Time Series Forecasting on Exchange Rate Input Length 200 benchmark leaderboard · SOTA2 Research

Time Series Forecasting on Exchange Rate Input Length 200

5.08RMSE (H=1)TimeLLM

Evaluation Results

Method	Links
TimeLLM2026.06		5.08	6.64	9.1	12.67	4.89	6.13	8.42	12.5
SCINet2026.06		5.1	6.75	9.11	12.89	5	6.14	8.56	12.64
Dlinear2026.06		5.14	6.61	9.06	12.72	4.91	6.09	8.39	12.49
Nlinear2026.06		5.19	6.65	9.07	12.76	4.91	6.12	8.43	12.58
PatchTST2026.06		5.25	6.55	9.02	12.53	4.92	5.98	8.36	12.3
Informer2026.06		5.27	6.77	9.12	12.95	5	6.17	8.61	12.66
LSTM2026.06		5.31	6.75	9.07	12.81	5.01	6.13	8.48	12.62
FiLM2026.06		5.32	6.8	9.18	12.96	5.04	6.19	8.63	12.76
KVAE2026.06		5.33	6.78	9.12	12.95	5	6.19	8.63	12.76
TPGNN2026.06		5.43	6.58	9.03	12.63	4.94	6.06	8.4	12.45
DeepAR2026.06		5.48	6.84	9.22	13.05	4.97	6.21	8.65	12.82
ARIMA2026.06		5.56	7.02	9.23	13.36	4.93	6.22	8.66	12.89
Informer2026.06		5.83	7.59	10.56	14.98	5.25	6.65	9.41	14.06
SCINet2026.06		5.85	7.88	10.84	15.85	5.28	6.53	9.41	13.93
TimeLLM2026.06		5.86	7.46	10.37	15.64	5.26	6.63	9.21	13.95
FiLM2026.06		6.02	7.88	11.32	14.9	5.34	6.63	9.42	13.95
LSTM2026.06		6.05	8.061	10.87	16.02	5.39	6.58	9.26	13.91
Dlinear2026.06		6.05	7.65	10.98	16.24	5.22	6.6	9.36	14.03
PatchTST2026.06		6.09	7.5	10.43	16.2	5.3	6.51	9.32	13.86
ESE2026.06		6.1	7.5	10.3	16.26	5.26	6.57	9.29	13.96
Nlinear2026.06		6.11	7.76	10.87	16	5.25	6.65	9.41	14.06
TPGNN2026.06		6.13	7.77	10.88	15.86	5.19	6.53	9.37	13.97
KVAE2026.06		6.17	7.71	10.94	15.86	5.29	6.58	9.3	14.01
VAR2026.06		6.33	8.19	11.32	15.69	5.39	6.65	9.44	14.13
ARIMA2026.06		6.33	8.19	11.32	15.69	5.28	6.65	9.53	13.93
DeepAR2026.06		6.37	7.91	10.9	15.77	5.29	6.7	9.38	13.91