Transaction Forecasting on Market Terminal Average (test)
0.065MSEiTransformer
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| iTransformer2023.10 | 0.065 | 0.15 | |
| PatchTST2023.10 | 0.071 | 0.162 | |
| RLinear2023.10 | 0.077 | 0.179 | |
| TimesNet2023.10 | 0.08 | 0.179 | |
| DLinear2023.10 | 0.106 | 0.21 | |
| TiDE2023.10 | 0.18 | 0.286 | |
| Stationary2023.10 | 0.18 | 0.296 | |
| Crossformer2023.10 | 0.216 | 0.311 | |
| SCINet2023.10 | 0.28 | 0.36 | |
| FEDformer2023.10 | 0.295 | 0.403 | |
| Autoformer2023.10 | 0.518 | 0.547 |