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Univariate Long Sequence Time-Series Forecasting on ETTh2

0.031MSESCINet
-0.194081.325212.84454.36379Jun 17, 2021Aug 11, 2021Oct 6, 2021Dec 1, 2021Jan 26, 2022Mar 23, 2022May 18, 2022

Evaluation results

MethodLinks
SCINetHorizon=242021.060.0310.117
SCINetHorizon=482021.060.0560.168
N-BeatsHorizon=242021.060.0780.21
AutoformerHorizon=242021.060.0930.247
SCINetHorizon=1682021.060.0950.234
DeepARHorizon=242021.060.0980.263
InformerHorizon=242021.060.0980.24
N-BeatsHorizon=482021.060.1230.271
FiLMPrediction Length=962022.050.1270.272
FEDformerPrediction Length=962022.050.1280.271
AutoformerPrediction Length=962022.050.1530.306
SCINetHorizon=3362021.060.1570.311
AutoformerHorizon=482021.060.1580.319
DeepARHorizon=482021.060.1630.341
InformerHorizon=482021.060.1630.271
AutoformerHorizon=1682021.060.1660.402
FiLMPrediction Length=1922022.050.1820.335
FEDformerPrediction Length=1922022.050.1850.33
S42021.100.1870.358
FiLMPrediction Length=3362022.050.2040.367
AutoformerPrediction Length=1922022.050.2040.351
SCINetHorizon=7202021.060.2070.37
InformerPrediction Length=962022.050.2130.373
LogTransPrediction Length=962022.050.2170.379
LogTransPrediction Length=7202022.050.2180.387
InformerPrediction Length=1922022.050.2270.387
FEDformerPrediction Length=3362022.050.2310.378
AutoformerHorizon=3362021.060.232—
FiLMPrediction Length=7202022.050.2410.396
InformerPrediction Length=3362022.050.2420.401
N-BeatsHorizon=1682021.060.2440.314
AutoformerPrediction Length=3362022.050.2460.389
DeepARHorizon=1682021.060.2550.414
InformerHorizon=1682021.060.2550.34
AutoformerHorizon=7202021.060.263—
AutoformerPrediction Length=7202022.050.2680.409
N-BeatsHorizon=3362021.060.270.389
Informer2021.100.2770.431
FEDformerPrediction Length=7202022.050.2780.42
LogTransPrediction Length=1922022.050.2810.429
InformerPrediction Length=7202022.050.2910.439
LogTransPrediction Length=3362022.050.2930.437
LogTrans2021.100.3030.493
S4Prediction Length=1922022.050.3320.458
S4Prediction Length=962022.050.3810.501
InformerHorizon=3362021.060.3930.376
InformerHorizon=7202021.060.4180.431
DeepAR2021.100.4290.58
DeepARHorizon=7202021.060.429—
DeepARHorizon=3362021.060.6040.607
S4Prediction Length=7202022.050.630.662
LSTMa2021.100.640.681
S4Prediction Length=3362022.050.6550.67
ReformerPrediction Length=962022.051.4110.838
Reformer2021.102.031.721
ReformerPrediction Length=7202022.052.0421.039
ProphetHorizon=1682021.062.0962.09
ProphetHorizon=482021.062.1452.543
ProphetHorizon=242021.062.7351.068
ARIMAHorizon=3362021.062.7532.096
ARIMAHorizon=1682021.062.82.145
ARIMA2021.102.8781.044
ARIMAHorizon=7202021.062.8783.355
ARIMAHorizon=482021.063.191.549
Prophet2021.103.3554.664
ProphetHorizon=3362021.063.3552.335
ARIMAHorizon=242021.063.5541.224
ProphetHorizon=7202021.064.6643.141
ReformerPrediction Length=3362022.054.7771.582
ReformerPrediction Length=1922022.055.6581.671
N-BeatsHorizon=7202021.06—0.417