBackbone=FreTS, Horizon=1922026.05 | 0.1734 | |
| FACBackbone=DLinear, Horizon=1922026.05 | 0.1758 | |
| PETSABackbone=PatchTST, Horizon=1922026.05 | 0.1765 | |
| FACBackbone=iTransformer, Horizon=1922026.05 | 0.1773 | |
| BaseBackbone=PatchTST, Horizon=1922026.05 | 0.1774 | |
| PETSABackbone=DLinear, Horizon=1922026.05 | 0.1787 | |
| TAFASBackbone=iTransformer, Horizon=1922026.05 | 0.18 | |
| PETSABackbone=iTransformer, Horizon=1922026.05 | 0.182 | |
| BaseBackbone=DLinear, Horizon=1922026.05 | 0.1827 | |
| BaseBackbone=iTransformer, Horizon=1922026.05 | 0.1841 | |
| FFBackbone=MOMENT, Data proportion=25%, Prediction length=962026.06 | 0.2648 | |
| TAFASBackbone=OLS, Horizon=3362026.05 | 0.2846 | |
| FACBackbone=OLS, Horizon=3362026.05 | 0.2924 | |
| FACBackbone=iTransformer, Horizon=3362026.05 | 0.2983 | |
| FACBackbone=DLinear, Horizon=3362026.05 | 0.2985 | |
| FACBackbone=PatchTST, Horizon=3362026.05 | 0.3011 | |
| TAFASBackbone=iTransformer, Horizon=3362026.05 | 0.3014 | |
| TAFASBackbone=PatchTST, Horizon=3362026.05 | 0.3048 | |
| TAFASBackbone=DLinear, Horizon=3362026.05 | 0.3052 | |
| PETSABackbone=OLS, Horizon=3362026.05 | 0.3058 | |
| PETSABackbone=iTransformer, Horizon=3362026.05 | 0.3105 | |
| PETSABackbone=DLinear, Horizon=3362026.05 | 0.3154 | |
| BaseBackbone=iTransformer, Horizon=3362026.05 | 0.3157 | |
| FACBackbone=FreTS, Horizon=3362026.05 | 0.3166 | |
| TAFASBackbone=FreTS, Horizon=3362026.05 | 0.318 | |
| PETSABackbone=PatchTST, Horizon=3362026.05 | 0.3188 | |
| PETSABackbone=FreTS, Horizon=3362026.05 | 0.3223 |