Time Series Forecasting on Exchange Rate Input Length 20 benchmark leaderboard · SOTA2 Research

Time Series Forecasting on Exchange Rate Input Length 20

6.42RMSE (H=1)SCINet

Evaluation Results

Method	Links
SCINet2026.06		6.42	8.22	11.94	18.27	5.62	7.15	10.42	16.11
Nlinear2026.06		6.49	8.22	11.9	18.08	5.8	7.12	10.35	15.98
Dlinear2026.06		6.55	8.16	11.74	17.92	5.82	7.13	10.15	15.68
TimeLLM2026.06		6.57	8.12	12.15	19.84	5.74	7.07	10.34	17.26
TPGNN2026.06		6.59	7.96	12	19.81	5.86	7.17	10.51	17.02
LSTM2026.06		6.61	8.47	12.46	18.79	5.81	7.24	10.74	16.41
Informer2026.06		6.74	8.23	11.99	20.21	5.8	7.12	10.35	15.98
KVAE2026.06		6.76	8.37	12.26	18.84	5.72	7.05	10.8	16.5
PatchTST2026.06		6.82	8.29	11.93	18.73	5.85	6.99	10.5	16.48
FiLM2026.06		6.83	8.41	12.17	19.7	5.89	7.2	10.81	17.13
DeepAR2026.06		6.83	8.46	12.32	19.64	5.93	7.26	10.91	17.14
ESE2026.06		6.86	8.44	12.38	19.88	6.03	7.33	11.03	17.54
VAR2026.06		6.86	8.67	14.79	24.53	5.91	7.35	12.9	21.32
ARIMA2026.06		6.86	8.67	14.79	24.53	5.91	7.27	11.5	18.9
SCINet2026.06		7.02	8.64	13.28	19.98	6.73	8.07	11.48	17.6
TimeLLM2026.06		7.04	9.02	12.19	21.34	6.89	8.06	11.44	19.92
Nlinear2026.06		7.05	8.76	13.61	19.7	6.91	8.12	11.29	17.27
Dlinear2026.06		7.06	8.73	13.3	19.31	6.9	8.26	11.09	17.02
TPGNN2026.06		7.06	8.51	13.03	20.37	7.04	8.31	11.56	18.33
FiLM2026.06		7.09	8.72	13.76	20.42	6.93	8.2	11.78	18.32
LSTM2026.06		7.13	8.97	13.5	21.35	7.05	8.15	11.75	17.65
PatchTST2026.06		7.15	8.95	12.73	20.27	6.97	7.94	11.54	17.77
Informer2026.06		7.27	8.81	13.43	21.22	6.82	8.06	11.59	18.3
DeepAR2026.06		7.3	8.98	13.61	21.36	7.13	8.29	11.79	18.42
KVAE2026.06		7.43	9	13.35	21.69	6.83	8.05	11.76	17.87
ARIMA2026.06		7.44	9.06	14.2	22.87	7.06	8.18	12.42	20.02