# Time Series Forecasting on SSE Composite Index50 (test)

Source: [Time Series Forecasting on SSE Composite Index50 (test)](<https://www.sota2.com/research/sota/time-series-forecasting-on-sse-composite-index50-test>)

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

Data updated: 2026-04-21T08:15:39.533Z

Evaluation of models performing Time Series Forecasting tasks specifically on the test split of the SSE Composite Index 50 financial time series data, assessed using standard metrics like MAE and R-squared.

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 Index50 (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-index50-test.md?metric=MAE>): Lower is better; unit: SCALAR.

- [R²](<https://www.sota2.com/research/sota/time-series-forecasting-on-sse-composite-index50-test.md?metric=R%C2%B2>): Higher is better; unit: PERCENT.

## Recorded results

| Method | MAE | Result date | Report paper |
| --- | --- | --- | --- |
| CTLNET | 0.0083 | Not recorded | 69e704737d0172140ec7ebd1 |
| CNN-LSTM | 0.0084 | Not recorded | 69e704737d0172140ec7ebd1 |
| LSTM | 0.0101 | Not recorded | 69e704737d0172140ec7ebd1 |
| TCLNET | 0.0154 | Not recorded | 69e704737d0172140ec7ebd1 |

### CTLNET

MAE: 0.0083. Result ID: 69e7322747f34ce924cd511c.

[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.

### CNN-LSTM

MAE: 0.0084. Result ID: 69e7322747f34ce924cd511e.

[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.

### LSTM

MAE: 0.0101. Result ID: 69e7322747f34ce924cd511d.

[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.

### TCLNET

MAE: 0.0154. Result ID: 69e7322747f34ce924cd511f.

[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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