Time Series Forecasting on Exchange (MSE, MAE)
0.066MSETTM
Evaluation results
| Method | Links | ||
|---|---|---|---|
| TTMZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.066 | 0.173 | |
| MoiraiZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.066 | 0.172 | |
| RIDDEZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.067 | 0.17 | |
| Chronos-boltZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.067 | 0.178 | |
| TimesFMZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.07 | 0.18 | |
| FilterNetPrediction Length=962025.08 | 0.083 | 0.202 | |
| ChronosZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.083 | 0.188 | |
| FredformerPrediction Length=962025.08 | 0.084 | 0.207 | |
| FilterLeddamPrediction Length=962025.08 | 0.084 | 0.203 | |
| FilterFormerPrediction Length=962025.08 | 0.085 | 0.201 | |
| DLinearPrediction Length=962025.08 | 0.085 | 0.21 | |
| Time-MoEZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.085 | 0.206 | |
| iTransformerPrediction Length=962025.08 | 0.086 | 0.206 | |
| LeddamPrediction Length=962025.08 | 0.086 | 0.207 | |
| TimeSiam + CMBackbone=iTransformer [10], H=96, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.088 | 0.207 | |
| TimeSiam + CMBackbone=iTransformer [10], H=96, Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.088 | 0.209 | |
| PatchTSTPrediction Length=962025.08 | 0.088 | 0.205 | |
| iFilterFormerPrediction Length=962025.08 | 0.088 | 0.209 | |
| TimeSiam + CMBackbone=iTransformer [10], H=96, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.089 | 0.207 | |
| TimeSiamBackbone=iTransformer [10], H=96, Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.092 | 0.215 | |
| MOMENTZero-shot=true, Input length=512, Forecasting horizon=642026.05 | 0.098 | 0.206 | |
| FilterNetPrediction Length=1922025.08 | 0.174 | 0.296 | |
| LeddamPrediction Length=1922025.08 | 0.175 | 0.301 | |
| FilterLeddamPrediction Length=1922025.08 | 0.175 | 0.295 | |
| PatchTSTPrediction Length=1922025.08 | 0.176 | 0.299 | |
| iTransformerPrediction Length=1922025.08 | 0.177 | 0.296 | |
| DLinearPrediction Length=1922025.08 | 0.178 | 0.299 | |
| FredformerPrediction Length=1922025.08 | 0.178 | 0.392 | |
| iFilterFormerPrediction Length=1922025.08 | 0.18 | 0.302 | |
| TimeSiamBackbone=iTransformer [10], H=192, Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.182 | 0.306 | |
| TimeSiam + CMBackbone=iTransformer [10], H=192, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.182 | 0.304 | |
| TimeSiam + CMBackbone=iTransformer [10], H=192, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.182 | 0.303 | |
| TimeSiam + CMBackbone=iTransformer [10], H=192, Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.182 | 0.305 | |
| FilterFormerPrediction Length=1922025.08 | 0.186 | 0.303 | |
| DAGForecasting Horizon=Avg2025.09 | 0.212 | 0.353 | |
| TimeXerForecasting Horizon=Avg2025.09 | 0.25 | 0.38 | |
| DUETForecasting Horizon=Avg2025.09 | 0.27 | 0.455 | |
| DAGForecasting Horizon=Avg2025.09 | 0.284 | 0.413 | |
| TiDEForecasting Horizon=Avg2025.09 | 0.293 | 0.398 | |
| DLinearPrediction Length=3362025.08 | 0.298 | 0.409 | |
| xPatchForecasting Horizon=Avg2025.09 | 0.298 | 0.463 | |
| PatchTSTPrediction Length=3362025.08 | 0.301 | 0.397 | |
| FilterLeddamPrediction Length=3362025.08 | 0.306 | 0.4 | |
| iFilterFormerPrediction Length=3362025.08 | 0.314 | 0.407 | |
| FredformerPrediction Length=3362025.08 | 0.319 | 0.408 | |
| LeddamPrediction Length=3362025.08 | 0.325 | 0.415 | |
| FilterNetPrediction Length=3362025.08 | 0.326 | 0.413 | |
| TimeSiam + CMBackbone=iTransformer [10], H=336, Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.329 | 0.417 | |
| FilterFormerPrediction Length=3362025.08 | 0.329 | 0.416 | |
| iTransformerPrediction Length=3362025.08 | 0.331 | 0.417 | |
| TimeSiam + CMBackbone=iTransformer [10], H=336, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.332 | 0.417 | |
| TimeSiam + CMBackbone=iTransformer [10], H=336, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.336 | 0.422 | |
| Time-Prompttraining_data=10%, learning_type=Few-shot2025.06 | 0.337 | 0.395 | |
| TimeSiamBackbone=iTransformer [10], H=336, Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.341 | 0.426 | |
| TimeSiam + CMBackbone=iTransformer [10], H=Avg., Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.346 | 0.398 | |
| TimeSiam + CMBackbone=iTransformer [10], H=Avg., Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.349 | 0.399 | |
| TimeSiam + CMBackbone=iTransformer [10], H=Avg., Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.35 | 0.401 | |
| FRWKV+Horizon=Avg, Input Length=962026.05 | 0.352 | 0.397 | |
| TimeSiamBackbone=iTransformer [10], H=Avg., Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.356 | 0.407 | |
| Time-LLMtraining_data=10%, learning_type=Few-shot2025.06 | 0.368 | 0.407 | |
| DLineartraining_data=10%, learning_type=Few-shot2025.06 | 0.368 | 0.431 | |
| PatchTSTtraining_data=10%, learning_type=Few-shot2025.06 | 0.373 | 0.411 | |
| DUETForecasting Horizon=Avg2025.09 | 0.396 | 0.45 | |
| iTransformertraining_data=10%, learning_type=Few-shot2025.06 | 0.411 | 0.442 | |
| TimeCMAtraining_data=10%, learning_type=Few-shot2025.06 | 0.423 | 0.448 | |
| TimesNettraining_data=10%, learning_type=Few-shot2025.06 | 0.439 | 0.459 | |
| TimeMixer2026.05 | 0.44 | 0.446 | |
| DPRNet2026.05 | 0.44 | 0.446 | |
| WPMixer2026.05 | 0.445 | 0.449 | |
| iTransformer2026.05 | 0.446 | 0.452 | |
| TimeFilter2026.05 | 0.446 | 0.452 | |
| PatchTST2026.05 | 0.453 | 0.454 | |
| Autoformertraining_data=10%, learning_type=Few-shot2025.06 | 0.471 | 0.483 | |
| TimesNet2026.05 | 0.494 | 0.488 | |
| Mambatraining_data=10%, learning_type=Few-shot2025.06 | 0.677 | 0.554 | |
| iFilterFormerPrediction Length=7202025.08 | 0.726 | 0.639 | |
| FredformerPrediction Length=7202025.08 | 0.749 | 0.651 | |
| TimeSiam + CMBackbone=iTransformer [10], H=720, Correlation matrix=true, Domain parameters (Pretrain)=true, Domain parameters (Fine-tune)=true2024.10 | 0.783 | 0.666 | |
| TimeSiam + CMBackbone=iTransformer [10], H=720, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=true2024.10 | 0.788 | 0.668 | |
| TimeSiam + CMBackbone=iTransformer [10], H=720, Correlation matrix=true, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.792 | 0.67 | |
| FilterLeddamPrediction Length=7202025.08 | 0.801 | 0.667 | |
| TimeSiamBackbone=iTransformer [10], H=720, Correlation matrix=false, Domain parameters (Pretrain)=false, Domain parameters (Fine-tune)=false2024.10 | 0.806 | 0.679 | |
| RWKV-TSLAHorizon=720, Input Length=962026.05 | 0.811 | 0.671 | |
| LeddamPrediction Length=7202025.08 | 0.831 | 0.636 | |
| FilterFormerPrediction Length=7202025.08 | 0.835 | 0.681 | |
| T3TimeLMHorizon=720, Input Length=962026.05 | 0.836 | 0.696 | |
| FilterNetPrediction Length=7202025.08 | 0.84 | 0.67 | |
| FRWKV+Horizon=720, Input Length=962026.05 | 0.84 | 0.69 | |
| iTransformerPrediction Length=7202025.08 | 0.847 | 0.691 | |
| TimeLLMLMHorizon=720, Input Length=962026.05 | 0.853 | 0.703 | |
| S-D-MambaLAHorizon=720, Input Length=962026.05 | 0.858 | 0.699 | |
| DLinearPrediction Length=7202025.08 | 0.861 | 0.671 | |
| Crossformer2026.05 | 0.894 | 0.646 | |
| Chronos-2LMHorizon=720, Input Length=962026.05 | 0.895 | 0.715 | |
| PatchTSTPrediction Length=7202025.08 | 0.901 | 0.714 | |
| TimeCMALMHorizon=720, Input Length=962026.05 | 0.932 | 0.735 | |
| Crossformertraining_data=10%, learning_type=Few-shot2025.06 | 2.043 | 1.136 | |
| Informer2026.05 | 2.782 | 1.235 |