Univariate long-term forecasting on ETTm1 (test)
0.026MSEPatchTST
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| PatchTSTLook-back window (L)=64, Prediction length (T)=962022.11 | 0.026 | 0.123 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=962022.11 | 0.026 | 0.121 | |
| DLinearPrediction length (T)=962022.11 | 0.028 | 0.123 | |
| FEDformerPrediction length (T)=962022.11 | 0.033 | 0.14 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=1922022.11 | 0.039 | 0.15 | |
| PatchTSTLook-back window (L)=64, Prediction length (T)=1922022.11 | 0.04 | 0.151 | |
| DLinearPrediction length (T)=1922022.11 | 0.045 | 0.156 | |
| Ada-MSHyperAverage performance across horizons=96, 192, 336, 7202024.10 | 0.047 | 0.159 | |
| LogTransPrediction length (T)=962022.11 | 0.049 | 0.171 | |
| PatchTSTAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.052 | 0.171 | |
| PatchTSTLook-back window (L)=64, Prediction length (T)=3362022.11 | 0.053 | 0.174 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=3362022.11 | 0.053 | 0.173 | |
| iTransformerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.053 | 0.174 | |
| MSHyperAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.053 | 0.172 | |
| TimeMixerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.053 | 0.173 | |
| DLinearAverage performance across horizons=96, 192, 336, 7202024.10 | 0.054 | 0.168 | |
| AutoformerPrediction length (T)=962022.11 | 0.056 | 0.183 | |
| FEDformerPrediction length (T)=1922022.11 | 0.058 | 0.186 | |
| DLinearPrediction length (T)=3362022.11 | 0.061 | 0.182 | |
| CrossformerAverage performance across horizons=96, 192, 336, 720, Fine-tuned=true2024.10 | 0.065 | 0.196 | |
| FEDformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.069 | 0.202 | |
| PatchTSTLook-back window (L)=64, Prediction length (T)=7202022.11 | 0.073 | 0.206 | |
| PatchTSTLook-back window (L)=42, Prediction length (T)=7202022.11 | 0.074 | 0.207 | |
| AutoformerPrediction length (T)=3362022.11 | 0.076 | 0.218 | |
| DLinearPrediction length (T)=7202022.11 | 0.08 | 0.21 | |
| AutoformerPrediction length (T)=1922022.11 | 0.081 | 0.216 | |
| AutoformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.081 | 0.221 | |
| FEDformerPrediction length (T)=3362022.11 | 0.084 | 0.231 | |
| FEDformerPrediction length (T)=7202022.11 | 0.102 | 0.25 | |
| InformerPrediction length (T)=962022.11 | 0.109 | 0.277 | |
| AutoformerPrediction length (T)=7202022.11 | 0.11 | 0.267 | |
| InformerPrediction length (T)=1922022.11 | 0.151 | 0.31 | |
| LogTransPrediction length (T)=1922022.11 | 0.157 | 0.317 | |
| PyraformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.255 | 0.392 | |
| InformerAverage performance across horizons=96, 192, 336, 7202024.10 | 0.281 | 0.441 | |
| LogTransPrediction length (T)=3362022.11 | 0.289 | 0.459 | |
| InformerPrediction length (T)=3362022.11 | 0.427 | 0.591 | |
| LogTransPrediction length (T)=7202022.11 | 0.43 | 0.579 | |
| InformerPrediction length (T)=7202022.11 | 0.438 | 0.586 |