Time Series Imputation on ECL
0.0005MSELHarm,lp
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LHarm,lpBackbone=iTransformer2025.12 | 0.0005 | 0.0155 | |
| FreDFPublication Year=20252025.12 | 0.0007 | 0.0194 | |
| iTransformerPublication Year=20242025.12 | 0.002 | 0.0333 | |
| TimesNetPublication Year=20232025.12 | 0.003 | 0.0368 | |
| FreTSPublication Year=20232025.12 | 0.0102 | 0.0827 | |
| MSTN-TransformerMask R.=12.5%2025.11 | 0.027 | 0.042 | |
| MSTN-BiLSTMMask R.=12.5%2025.11 | 0.037 | 0.05 | |
| MICNPublication Year=20232025.12 | 0.0417 | 0.1488 | |
| ZEUSProtocol=Zero-shot, Masking Strategy=Random2026.07 | 0.045 | 0.132 | |
| XCTFormermasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=1024, DeCoP=true2026.05 | 0.046 | 0.14 | |
| HGTS-Former2025.08 | 0.051 | 0.146 | |
| ZEUSProtocol=Zero-shot, Masking Strategy=Block2026.07 | 0.058 | 0.146 | |
| MSTN-TransformerMask R.=Avg2025.11 | 0.068 | 0.103 | |
| PatchTSTSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.072 | 0.183 | |
| DLinear2025.08 | 0.08 | 0.2 | |
| DLinearmasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.08 | 0.2 | |
| MSTN-BiLSTMMask R.=Avg2025.11 | 0.087 | 0.121 | |
| GPT2(3)Number of Layers=3, Sequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.09 | 0.207 | |
| PatchTSTProtocol=Supervised, Masking Strategy=Random2026.07 | 0.09 | 0.212 | |
| TimesNetSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.092 | 0.21 | |
| iTransformerMasked Patch=1, Sequence length=192, Patch length=242025.12 | 0.093 | 0.196 | |
| TimePerceiverMasked Patch=1, Sequence length=192, Patch length=242025.12 | 0.097 | 0.2 | |
| StationarySequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.1 | 0.218 | |
| StationaryMask R.=Avg2025.11 | 0.1 | 0.218 | |
| AutoformerSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.101 | 0.225 | |
| iTransformerMasked Patch=2, Sequence length=192, Patch length=242025.12 | 0.102 | 0.206 | |
| ModernTCNProtocol=Supervised, Masking Strategy=Random2026.07 | 0.104 | 0.23 | |
| TimesNetProtocol=Supervised, Masking Strategy=Random2026.07 | 0.104 | 0.223 | |
| DLinearPublication Year=20232025.12 | 0.1055 | 0.235 | |
| TimePerceiverMasked Patch=2, Sequence length=192, Patch length=242025.12 | 0.106 | 0.205 | |
| TimeMixer++2025.08 | 0.109 | 0.197 | |
| TimeMixer++masking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.109 | 0.197 | |
| TimesNetProtocol=Supervised, Masking Strategy=Block2026.07 | 0.11 | 0.229 | |
| DLinearProtocol=Supervised, Masking Strategy=Random2026.07 | 0.111 | 0.237 | |
| GPT4TSProtocol=Supervised, Masking Strategy=Random2026.07 | 0.114 | 0.235 | |
| PatchTSTProtocol=Supervised, Masking Strategy=Block2026.07 | 0.116 | 0.238 | |
| TimesNetMasked Patch=1, Sequence length=192, Patch length=242025.12 | 0.12 | 0.233 | |
| ModernTCNProtocol=Supervised, Masking Strategy=Block2026.07 | 0.122 | 0.247 | |
| TimesNetMasked Patch=2, Sequence length=192, Patch length=242025.12 | 0.123 | 0.234 | |
| GPT4TSProtocol=Supervised, Masking Strategy=Block2026.07 | 0.124 | 0.249 | |
| Crossformer2025.08 | 0.125 | 0.204 | |
| Crossformermasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.125 | 0.204 | |
| PatchTST2025.08 | 0.129 | 0.198 | |
| PatchTSTmasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.129 | 0.198 | |
| FEDformerSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.13 | 0.259 | |
| LightTSSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.131 | 0.262 | |
| DLinearSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.132 | 0.26 | |
| TimesNet2025.08 | 0.135 | 0.255 | |
| TimesNetmasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.135 | 0.255 | |
| MICN2025.08 | 0.138 | 0.246 | |
| MICNmasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.138 | 0.246 | |
| iTransformer2025.08 | 0.14 | 0.223 | |
| iTransformermasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.14 | 0.223 | |
| Autoformermasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.141 | 0.234 | |
| TimeMixer2025.08 | 0.142 | 0.261 | |
| TimeMixermasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.142 | 0.261 | |
| PatchTSTMasked Patch=1, Sequence length=192, Patch length=242025.12 | 0.145 | 0.259 | |
| DLinearProtocol=Supervised, Masking Strategy=Block2026.07 | 0.15 | 0.274 | |
| PatchTSTMasked Patch=2, Sequence length=192, Patch length=242025.12 | 0.156 | 0.271 | |
| FEDformer2025.08 | 0.181 | 0.314 | |
| FEDformermasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.181 | 0.314 | |
| TIDE2025.08 | 0.182 | 0.202 | |
| TiDEmasking ratios=Average of 12.5%, 25%, 37.5%, 50%, time series length=10242026.05 | 0.182 | 0.202 | |
| ReformerSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.2 | 0.313 | |
| AutoformerPublication Year=20212025.12 | 0.2077 | 0.2997 | |
| ETSformerSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.214 | 0.339 | |
| InformerSequence Length=96, Mask Ratios=12.5%, 25%, 37.5%, 50%2023.02 | 0.222 | 0.328 | |
| TiDEPublication Year=20232025.12 | 0.2709 | 0.3861 | |
| MOMENTProtocol=Zero-shot, Masking Strategy=Random2026.07 | 0.304 | 0.419 | |
| MOMENTProtocol=Zero-shot, Masking Strategy=Block2026.07 | 0.327 | 0.432 | |
| TimerProtocol=Zero-shot, Masking Strategy=Random2026.07 | 0.412 | 0.499 | |
| TimerProtocol=Zero-shot, Masking Strategy=Block2026.07 | 0.441 | 0.516 | |
| FEDformerPublication Year=20222025.12 | 0.4589 | 0.4101 | |
| UniTSProtocol=Zero-shot, Masking Strategy=Block2026.07 | 0.861 | 0.753 | |
| UniTSProtocol=Zero-shot, Masking Strategy=Random2026.07 | 0.888 | 0.771 |