Time Series Forecasting on Exchange (MSE, MAE, Imp. (MSE))
0.363Mean Squared Error (MSE)iTransformer + CM
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| iTransformer + CMBackbone=iTransformer, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.363 | 0.406 | 1.4 | |
| CARD L=96 + CMBackbone=CARD, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.365 | 0.404 | 1.4 | |
| iTransformerBackbone=iTransformer, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.368 | 0.409 | — | |
| CARD L=96Backbone=CARD, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.37 | 0.407 | — | |
| CARD L=720 + CMBackbone=CARD, Input window size (L)=720, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.381 | 0.422 | 10.4 | |
| CARD L=720Backbone=CARD, Input window size (L)=720, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.425 | 0.448 | — | |
| Minusformer L=96 + CMBackbone=Minusformer, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.465 | 0.472 | 8.5 | |
| PRformer + CMBackbone=PRformer, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.472 | 0.449 | 16.5 | |
| Minusformer L=336 + CMBackbone=Minusformer, Input window size (L)=336, Horizon (H)=Average 4Hs, Method variant=with CM2024.10 | 0.474 | 0.5 | 11.1 | |
| Minusformer L=96Backbone=Minusformer, Input window size (L)=96, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.508 | 0.488 | — | |
| Minusformer L=336Backbone=Minusformer, Input window size (L)=336, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.533 | 0.529 | — | |
| PRformerBackbone=PRformer, Horizon (H)=Average 4Hs, Method variant=without CM2024.10 | 0.565 | 0.491 | — |