Time Series Forecasting on PJM
0.057MSEDAG
Evaluation results
| Method | Links | ||
|---|---|---|---|
| DAGcovariates=future-known2026.02 | 0.057 | 0.143 | |
| GCGNetHorizon=242026.03 | 0.058 | 0.148 | |
| GCGNetMask Type=Zero, Missing Ratio=avg2026.03 | 0.064 | 0.155 | |
| GCGNetMask Type=Zero2026.03 | 0.064 | 0.155 | |
| GCGNetMask Type=Random, Missing Ratio=avg2026.03 | 0.066 | 0.158 | |
| GCGNetMask Type=Random2026.03 | 0.066 | 0.158 | |
| LightGTS-Covcovariates=future-known2026.02 | 0.07 | 0.157 | |
| LightGTS-Covfuture-known covariates=false2026.02 | 0.072 | 0.168 | |
| DAGfuture-known covariates=false2026.02 | 0.072 | 0.162 | |
| DUETHorizon=242026.03 | 0.072 | 0.166 | |
| TimeXercovariates=future-known2026.02 | 0.075 | 0.166 | |
| TimeXerHorizon=242026.03 | 0.075 | 0.166 | |
| xPatchHorizon=242026.03 | 0.077 | 0.168 | |
| DUETMask Type=Zero2026.03 | 0.079 | 0.177 | |
| DUETMask Type=Random2026.03 | 0.079 | 0.176 | |
| CrossLinearcovariates=future-known2026.02 | 0.088 | 0.191 | |
| GCGNetHorizon=Avg2026.03 | 0.093 | 0.186 | |
| CrossLinearHorizon=242026.03 | 0.094 | 0.197 | |
| TFTcovariates=future-known2026.02 | 0.095 | 0.195 | |
| TFTHorizon=242026.03 | 0.095 | 0.195 | |
| TimeXerfuture-known covariates=false2026.02 | 0.096 | 0.191 | |
| CrossLinearfuture-known covariates=false2026.02 | 0.096 | 0.198 | |
| DLinearcovariates=future-known2026.02 | 0.096 | 0.208 | |
| AmplifierHorizon=242026.03 | 0.096 | 0.208 | |
| CrossLinearMask Type=Zero2026.03 | 0.098 | 0.203 | |
| TimeXerMask Type=Zero2026.03 | 0.1 | 0.198 | |
| CrossLinearMask Type=Random2026.03 | 0.101 | 0.201 | |
| TimeXerMask Type=Random2026.03 | 0.102 | 0.199 | |
| DUETHorizon=Avg2026.03 | 0.102 | 0.197 | |
| xPatchHorizon=Avg2026.03 | 0.104 | 0.194 | |
| TiDEfuture-known covariates=false2026.02 | 0.105 | 0.213 | |
| PatchTSTfuture-known covariates=false2026.02 | 0.106 | 0.212 | |
| TiDEcovariates=future-known2026.02 | 0.106 | 0.214 | |
| TiDEHorizon=242026.03 | 0.106 | 0.214 | |
| TimeXerHorizon=Avg2026.03 | 0.108 | 0.198 | |
| DLinearfuture-known covariates=false2026.02 | 0.109 | 0.215 | |
| PatchTSTMask Type=Random2026.03 | 0.112 | 0.224 | |
| TFTHorizon=Avg2026.03 | 0.114 | 0.207 | |
| TimeKANHorizon=242026.03 | 0.115 | 0.244 | |
| PatchTSTcovariates=future-known2026.02 | 0.116 | 0.239 | |
| PatchTSTHorizon=242026.03 | 0.116 | 0.239 | |
| CrossLinearHorizon=Avg2026.03 | 0.118 | 0.226 | |
| PatchTSTMask Type=Zero2026.03 | 0.12 | 0.246 | |
| GCGNetHorizon=3602026.03 | 0.128 | 0.223 | |
| TFTfuture-known covariates=false2026.02 | 0.129 | 0.231 | |
| DUETHorizon=3602026.03 | 0.131 | 0.228 | |
| xPatchHorizon=3602026.03 | 0.131 | 0.22 | |
| GCGNetFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.133 | 0.217 | |
| TFTHorizon=3602026.03 | 0.133 | 0.219 | |
| PatchTSTHorizon=Avg2026.03 | 0.133 | 0.259 | |
| AmplifierHorizon=Avg2026.03 | 0.137 | 0.246 | |
| xPatchFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.139 | 0.223 | |
| TimeKANHorizon=Avg2026.03 | 0.139 | 0.262 | |
| DUETFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.14 | 0.226 | |
| TimeXerHorizon=3602026.03 | 0.14 | 0.231 | |
| TimeXerFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.141 | 0.229 | |
| TiDEHorizon=Avg2026.03 | 0.142 | 0.246 | |
| CrossLinearHorizon=3602026.03 | 0.142 | 0.254 | |
| CrossLinearFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.147 | 0.241 | |
| PatchTSTFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.148 | 0.243 | |
| PatchTSTHorizon=3602026.03 | 0.149 | 0.279 | |
| AmplifierFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.152 | 0.245 | |
| TiDEFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.158 | 0.253 | |
| TimeKANHorizon=3602026.03 | 0.162 | 0.281 | |
| TimeKANFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.175 | 0.27 | |
| TiDEHorizon=3602026.03 | 0.177 | 0.279 | |
| AmplifierHorizon=3602026.03 | 0.177 | 0.285 | |
| TFTFuture Exogenous Variables=Not Available, Inputs=X_endo and X_exo2026.03 | 0.2 | 0.27 | |
| Cast-R12026.02 | 26.905 | 3.877 | |
| PatchTST2026.02 | 27.164 | 4.103 | |
| Chronos-22026.02 | 29.697 | 3.712 | |
| TimesFM2026.02 | 30.978 | 5.001 | |
| TimeLLM2026.02 | 31.998 | 6.023 | |
| TimeXer2026.02 | 34.283 | 4.252 | |
| ConvTimeNet2026.02 | 34.638 | 4.313 | |
| TimeReasoner2026.02 | 35.778 | 7.727 | |
| DLinear2026.02 | 40.562 | 4.508 | |
| OFA2026.02 | 44.669 | 8.79 | |
| iTransformer2026.02 | 53.751 | 5.501 | |
| Prophet2026.02 | 53.777 | 5.739 | |
| ARIMA2026.02 | 149.281 | 8.481 |