Time Series Forecasting on Stock
0.19MAELSTPrompt
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| LSTPromptProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=482024.02 | 0.19 | — | — | — | — | — | — | |
| LSTPromptProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=242024.02 | 0.32 | — | — | — | — | — | — | |
| LSTPromptProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=962024.02 | 0.41 | — | — | — | — | — | — | |
| LLMTimeProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=482024.02 | 0.42 | — | — | — | — | — | — | |
| LLMTimeProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=242024.02 | 0.51 | — | — | — | — | — | — | |
| LSTPromptProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=1202024.02 | 0.52 | — | — | — | — | — | — | |
| LPTMProtocol=Supervised, Frequency=Day, Horizon=242024.02 | 0.73 | — | — | — | — | — | — | |
| TokenCastHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 0.78 | — | — | — | — | — | 1.134 | |
| LPTMProtocol=Supervised, Frequency=Day, Horizon=482024.02 | 0.8 | — | — | — | — | — | — | |
| SimMTMHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 0.834 | — | — | — | — | — | 1.343 | |
| LPTMProtocol=Supervised, Frequency=Day, Horizon=962024.02 | 0.87 | — | — | — | — | — | — | |
| GPT4TSHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 0.88 | — | — | — | — | — | 1.272 | |
| TimeDARTHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 0.883 | — | — | — | — | — | 1.409 | |
| AutoformerHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 0.914 | — | — | — | — | — | 1.558 | |
| Time-LLMHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 0.925 | — | — | — | — | — | 1.2 | |
| DLinearHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 0.958 | — | — | — | — | — | 1.71 | |
| CrossformerHistorical Length (L)=36, Evaluation Strategy=Average over four horizons and three trials2025.08 | 1.053 | — | — | — | — | — | 1.913 | |
| LPTMProtocol=Supervised, Frequency=Day, Horizon=1202024.02 | 1.28 | — | — | — | — | — | — | |
| LLMTimeProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=962024.02 | 1.42 | — | — | — | — | — | — | |
| LLMTimeProtocol=Zero-Shot (Prompt), Frequency=Day, Horizon=1202024.02 | 2.61 | — | — | — | — | — | — | |
| InformerProtocol=Supervised, Frequency=Day, Horizon=962024.02 | 3.11 | — | — | — | — | — | — | |
| InformerProtocol=Supervised, Frequency=Day, Horizon=1202024.02 | 4.07 | — | — | — | — | — | — | |
| PatchTSTProtocol=Supervised, Frequency=Day, Horizon=482024.02 | 4.11 | — | — | — | — | — | — | |
| PatchTSTProtocol=Supervised, Frequency=Day, Horizon=962024.02 | 4.36 | — | — | — | — | — | — | |
| PatchTSTProtocol=Supervised, Frequency=Day, Horizon=242024.02 | 4.52 | — | — | — | — | — | — | |
| PatchTSTProtocol=Supervised, Frequency=Day, Horizon=1202024.02 | 4.65 | — | — | — | — | — | — | |
| MOSAICLLM Backbone=GPT-4o2026.05 | 4.804 | — | 7.847 | 1.982 | 1.991 | 100 | — | |
| MOSAICLLM Backbone=GPT-3.52026.05 | 4.804 | — | 7.815 | 1.981 | 1.982 | 100 | — | |
| MOSAICLLM Backbone=Claude2026.05 | 4.843 | — | 7.904 | 2.005 | 1.956 | 100 | — | |
| TS-AgentLLM Backbone=Claude2026.05 | 4.905 | — | 7.982 | 2.076 | 1.765 | 100 | — | |
| TS-AgentLLM Backbone=GPT-4o2026.05 | 4.912 | — | 8.017 | 2.046 | 1.77 | 100 | — | |
| MOSAICLLM Backbone=Nova2026.05 | 4.963 | — | 8.064 | 2.075 | 2.086 | 100 | — | |
| TS-AgentLLM Backbone=GPT-3.52026.05 | 4.964 | — | 8.079 | 2.06 | 2.062 | 100 | — | |
| TS-AgentLLM Backbone=Nova2026.05 | 5.047 | — | 8.59 | 2.123 | 1.85 | 100 | — | |
| InformerProtocol=Supervised, Frequency=Day, Horizon=242024.02 | 5.07 | — | — | — | — | — | — | |
| DS-AgentLLM Backbone=Claude2026.05 | 5.15 | — | 8.559 | 2.177 | 2.055 | 100 | — | |
| DS-AgentLLM Backbone=GPT-3.52026.05 | 5.169 | — | 8.445 | 2.288 | 1.986 | 80 | — | |
| DS-AgentLLM Backbone=GPT-4o2026.05 | 5.193 | — | 8.557 | 2.137 | 1.969 | 80 | — | |
| DS-AgentLLM Backbone=Nova2026.05 | 5.207 | — | 8.732 | 2.244 | 2.099 | 60 | — | |
| AutoGluon2026.05 | 5.258 | — | 8.43 | 2.174 | 1.89 | 100 | — | |
| ResearchAgentLLM Backbone=GPT-3.52026.05 | 5.588 | — | 9.321 | 2.624 | 2.623 | 80 | — | |
| ResearchAgentLLM Backbone=GPT-4o2026.05 | 5.677 | — | 9.41 | 2.498 | 2.053 | 80 | — | |
| ResearchAgentLLM Backbone=Claude2026.05 | 5.738 | — | 9.57 | 2.42 | 2.238 | 80 | — | |
| ResearchAgentLLM Backbone=Nova2026.05 | 5.91 | — | 9.791 | 2.59 | 2.331 | 80 | — | |
| InformerProtocol=Supervised, Frequency=Day, Horizon=482024.02 | 8.03 | — | — | — | — | — | — | |
| FedFormerProtocol=Supervised, Frequency=Day, Horizon=242024.02 | 8.73 | — | — | — | — | — | — | |
| AutoformerProtocol=Supervised, Frequency=Day, Horizon=482024.02 | 9.22 | — | — | — | — | — | — | |
| FedFormerProtocol=Supervised, Frequency=Day, Horizon=962024.02 | 9.43 | — | — | — | — | — | — | |
| FedFormerProtocol=Supervised, Frequency=Day, Horizon=482024.02 | 9.56 | — | — | — | — | — | — | |
| AutoformerProtocol=Supervised, Frequency=Day, Horizon=962024.02 | 9.61 | — | — | — | — | — | — | |
| AutoformerProtocol=Supervised, Frequency=Day, Horizon=242024.02 | 9.94 | — | — | — | — | — | — | |
| FedFormerProtocol=Supervised, Frequency=Day, Horizon=1202024.02 | 10.59 | — | — | — | — | — | — | |
| AutoformerProtocol=Supervised, Frequency=Day, Horizon=1202024.02 | 10.92 | — | — | — | — | — | — |