# Time series prediction on Quotes (test)

Source: [Time series prediction on Quotes (test)](<https://www.sota2.com/research/sota/time-series-prediction-on-quotes-test>)

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

Data updated: 2026-02-26T05:50:35.924Z

Evaluation of models performing time series prediction on the test split of the Quotes dataset, typically measured using MSE.

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 prediction |
| Dataset (including any stated split) | Quotes (test) |
| Metric | MSE |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 6 of 6 |
| 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

- [MSE](<https://www.sota2.com/research/sota/time-series-prediction-on-quotes-test.md?metric=MSE>): Lower is better; unit: SCALAR.

## Recorded results

| Method | MSE | Result date | Report paper |
| --- | --- | --- | --- |
| SOCNN1 | 0.387 | Not recorded | 68fa64801e209131cea04ea8 |
| LSTM | 0.827 | Not recorded | 68fa64801e209131cea04ea8 |
| CNN | 0.897 | Not recorded | 68fa64801e209131cea04ea8 |
| Phased LSTM | 0.945 | Not recorded | 68fa64801e209131cea04ea8 |
| VAR | 1 | Not recorded | 68fa64801e209131cea04ea8 |
| ResNet | 2.245 | Not recorded | 68fa64801e209131cea04ea8 |

### SOCNN1

MSE: 0.387. Result ID: 698c482237894ef7d9cd39aa.

[Reporting paper](<https://www.sota2.com/research/paper/68fa64801e209131cea04ea8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa64801e209131cea04ea8.md>)

[Implementation](<https://github.com/mbinkowski/nntimeseries>)

Recorded evaluation configuration: {"offset sub-network layers":"1"}. This record does not assert independent reproduction.

### LSTM

MSE: 0.827. Result ID: 698c482237894ef7d9cd39a8.

[Reporting paper](<https://www.sota2.com/research/paper/68fa64801e209131cea04ea8.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### CNN

MSE: 0.897. Result ID: 698c482237894ef7d9cd39a6.

[Reporting paper](<https://www.sota2.com/research/paper/68fa64801e209131cea04ea8.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Phased LSTM

MSE: 0.945. Result ID: 698c482237894ef7d9cd39a9.

[Reporting paper](<https://www.sota2.com/research/paper/68fa64801e209131cea04ea8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa62d81e209131ce9fb91c.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### VAR

MSE: 1. Result ID: 698c482237894ef7d9cd39a5.

[Reporting paper](<https://www.sota2.com/research/paper/68fa64801e209131cea04ea8.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### ResNet

MSE: 2.245. Result ID: 698c482237894ef7d9cd39a7.

[Reporting paper](<https://www.sota2.com/research/paper/68fa64801e209131cea04ea8.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa62321e209131ce9f8328.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

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