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Time Series Forecasting on Exchange rate (test)

0.03MSESegRNN
0.009080.150290.29150.43271Apr 9, 2025Apr 16, 2025Apr 23, 2025Apr 30, 2025May 7, 2025May 14, 2025May 21, 2025

Evaluation results

MethodLinks
SegRNNPost-Training=false, Forecast Horizons=24, 482025.050.03——
SegRNNPost-Training=true, Forecast Horizons=24, 48, HPO Algorithm=SH2025.050.03—1.19
CrossformerPost-Training=false, Forecast Horizons=24, 482025.050.04——
CrossformerPost-Training=true, Forecast Horizons=24, 48, HPO Algorithm=SH2025.050.04—0.04
DLinearPost-Training=false, Forecast Horizons=24, 482025.050.04——
DLinearPost-Training=true, Forecast Horizons=24, 48, HPO Algorithm=SH2025.050.04—0.06
PatchTSTPost-Training=false, Forecast Horizons=24, 482025.050.04——
PatchTSTPost-Training=true, Forecast Horizons=24, 48, HPO Algorithm=SH2025.050.04—4.27
AutoformerPost-Training=true, Forecast Horizons=24, 48, HPO Algorithm=SH2025.050.08—11.33
AutoformerPost-Training=false, Forecast Horizons=24, 482025.050.09——
MoiraiZero-shot=true2025.040.1090.227—
TimerZero-shot=true2025.040.1140.233—
Train-BTDZero-shot=true2025.040.1190.239—
ChronosZero-shot=true2025.040.1210.244—
Train-BZero-shot=true2025.040.1280.251—
Train-TDZero-shot=true2025.040.1310.249—
DI-GPTZero-shot=true2025.040.5530.564—