Time Series Forecasting on FNSPID Company Stock Price 2024
0.018DAL MSEREST-TS
Evaluation results
| Method | Links | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| REST-TSBackbone=PatchTST2026.06 | 0.018 | — | 0.161 | — | 0.097 | — | 0.059 | — | 0.045 | — | 0.726 | — | |
| TaTSBackbone=PatchTST2026.06 | 0.018 | — | 0.163 | — | 0.104 | — | 0.061 | — | 0.047 | — | 0.75 | — | |
| REST-TSBackbone=iTransformer2026.06 | 0.019 | — | 0.17 | — | 0.103 | — | 0.061 | — | 0.045 | — | 0.866 | — | |
| TaTSBackbone=iTransformer2026.06 | 0.019 | — | 0.165 | — | 0.106 | — | 0.063 | — | 0.045 | — | 0.825 | — | |
| MMTSFBackbone=iTransformer2026.06 | 0.027 | — | 0.336 | — | 0.205 | — | 0.099 | — | 0.101 | — | 1.686 | — | |
| MMTSFBackbone=PatchTST2026.06 | 0.028 | — | 0.283 | — | 0.185 | — | 0.14 | — | 0.105 | — | 1.414 | — | |
| TaTS (ours) + PatchTSTBackbone=PatchTST, Augmentation Framework=TaTS2025.02 | 0.086 | 0.192 | 0.55 | 0.49 | 1.872 | 0.99 | 0.048 | 0.156 | 0.347 | 0.422 | 0.158 | 0.297 | |
| TaTS (ours) + iTransformerBackbone=iTransformer, Augmentation Framework=TaTS2025.02 | 0.087 | 0.197 | 0.564 | 0.501 | 1.693 | 0.97 | 0.043 | 0.141 | 0.326 | 0.416 | 0.142 | 0.281 | |
| GPT4MTSBackbone=GPT4MTS2025.02 | 0.093 | 0.201 | 0.639 | 0.525 | 2.133 | 1.122 | 0.054 | 0.159 | 0.369 | 0.439 | 0.181 | 0.303 | |
| TaTS (ours) + FiLMBackbone=FiLM, Augmentation Framework=TaTS2025.02 | 0.095 | 0.201 | 0.891 | 0.695 | 2.513 | 1.096 | 0.05 | 0.174 | 0.448 | 0.477 | 0.11 | 0.244 | |
| ChatTimeBackbone=ChatTime2025.02 | 0.098 | 0.202 | 0.602 | 0.536 | 2.037 | 1.043 | 0.053 | 0.161 | 0.408 | 0.477 | 0.158 | 0.3 | |
| N-HiTSBackbone=N-HiTS2025.02 | 0.226 | 0.379 | 1.215 | 0.806 | 3.426 | 1.232 | 0.122 | 0.262 | 0.824 | 0.663 | 0.254 | 0.416 | |
| N-BEATSBackbone=N-BEATS2025.02 | 0.286 | 0.444 | 1.105 | 0.777 | 2.419 | 1.175 | 0.272 | 0.434 | 0.676 | 0.572 | 0.188 | 0.332 | |
| TCNBackbone=TCN2025.02 | 0.294 | 0.466 | 1.936 | 1.123 | 3.764 | 1.711 | 0.457 | 0.574 | 0.628 | 0.559 | 3.476 | 1.851 |