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Time Series Forecasting on Exchange Rate Input Length 200

5.08RMSE (H=1)TimeLLM
5.02845.37675.7256.0733Jun 11, 2026

Evaluation results

MethodLinks
TimeLLMESE Augmentation=With ESE2026.065.086.649.112.674.896.138.4212.5
SCINetESE Augmentation=With ESE2026.065.16.759.1112.8956.148.5612.64
DlinearESE Augmentation=With ESE2026.065.146.619.0612.724.916.098.3912.49
NlinearESE Augmentation=With ESE2026.065.196.659.0712.764.916.128.4312.58
PatchTSTESE Augmentation=With ESE2026.065.256.559.0212.534.925.988.3612.3
InformerESE Augmentation=With ESE2026.065.276.779.1212.9556.178.6112.66
LSTMESE Augmentation=With ESE2026.065.316.759.0712.815.016.138.4812.62
FiLMESE Augmentation=With ESE2026.065.326.89.1812.965.046.198.6312.76
KVAEESE Augmentation=With ESE2026.065.336.789.1212.9556.198.6312.76
TPGNNESE Augmentation=With ESE2026.065.436.589.0312.634.946.068.412.45
DeepARESE Augmentation=With ESE2026.065.486.849.2213.054.976.218.6512.82
ARIMAESE Augmentation=With ESE2026.065.567.029.2313.364.936.228.6612.89
InformerESE Augmentation=No ESE2026.065.837.5910.5614.985.256.659.4114.06
SCINetESE Augmentation=No ESE2026.065.857.8810.8415.855.286.539.4113.93
TimeLLMESE Augmentation=No ESE2026.065.867.4610.3715.645.266.639.2113.95
FiLMESE Augmentation=No ESE2026.066.027.8811.3214.95.346.639.4213.95
LSTMESE Augmentation=No ESE2026.066.058.06110.8716.025.396.589.2613.91
DlinearESE Augmentation=No ESE2026.066.057.6510.9816.245.226.69.3614.03
PatchTSTESE Augmentation=No ESE2026.066.097.510.4316.25.36.519.3213.86
ESEConfig=Standard2026.066.17.510.316.265.266.579.2913.96
NlinearESE Augmentation=No ESE2026.066.117.7610.87165.256.659.4114.06
TPGNNESE Augmentation=No ESE2026.066.137.7710.8815.865.196.539.3713.97
KVAEESE Augmentation=No ESE2026.066.177.7110.9415.865.296.589.314.01
VARConfig=Standard2026.066.338.1911.3215.695.396.659.4414.13
ARIMAESE Augmentation=No ESE2026.066.338.1911.3215.695.286.659.5313.93
DeepARESE Augmentation=No ESE2026.066.377.9110.915.775.296.79.3813.91