# Time series forecasting on SSE Composite Index (test)

Source: [Time series forecasting on SSE Composite Index (test)](<https://www.sota2.com/research/sota/time-series-forecasting-on-sse-composite-index-test>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-04-21T08:15:39.509Z

Evaluation of models performing Time Series Forecasting on the test split of the SSE Composite Index dataset, assessed using MAE and R².

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Time series forecasting |
| Dataset (including any stated split) | SSE Composite Index (test) |
| Metric | MAE |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 4 of 4 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [MAE](<https://www.sota2.com/research/sota/time-series-forecasting-on-sse-composite-index-test.md?metric=MAE>): Lower is better; unit: SCALAR.

- [R²](<https://www.sota2.com/research/sota/time-series-forecasting-on-sse-composite-index-test.md?metric=R%C2%B2>): Higher is better; unit: PERCENT.

## Recorded results

| Method | MAE | Result date | Report paper |
| --- | --- | --- | --- |
| CTLNET | 0.0108 | Not recorded | 69e704737d0172140ec7ebd1 |
| LSTM | 0.0132 | Not recorded | 69e704737d0172140ec7ebd1 |
| CNN-LSTM | 0.0138 | Not recorded | 69e704737d0172140ec7ebd1 |
| TCLNET | 0.0156 | Not recorded | 69e704737d0172140ec7ebd1 |

### CTLNET

MAE: 0.0108. Result ID: 69e7322747f34ce924cd5118.

[Reporting paper](<https://www.sota2.com/research/paper/69e704737d0172140ec7ebd1.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69e704737d0172140ec7ebd1.md>)

Recorded evaluation configuration: {"Parameters":"102,153","Train Time":"97.58s"}. This record does not assert independent reproduction.

### LSTM

MAE: 0.0132. Result ID: 69e7322747f34ce924cd5119.

[Reporting paper](<https://www.sota2.com/research/paper/69e704737d0172140ec7ebd1.md>)

Recorded evaluation configuration: {"Parameters":"36,481","Train Time":"38.23s"}. This record does not assert independent reproduction.

### CNN-LSTM

MAE: 0.0138. Result ID: 69e7322747f34ce924cd511a.

[Reporting paper](<https://www.sota2.com/research/paper/69e704737d0172140ec7ebd1.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa68511e209131cea1b6d0.md>)

Recorded evaluation configuration: {"Parameters":"67,393","Train Time":"37.17s"}. This record does not assert independent reproduction.

### TCLNET

MAE: 0.0156. Result ID: 69e7322747f34ce924cd511b.

[Reporting paper](<https://www.sota2.com/research/paper/69e704737d0172140ec7ebd1.md>)

Recorded evaluation configuration: {"Parameters":"67,887","Train Time":"73.77s"}. This record does not assert independent reproduction.

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