Time Series Forecasting on Exchange rate data 16 currencies (test)
0.98RMSE (H=1)SCINet
Evaluation results
| Method | Links | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| SCINetInput Length=200, ESE Augmentation=With ESE2026.06 | 0.98 | 1.13 | 1.36 | 2.01 | 0.46 | 0.56 | 0.89 | 1.46 | |
| TimeLLMInput Length=200, ESE Augmentation=With ESE2026.06 | 1.01 | 1.11 | 1.36 | 1.74 | 0.43 | 0.56 | 0.86 | 1.42 | |
| ESEInput Length=1002026.06 | 1.18 | 1.5 | 2.08 | 2.91 | 0.6 | 0.82 | 1.24 | 1.81 | |
| ESEInput Length=2002026.06 | 1.2 | 1.49 | 2.05 | 2.79 | 0.59 | 0.79 | 1.21 | 1.75 | |
| DlinearInput Length=100, ESE Augmentation=No ESE2026.06 | 1.21 | 1.43 | 2.09 | 2.84 | 0.6 | 0.8 | 1.25 | 1.78 | |
| PatchTSTInput Length=200, ESE Augmentation=No ESE2026.06 | 1.22 | 1.46 | 2.05 | 2.78 | 0.6 | 0.8 | 1.22 | 1.74 | |
| ESEInput Length=202026.06 | 1.24 | 1.49 | 2.29 | 3.58 | 0.63 | 0.85 | 1.4 | 2.25 | |
| LSTMInput Length=50, ESE Augmentation=With ESE2026.06 | 1.24 | 1.57 | 2.17 | 3.1 | 0.67 | 0.82 | 1.29 | 1.85 | |
| ESEInput Length=502026.06 | 1.25 | 1.51 | 2.13 | 3.06 | 0.6 | 0.8 | 1.23 | 1.81 | |
| ARIMAInput Length=20, ESE Augmentation=No ESE2026.06 | 1.26 | 1.53 | 2.45 | 3.91 | 0.65 | 0.84 | 1.46 | 2.38 | |
| VARInput Length=202026.06 | 1.27 | 1.58 | 2.79 | 4.55 | 0.64 | 0.86 | 1.6 | 2.68 | |
| ARIMAInput Length=20, ESE Augmentation=With ESE2026.06 | 1.55 | 1.79 | 2.55 | 4.72 | 0.81 | 0.91 | 1.57 | 2.5 |