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ResearchFormerly WizWand

Univariate long sequence time-series forecasting on ETTm1 15-minute granularity (test)

0.03MSEInformer
-0.078680.654911.38852.12209Dec 14, 2020
Updated 8mo ago

Evaluation results

MethodLinks
InformerPrediction Length=242020.120.030.137
Informer†Prediction Length=242020.120.0340.16
LogTransPrediction Length=242020.120.0650.202
Informer†Prediction Length=482020.120.0660.194
InformerPrediction Length=482020.120.0690.203
LogTransPrediction Length=482020.120.0780.22
ARIMAPrediction Length=242020.120.090.206
DeepARPrediction Length=242020.120.0910.243
ReformerPrediction Length=242020.120.0950.228
ProphetPrediction Length=242020.120.120.29
LSTMaPrediction Length=242020.120.1210.233
ProphetPrediction Length=482020.120.1330.305
ARIMAPrediction Length=482020.120.1790.306
Informer†Prediction Length=962020.120.1870.384
InformerPrediction Length=962020.120.1940.372
ProphetPrediction Length=962020.120.1940.396
LogTransPrediction Length=962020.120.1990.386
DeepARPrediction Length=482020.120.2190.362
ReformerPrediction Length=482020.120.2490.39
ARIMAPrediction Length=962020.120.2720.399
LSTMaPrediction Length=962020.120.2870.42
LSTMaPrediction Length=482020.120.3050.411
DeepARPrediction Length=962020.120.3640.496
InformerPrediction Length=2882020.120.4010.554
Informer†Prediction Length=2882020.120.4090.548
LogTransPrediction Length=2882020.120.4110.572
ProphetPrediction Length=2882020.120.4520.574
ARIMAPrediction Length=2882020.120.4620.558
InformerPrediction Length=6722020.120.5120.644
Informer†Prediction Length=6722020.120.5190.665
LSTMaPrediction Length=2882020.120.5240.584
LogTransPrediction Length=6722020.120.5980.702
ARIMAPrediction Length=6722020.120.6390.697
ReformerPrediction Length=962020.120.920.767
DeepARPrediction Length=2882020.120.9480.795
LSTMaPrediction Length=6722020.121.0640.873
ReformerPrediction Length=2882020.121.1081.245
ReformerPrediction Length=6722020.121.7931.528
DeepARPrediction Length=6722020.122.4371.352
ProphetPrediction Length=6722020.122.7471.174