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ResearchFormerly WizWand

Time Series Regression on S&P/FRED return shape (current chronological split)

0.0486RMSEPatchTST
0.0444560.0724280.10040.128372May 4, 2026
Updated 6mo ago

Evaluation results

MethodLinks
PatchTSTArchitecture family=PatchTST, Topology selection=Baseline2026.050.0486
PatchTSTArchitecture family=PatchTST, Topology selection=Guarded2026.050.0486
TimeSeriesTransformerArchitecture family=TimeSeriesTransformer, Topology selection=Baseline2026.050.0612
TimeSeriesTransformerArchitecture family=TimeSeriesTransformer, Topology selection=Guarded2026.050.0612
Lightweight/RidgeArchitecture family=Lightweight/Ridge, Topology selection=Guarded2026.050.1148
Lightweight/RidgeArchitecture family=Lightweight/Ridge, Topology selection=Baseline2026.050.1522