Time Series Forecasting on S&P 500 one time interval ahead
0.3MAETFT
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TFTEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.3 | 0.21 | 4.58 | |
| CAARL (GPT4)Evaluation Protocol=Zero-shot2026.04 | 0.37 | 0.28 | 0.94 | |
| CAARL (GPT3)Evaluation Protocol=Zero-shot2026.04 | 0.38 | 0.28 | 0.89 | |
| CAARL (DAVINCI)Evaluation Protocol=Zero-shot2026.04 | 0.38 | 0.28 | 0.95 | |
| CAARL (GPT3)Evaluation Protocol=Few-shot2026.04 | 0.38 | 0.24 | 1.37 | |
| CAARL (GPT4)Evaluation Protocol=Few-shot2026.04 | 0.38 | 0.23 | 1.38 | |
| CAARL (DAVINCI)Evaluation Protocol=Few-shot2026.04 | 0.38 | 0.23 | 1.31 | |
| DLinearEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.65 | 0.5 | 1 | |
| P-TSTEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.67 | 0.53 | 1 | |
| DCRNNEvaluation Protocol=Few-shot, Category=Graph-based2026.04 | 0.77 | 0.92 | — | |
| TimesNetEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.8 | 0.63 | 1.18 | |
| FEDformerEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.81 | 0.64 | 1.27 | |
| TGCNNEvaluation Protocol=Few-shot, Category=Graph-based2026.04 | 0.83 | 1.01 | — | |
| AutoformerEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.88 | 0.69 | 1.34 | |
| InformerEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.98 | 0.76 | 1.48 | |
| SVREvaluation Protocol=Few-shot, Category=Multivariate2026.04 | 6.4 | 57.6 | 2.89 | |
| GPREvaluation Protocol=Few-shot, Category=Multivariate2026.04 | 6.4 | 57.6 | 2.89 | |
| VAREvaluation Protocol=Few-shot, Category=Multivariate2026.04 | — | — | 2.91 |