Univariate long sequence time-series forecasting on ETTm2 (test)
0.163MAEAda-MSHyper
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Ada-MSHyperPrediction Length=962024.10 | 0.163 | 0.051 | |
| NLinearHorizon=962022.05 | 0.182 | 0.063 | |
| DLinearHorizon=962022.05 | 0.183 | 0.063 | |
| DLinearPrediction length (T)=962022.11 | 0.183 | 0.063 | |
| DLinearPrediction Length=962024.10 | 0.183 | 0.063 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=962022.11 | 0.186 | 0.065 | |
| PatchTSTLook-back window (L)=64, Prediction length (T)=962022.11 | 0.187 | 0.065 | |
| SparseTSFHorizon=962024.05 | 0.187 | — | |
| LTSF-LinearHorizon=962022.05 | 0.189 | 0.066 | |
| FEDformer-wHorizon=962022.05 | 0.189 | 0.063 | |
| AutoformerHorizon=962022.05 | 0.189 | 0.065 | |
| AutoformerPrediction length (T)=962022.11 | 0.189 | 0.065 | |
| FEDformer-fHorizon=962022.05 | 0.198 | 0.067 | |
| FEDformerPrediction length (T)=962022.11 | 0.198 | 0.067 | |
| LogTransHorizon=962022.05 | 0.208 | 0.075 | |
| LogTransPrediction length (T)=962022.11 | 0.208 | 0.075 | |
| OneShotSTLHorizon=962024.05 | 0.211 | — | |
| NLinearHorizon=1922022.05 | 0.223 | 0.09 | |
| InformerHorizon=962022.05 | 0.225 | 0.088 | |
| InformerPrediction length (T)=962022.11 | 0.225 | 0.088 | |
| DLinearHorizon=1922022.05 | 0.227 | 0.092 | |
| DLinearPrediction length (T)=1922022.11 | 0.227 | 0.092 | |
| LTSF-LinearHorizon=1922022.05 | 0.23 | 0.094 | |
| Ada-MSHyperAverage performance across horizons=96, 192, 336, 7202024.10 | 0.23 | 0.103 | |
| PatchTSTLook-back window (L)=64, Prediction length (T)=1922022.11 | 0.231 | 0.093 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=1922022.11 | 0.231 | 0.094 | |
| SparseTSFHorizon=1922024.05 | 0.233 | — | |
| OneShotSTLHorizon=1922024.05 | 0.244 | — | |
| FEDformer-fHorizon=1922022.05 | 0.245 | 0.102 | |
| FEDformerPrediction length (T)=1922022.11 | 0.245 | 0.102 | |
| iTransformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.246 | 0.111 | |
| DualformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.247 | 0.11 | |
| DLinearAverage performance across horizons=96, 192, 336, 7202024.10 | 0.248 | 0.112 | |
| DLinearLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.249 | 0.113 | |
| PatchTSTLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.251 | 0.113 | |
| FEDformer-wHorizon=1922022.05 | 0.252 | 0.11 | |
| FiLMLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.255 | 0.115 | |
| AutoformerHorizon=1922022.05 | 0.256 | 0.118 | |
| AutoformerPrediction length (T)=1922022.11 | 0.256 | 0.118 | |
| CrossformerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.256 | 0.119 | |
| MSHyperAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.258 | 0.12 | |
| TimeMixerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.258 | 0.121 | |
| PatchTSTAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.258 | 0.121 | |
| NLinearHorizon=3362022.05 | 0.259 | 0.117 | |
| FreTSLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.259 | 0.118 | |
| DLinearHorizon=3362022.05 | 0.261 | 0.119 | |
| DLinearPrediction length (T)=3362022.11 | 0.261 | 0.119 | |
| FEDformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.262 | 0.119 | |
| LTSF-LinearHorizon=3362022.05 | 0.263 | 0.12 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=3362022.11 | 0.265 | 0.12 | |
| PatchTSTLook-back window (L)=64, Prediction length (T)=3362022.11 | 0.266 | 0.121 | |
| SparseTSFHorizon=3362024.05 | 0.268 | — | |
| iTransformerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.268 | 0.128 | |
| AutoformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.271 | 0.13 | |
| OneShotSTLHorizon=3362024.05 | 0.273 | — | |
| PyraformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.273 | 0.133 | |
| FEDformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.273 | 0.13 | |
| LogTransHorizon=1922022.05 | 0.275 | 0.129 | |
| LogTransPrediction length (T)=1922022.11 | 0.275 | 0.129 | |
| FEDformer-fHorizon=3362022.05 | 0.279 | 0.13 | |
| FEDformerPrediction length (T)=3362022.11 | 0.279 | 0.13 | |
| InformerHorizon=1922022.05 | 0.283 | 0.132 | |
| InformerPrediction length (T)=1922022.11 | 0.283 | 0.132 | |
| FEDformer-wHorizon=3362022.05 | 0.301 | 0.147 | |
| LogTransHorizon=3362022.05 | 0.302 | 0.154 | |
| LogTransPrediction length (T)=3362022.11 | 0.302 | 0.154 | |
| AutoformerHorizon=3362022.05 | 0.305 | 0.154 | |
| AutoformerPrediction length (T)=3362022.11 | 0.305 | 0.154 | |
| AutoformerLookback window size=96, Prediction length (T)=avg {96, 192, 336, 720}2026.01 | 0.305 | 0.157 | |
| NLinearHorizon=7202022.05 | 0.318 | 0.17 | |
| LTSF-LinearHorizon=7202022.05 | 0.32 | 0.175 | |
| DLinearHorizon=7202022.05 | 0.32 | 0.175 | |
| DLinearPrediction length (T)=7202022.11 | 0.32 | 0.175 | |
| InformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.32 | 0.175 | |
| LogTransHorizon=7202022.05 | 0.321 | 0.16 | |
| LogTransPrediction length (T)=7202022.11 | 0.321 | 0.16 | |
| OneShotSTLHorizon=7202024.05 | 0.321 | — | |
| PatchTSTLook-back window (L)=64, Prediction length (T)=7202022.11 | 0.322 | 0.172 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=7202022.11 | 0.322 | 0.171 | |
| SparseTSFHorizon=7202024.05 | 0.324 | — | |
| FEDformer-fHorizon=7202022.05 | 0.325 | 0.178 | |
| FEDformerPrediction length (T)=7202022.11 | 0.325 | 0.178 | |
| AutoformerHorizon=7202022.05 | 0.335 | 0.182 | |
| AutoformerPrediction length (T)=7202022.11 | 0.335 | 0.182 | |
| InformerHorizon=3362022.05 | 0.336 | 0.18 | |
| InformerPrediction length (T)=3362022.11 | 0.336 | 0.18 | |
| FEDformer-wHorizon=7202022.05 | 0.368 | 0.219 | |
| InformerHorizon=7202022.05 | 0.435 | 0.3 | |
| InformerPrediction length (T)=7202022.11 | 0.435 | 0.3 |