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ResearchFormerly WizWand

Time Series Forecasting on Exchange Rate (MSE, MAE)

0.0284MSEWaveMoE
-0.2815041.8103483.90225.994052Nov 10, 2025Dec 10, 2025Jan 9, 2026Feb 8, 2026Mar 10, 2026Apr 9, 2026May 10, 2026
Updated 5mo ago

Evaluation results

MethodLinks
WaveMoEContext length=512, Prediction horizon=962026.040.02840.105
Time-MoEContext length=512, Prediction horizon=962026.040.0320.1168
ChronosContext length=512, Prediction horizon=962026.040.03530.1119
SundialContext length=512, Prediction horizon=962026.040.03820.1139
TimerContext length=512, Prediction horizon=962026.040.04160.1158
STNP2026.050.0870.208
STNP2026.050.0870.208
MOMENTStrategy=Full-data2025.110.0970.263
MOMENTStrategy=Top-50%2025.110.1020.273
MOMENTStrategy=Pre-trained2025.110.1090.283
MOMENTStrategy=Bottom-50%2025.110.110.286
FEDformer2026.050.1480.278
Autoformer2026.050.1970.323
InfluenceDownstream Model=PatchTST2025.110.2860.456
ShapleyDownstream Model=PatchTST2025.110.2880.46
InfluenceDownstream Model=PAttn2025.110.3080.462
ShapleyDownstream Model=PAttn2025.110.3130.478
LTSV (Top strategy)Downstream Model=PatchTST2025.110.3170.475
LTSV (Top strategy)Downstream Model=PAttn2025.110.3320.487
RandomDownstream Model=PatchTST2025.110.3360.496
RandomDownstream Model=PAttn2025.110.3560.494
InfluenceDownstream Model=DLinear2025.110.360.522
ShapleyDownstream Model=DLinear2025.110.3720.529
LTSV (Bottom strategy)Downstream Model=PatchTST2025.110.380.522
LTSV (Top strategy)Downstream Model=DLinear2025.110.3870.544
LTSV (Bottom strategy)Downstream Model=PAttn2025.110.3890.528
RandomDownstream Model=DLinear2025.110.4060.562
Time-LLMStrategy=Top-50%2025.110.4360.585
Time-LLMStrategy=Bottom-50%2025.110.4390.586
LTSV (Bottom strategy)Downstream Model=DLinear2025.110.440.58
Time-LLMStrategy=Full-data2025.110.4450.593
Informer2026.050.8470.752
CNP2026.050.8950.801
TETNP2026.050.8980.783
NP2026.050.9240.813
LogTrans2026.050.9680.812
ANP2026.050.9910.84
CANP2026.051.0190.853
SConvCNP2026.051.0480.846
Reformer2026.051.0650.829
ConvCNP2026.051.0830.835
BNP2026.051.1030.845
BANP2026.051.110.89
Time-LLMStrategy=Pre-trained2025.112.8621.488
TNP2026.053.0361.443
Time-MoEStrategy=Top-50%2025.114.3350.0001
Time-MoEStrategy=Full-data2025.114.5790.0001
Time-MoEStrategy=Bottom-50%2025.115.6650.0001
Time-MoEStrategy=Pre-trained2025.117.7760.0001