Time Series Forecasting on Exchange Rate (MSE, MAE)
0.0284MSEWaveMoE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| WaveMoEContext length=512, Prediction horizon=962026.04 | 0.0284 | 0.105 | |
| Time-MoEContext length=512, Prediction horizon=962026.04 | 0.032 | 0.1168 | |
| ChronosContext length=512, Prediction horizon=962026.04 | 0.0353 | 0.1119 | |
| SundialContext length=512, Prediction horizon=962026.04 | 0.0382 | 0.1139 | |
| TimerContext length=512, Prediction horizon=962026.04 | 0.0416 | 0.1158 | |
| STNP2026.05 | 0.087 | 0.208 | |
| STNP2026.05 | 0.087 | 0.208 | |
| MOMENTStrategy=Full-data2025.11 | 0.097 | 0.263 | |
| MOMENTStrategy=Top-50%2025.11 | 0.102 | 0.273 | |
| MOMENTStrategy=Pre-trained2025.11 | 0.109 | 0.283 | |
| MOMENTStrategy=Bottom-50%2025.11 | 0.11 | 0.286 | |
| FEDformer2026.05 | 0.148 | 0.278 | |
| Autoformer2026.05 | 0.197 | 0.323 | |
| InfluenceDownstream Model=PatchTST2025.11 | 0.286 | 0.456 | |
| ShapleyDownstream Model=PatchTST2025.11 | 0.288 | 0.46 | |
| InfluenceDownstream Model=PAttn2025.11 | 0.308 | 0.462 | |
| ShapleyDownstream Model=PAttn2025.11 | 0.313 | 0.478 | |
| LTSV (Top strategy)Downstream Model=PatchTST2025.11 | 0.317 | 0.475 | |
| LTSV (Top strategy)Downstream Model=PAttn2025.11 | 0.332 | 0.487 | |
| RandomDownstream Model=PatchTST2025.11 | 0.336 | 0.496 | |
| RandomDownstream Model=PAttn2025.11 | 0.356 | 0.494 | |
| InfluenceDownstream Model=DLinear2025.11 | 0.36 | 0.522 | |
| ShapleyDownstream Model=DLinear2025.11 | 0.372 | 0.529 | |
| LTSV (Bottom strategy)Downstream Model=PatchTST2025.11 | 0.38 | 0.522 | |
| LTSV (Top strategy)Downstream Model=DLinear2025.11 | 0.387 | 0.544 | |
| LTSV (Bottom strategy)Downstream Model=PAttn2025.11 | 0.389 | 0.528 | |
| RandomDownstream Model=DLinear2025.11 | 0.406 | 0.562 | |
| Time-LLMStrategy=Top-50%2025.11 | 0.436 | 0.585 | |
| Time-LLMStrategy=Bottom-50%2025.11 | 0.439 | 0.586 | |
| LTSV (Bottom strategy)Downstream Model=DLinear2025.11 | 0.44 | 0.58 | |
| Time-LLMStrategy=Full-data2025.11 | 0.445 | 0.593 | |
| Informer2026.05 | 0.847 | 0.752 | |
| CNP2026.05 | 0.895 | 0.801 | |
| TETNP2026.05 | 0.898 | 0.783 | |
| NP2026.05 | 0.924 | 0.813 | |
| LogTrans2026.05 | 0.968 | 0.812 | |
| ANP2026.05 | 0.991 | 0.84 | |
| CANP2026.05 | 1.019 | 0.853 | |
| SConvCNP2026.05 | 1.048 | 0.846 | |
| Reformer2026.05 | 1.065 | 0.829 | |
| ConvCNP2026.05 | 1.083 | 0.835 | |
| BNP2026.05 | 1.103 | 0.845 | |
| BANP2026.05 | 1.11 | 0.89 | |
| Time-LLMStrategy=Pre-trained2025.11 | 2.862 | 1.488 | |
| TNP2026.05 | 3.036 | 1.443 | |
| Time-MoEStrategy=Top-50%2025.11 | 4.335 | 0.0001 | |
| Time-MoEStrategy=Full-data2025.11 | 4.579 | 0.0001 | |
| Time-MoEStrategy=Bottom-50%2025.11 | 5.665 | 0.0001 | |
| Time-MoEStrategy=Pre-trained2025.11 | 7.776 | 0.0001 |