Time Series Forecasting on Exchange Rate Input Length 20
6.42RMSE (H=1)SCINet
Evaluation results
| Method | Links | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| SCINetESE Augmentation=No ESE2026.06 | 6.42 | 8.22 | 11.94 | 18.27 | 5.62 | 7.15 | 10.42 | 16.11 | |
| NlinearESE Augmentation=No ESE2026.06 | 6.49 | 8.22 | 11.9 | 18.08 | 5.8 | 7.12 | 10.35 | 15.98 | |
| DlinearESE Augmentation=No ESE2026.06 | 6.55 | 8.16 | 11.74 | 17.92 | 5.82 | 7.13 | 10.15 | 15.68 | |
| TimeLLMESE Augmentation=No ESE2026.06 | 6.57 | 8.12 | 12.15 | 19.84 | 5.74 | 7.07 | 10.34 | 17.26 | |
| TPGNNESE Augmentation=No ESE2026.06 | 6.59 | 7.96 | 12 | 19.81 | 5.86 | 7.17 | 10.51 | 17.02 | |
| LSTMESE Augmentation=No ESE2026.06 | 6.61 | 8.47 | 12.46 | 18.79 | 5.81 | 7.24 | 10.74 | 16.41 | |
| InformerESE Augmentation=No ESE2026.06 | 6.74 | 8.23 | 11.99 | 20.21 | 5.8 | 7.12 | 10.35 | 15.98 | |
| KVAEESE Augmentation=No ESE2026.06 | 6.76 | 8.37 | 12.26 | 18.84 | 5.72 | 7.05 | 10.8 | 16.5 | |
| PatchTSTESE Augmentation=No ESE2026.06 | 6.82 | 8.29 | 11.93 | 18.73 | 5.85 | 6.99 | 10.5 | 16.48 | |
| FiLMESE Augmentation=No ESE2026.06 | 6.83 | 8.41 | 12.17 | 19.7 | 5.89 | 7.2 | 10.81 | 17.13 | |
| DeepARESE Augmentation=No ESE2026.06 | 6.83 | 8.46 | 12.32 | 19.64 | 5.93 | 7.26 | 10.91 | 17.14 | |
| ESEConfig=Standard2026.06 | 6.86 | 8.44 | 12.38 | 19.88 | 6.03 | 7.33 | 11.03 | 17.54 | |
| VARConfig=Standard2026.06 | 6.86 | 8.67 | 14.79 | 24.53 | 5.91 | 7.35 | 12.9 | 21.32 | |
| ARIMAESE Augmentation=No ESE2026.06 | 6.86 | 8.67 | 14.79 | 24.53 | 5.91 | 7.27 | 11.5 | 18.9 | |
| SCINetESE Augmentation=With ESE2026.06 | 7.02 | 8.64 | 13.28 | 19.98 | 6.73 | 8.07 | 11.48 | 17.6 | |
| TimeLLMESE Augmentation=With ESE2026.06 | 7.04 | 9.02 | 12.19 | 21.34 | 6.89 | 8.06 | 11.44 | 19.92 | |
| NlinearESE Augmentation=With ESE2026.06 | 7.05 | 8.76 | 13.61 | 19.7 | 6.91 | 8.12 | 11.29 | 17.27 | |
| DlinearESE Augmentation=With ESE2026.06 | 7.06 | 8.73 | 13.3 | 19.31 | 6.9 | 8.26 | 11.09 | 17.02 | |
| TPGNNESE Augmentation=With ESE2026.06 | 7.06 | 8.51 | 13.03 | 20.37 | 7.04 | 8.31 | 11.56 | 18.33 | |
| FiLMESE Augmentation=With ESE2026.06 | 7.09 | 8.72 | 13.76 | 20.42 | 6.93 | 8.2 | 11.78 | 18.32 | |
| LSTMESE Augmentation=With ESE2026.06 | 7.13 | 8.97 | 13.5 | 21.35 | 7.05 | 8.15 | 11.75 | 17.65 | |
| PatchTSTESE Augmentation=With ESE2026.06 | 7.15 | 8.95 | 12.73 | 20.27 | 6.97 | 7.94 | 11.54 | 17.77 | |
| InformerESE Augmentation=With ESE2026.06 | 7.27 | 8.81 | 13.43 | 21.22 | 6.82 | 8.06 | 11.59 | 18.3 | |
| DeepARESE Augmentation=With ESE2026.06 | 7.3 | 8.98 | 13.61 | 21.36 | 7.13 | 8.29 | 11.79 | 18.42 | |
| KVAEESE Augmentation=With ESE2026.06 | 7.43 | 9 | 13.35 | 21.69 | 6.83 | 8.05 | 11.76 | 17.87 | |
| ARIMAESE Augmentation=With ESE2026.06 | 7.44 | 9.06 | 14.2 | 22.87 | 7.06 | 8.18 | 12.42 | 20.02 |