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Univariate Long-Term Forecasting on ETTh1 (test)

0.052MSED-PAD
0.035080.149290.26350.37771Nov 27, 2022Mar 24, 2023Jul 19, 2023Nov 14, 2023Mar 10, 2024Jul 5, 2024Oct 31, 2024

Evaluation results

MethodLinks
D-PADPrediction Length=962024.030.0520.171
PatchTSTLook-back window (L)=42, Prediction length (T)=962022.110.0550.179
DLinearPrediction Length=962024.030.0560.18
LaSTPrediction Length=96, Input Length=3362024.030.0580.184
PatchTSTLook-back window (L)=64, Prediction length (T)=962022.110.0590.189
SCINetPrediction Length=96, Input Length=3362024.030.0620.188
D-PADPrediction Length=1922024.030.0680.194
N-HITSPrediction Length=96, Input Length=3362024.030.0680.184
PatchTSTLook-back window (L)=42, Prediction length (T)=1922022.110.0710.205
DLinearPrediction length (T)=1922022.110.0710.204
AutoformerPrediction length (T)=962022.110.0710.206
DLinearPrediction Length=1922024.030.0710.204
AutoformerPrediction Length=962024.030.0710.206
Ada-MSHyperAverage performance across horizons=96, 192, 336, 7202024.100.0710.203
PatchTSTLook-back window (L)=64, Prediction length (T)=1922022.110.0740.215
TimeMixerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.100.0740.21
PatchTSTLook-back window (L)=64, Prediction length (T)=3362022.110.0760.22
iTransformerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.100.0760.213
D-PADPrediction Length=3362024.030.0770.219
FEDformerPrediction length (T)=962022.110.0790.215
LaSTPrediction Length=192, Input Length=3362024.030.0790.215
FEDformerPrediction Length=962024.030.0790.215
MSHyperAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.100.080.218
PatchTSTLook-back window (L)=42, Prediction length (T)=3362022.110.0810.225
PatchTSTAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.100.0820.221
D-PADPrediction Length=7202024.030.0850.23
N-HITSPrediction Length=192, Input Length=3362024.030.0860.231
PatchTSTLook-back window (L)=64, Prediction length (T)=7202022.110.0870.236
PatchTSTLook-back window (L)=42, Prediction length (T)=7202022.110.0870.232
DLinearPrediction length (T)=962022.110.0880.225
SCINetPrediction Length=192, Input Length=3362024.030.0890.225
SCINetPrediction Length=336, Input Length=3362024.030.0910.238
N-HITSPrediction Length=336, Input Length=3362024.030.0970.249
LaSTPrediction Length=336, Input Length=3362024.030.0970.243
DLinearPrediction length (T)=3362022.110.0980.244
DLinearPrediction Length=3362024.030.0980.244
CrossformerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.100.0990.246
FEDformerPrediction length (T)=1922022.110.1040.245
FEDformerPrediction Length=1922024.030.1040.245
DLinearAverage performance across horizons=96, 192, 336, 7202024.100.1040.247
AutoformerAverage performance across horizons=96, 192, 336, 7202024.100.1050.252
AutoformerPrediction length (T)=3362022.110.1070.258
AutoformerPrediction Length=3362024.030.1070.257
FEDformerAverage performance across horizons=96, 192, 336, 7202024.100.1110.257
AutoformerPrediction length (T)=1922022.110.1140.262
AutoformerPrediction Length=1922024.030.1140.262
FEDformerPrediction length (T)=3362022.110.1190.27
FEDformerPrediction Length=3362024.030.1190.27
AutoformerPrediction length (T)=7202022.110.1260.283
AutoformerPrediction Length=7202024.030.1260.283
FEDformerPrediction length (T)=7202022.110.1420.299
FEDformerPrediction Length=7202024.030.1420.299
N-HITSPrediction Length=720, Input Length=3362024.030.1520.318
SCINetPrediction Length=720, Input Length=3362024.030.1660.333
PyraformerAverage performance across horizons=96, 192, 336, 7202024.100.170.335
InformerPrediction length (T)=7202022.110.1830.355
InformerPrediction Length=7202024.030.1830.355
DLinearPrediction length (T)=7202022.110.1890.359
DLinearPrediction Length=7202024.030.1890.359
InformerPrediction length (T)=962022.110.1930.377
LaSTPrediction Length=720, Input Length=3362024.030.1930.366
InformerPrediction Length=962024.030.1930.377
InformerAverage performance across horizons=96, 192, 336, 7202024.100.1990.377
InformerPrediction length (T)=3362022.110.2020.381
InformerPrediction Length=3362024.030.2020.381
InformerPrediction length (T)=1922022.110.2170.395
InformerPrediction Length=1922024.030.2170.395
LogTransPrediction length (T)=1922022.110.2340.409
LogTransPrediction length (T)=962022.110.2830.468
LogTransPrediction length (T)=3362022.110.3860.546
LogTransPrediction length (T)=7202022.110.4750.629