# Univariate Long-Term Forecasting on Exchange

Source: [Univariate Long-Term Forecasting on Exchange](<https://www.sota2.com/research/sota/univariate-long-term-forecasting-on-exchange>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-02-26T05:50:39.730Z

Evaluation of models performing univariate long-term time series forecasting on the Exchange dataset, typically assessed using MSE and MAE.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Univariate long-term forecasting |
| Dataset (including any stated split) | Exchange |
| Metric | MSE |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 28 of 28 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [MSE](<https://www.sota2.com/research/sota/univariate-long-term-forecasting-on-exchange.md?metric=MSE>): Lower is better; unit: SCALAR.

- [MAE](<https://www.sota2.com/research/sota/univariate-long-term-forecasting-on-exchange.md?metric=MAE>): Lower is better; unit: SCALAR.

## Recorded results

| Method | MSE | Result date | Report paper |
| --- | --- | --- | --- |
| FiLM | 0.0012 | Not recorded | 68fa6d721e209131cea39f53 |
| FiLM | 0.0014 | Not recorded | 68fa6d721e209131cea39f53 |
| FiLM | 0.0015 | Not recorded | 68fa6d721e209131cea39f53 |
| FiLM | 0.0022 | Not recorded | 68fa6d721e209131cea39f53 |
| Informer | 0.0023 | Not recorded | 68fa6d721e209131cea39f53 |
| S4 | 0.0025 | Not recorded | 68fa6d721e209131cea39f53 |
| Informer | 0.0031 | Not recorded | 68fa6d721e209131cea39f53 |
| FEDformer | 0.0035 | Not recorded | 68fa6d721e209131cea39f53 |
| Informer | 0.0038 | Not recorded | 68fa6d721e209131cea39f53 |
| FEDformer | 0.0041 | Not recorded | 68fa6d721e209131cea39f53 |
| Informer | 0.0041 | Not recorded | 68fa6d721e209131cea39f53 |
| Reformer | 0.0041 | Not recorded | 68fa6d721e209131cea39f53 |
| LogTrans | 0.0046 | Not recorded | 68fa6d721e209131cea39f53 |
| Reformer | 0.005 | Not recorded | 68fa6d721e209131cea39f53 |
| FEDformer | 0.0054 | Not recorded | 68fa6d721e209131cea39f53 |
| LogTrans | 0.0056 | Not recorded | 68fa6d721e209131cea39f53 |
| LogTrans | 0.006 | Not recorded | 68fa6d721e209131cea39f53 |
| S4 | 0.0061 | Not recorded | 68fa6d721e209131cea39f53 |
| Autoformer | 0.0063 | Not recorded | 68fa6d721e209131cea39f53 |
| S4 | 0.0067 | Not recorded | 68fa6d721e209131cea39f53 |
| LogTrans | 0.0071 | Not recorded | 68fa6d721e209131cea39f53 |
| S4 | 0.0074 | Not recorded | 68fa6d721e209131cea39f53 |
| Autoformer | 0.0075 | Not recorded | 68fa6d721e209131cea39f53 |
| Autoformer | 0.0085 | Not recorded | 68fa6d721e209131cea39f53 |
| Reformer | 0.0098 | Not recorded | 68fa6d721e209131cea39f53 |
| Autoformer | 0.011 | Not recorded | 68fa6d721e209131cea39f53 |
| Reformer | 0.012 | Not recorded | 68fa6d721e209131cea39f53 |
| FEDformer | 0.015 | Not recorded | 68fa6d721e209131cea39f53 |

### FiLM

MSE: 0.0012. Result ID: 698fa2953a6c314849fab528.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Implementation](<https://github.com/tianzhou2011/FiLM/>)

Recorded evaluation configuration: {"Prediction Horizon":96}. This record does not assert independent reproduction.

### FiLM

MSE: 0.0014. Result ID: 698fa2953a6c314849fab529.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Implementation](<https://github.com/tianzhou2011/FiLM/>)

Recorded evaluation configuration: {"Prediction Horizon":192}. This record does not assert independent reproduction.

### FiLM

MSE: 0.0015. Result ID: 698fa2953a6c314849fab52a.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Implementation](<https://github.com/tianzhou2011/FiLM/>)

Recorded evaluation configuration: {"Prediction Horizon":336}. This record does not assert independent reproduction.

### FiLM

MSE: 0.0022. Result ID: 698fa2953a6c314849fab52b.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Implementation](<https://github.com/tianzhou2011/FiLM/>)

Recorded evaluation configuration: {"Prediction Horizon":720}. This record does not assert independent reproduction.

### Informer

MSE: 0.0023. Result ID: 698fa2953a6c314849fab539.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Prediction Horizon":192}. This record does not assert independent reproduction.

### S4

MSE: 0.0025. Result ID: 698fa2953a6c314849fab536.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d341e209131cea38604.md>)

[Implementation](<https://github.com/HazyResearch/state-spaces>)

Recorded evaluation configuration: {"Prediction Horizon":336}. This record does not assert independent reproduction.

### Informer

MSE: 0.0031. Result ID: 698fa2953a6c314849fab53b.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Prediction Horizon":720}. This record does not assert independent reproduction.

### FEDformer

MSE: 0.0035. Result ID: 698fa2953a6c314849fab52c.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6cbf1e209131cea35c29.md>)

Recorded evaluation configuration: {"Prediction Horizon":96}. This record does not assert independent reproduction.

### Informer

MSE: 0.0038. Result ID: 698fa2953a6c314849fab538.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Prediction Horizon":96}. This record does not assert independent reproduction.

### FEDformer

MSE: 0.0041. Result ID: 698fa2953a6c314849fab52e.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6cbf1e209131cea35c29.md>)

Recorded evaluation configuration: {"Prediction Horizon":336}. This record does not assert independent reproduction.

### Informer

MSE: 0.0041. Result ID: 698fa2953a6c314849fab53a.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa699f1e209131cea23263.md>)

[Implementation](<https://github.com/zhouhaoyi/Informer2020>)

Recorded evaluation configuration: {"Prediction Horizon":336}. This record does not assert independent reproduction.

### Reformer

MSE: 0.0041. Result ID: 698fa2953a6c314849fab543.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Prediction Horizon":720}. This record does not assert independent reproduction.

### LogTrans

MSE: 0.0046. Result ID: 698fa2953a6c314849fab53c.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Prediction Horizon":96}. This record does not assert independent reproduction.

### Reformer

MSE: 0.005. Result ID: 698fa2953a6c314849fab542.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Prediction Horizon":336}. This record does not assert independent reproduction.

### FEDformer

MSE: 0.0054. Result ID: 698fa2953a6c314849fab52d.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6cbf1e209131cea35c29.md>)

Recorded evaluation configuration: {"Prediction Horizon":192}. This record does not assert independent reproduction.

### LogTrans

MSE: 0.0056. Result ID: 698fa2953a6c314849fab53d.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Prediction Horizon":192}. This record does not assert independent reproduction.

### LogTrans

MSE: 0.006. Result ID: 698fa2953a6c314849fab53e.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Prediction Horizon":336}. This record does not assert independent reproduction.

### S4

MSE: 0.0061. Result ID: 698fa2953a6c314849fab534.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d341e209131cea38604.md>)

[Implementation](<https://github.com/HazyResearch/state-spaces>)

Recorded evaluation configuration: {"Prediction Horizon":96}. This record does not assert independent reproduction.

### Autoformer

MSE: 0.0063. Result ID: 698fa2953a6c314849fab532.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Prediction Horizon":336}. This record does not assert independent reproduction.

### S4

MSE: 0.0067. Result ID: 698fa2953a6c314849fab535.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d341e209131cea38604.md>)

[Implementation](<https://github.com/HazyResearch/state-spaces>)

Recorded evaluation configuration: {"Prediction Horizon":192}. This record does not assert independent reproduction.

### LogTrans

MSE: 0.0071. Result ID: 698fa2953a6c314849fab53f.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa66e71e209131cea1309f.md>)

Recorded evaluation configuration: {"Prediction Horizon":720}. This record does not assert independent reproduction.

### S4

MSE: 0.0074. Result ID: 698fa2953a6c314849fab537.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6d341e209131cea38604.md>)

[Implementation](<https://github.com/HazyResearch/state-spaces>)

Recorded evaluation configuration: {"Prediction Horizon":720}. This record does not assert independent reproduction.

### Autoformer

MSE: 0.0075. Result ID: 698fa2953a6c314849fab531.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Prediction Horizon":192}. This record does not assert independent reproduction.

### Autoformer

MSE: 0.0085. Result ID: 698fa2953a6c314849fab533.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Prediction Horizon":720}. This record does not assert independent reproduction.

### Reformer

MSE: 0.0098. Result ID: 698fa2953a6c314849fab541.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Prediction Horizon":192}. This record does not assert independent reproduction.

### Autoformer

MSE: 0.011. Result ID: 698fa2953a6c314849fab530.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6b9a1e209131cea2f3a3.md>)

[Implementation](<https://github.com/thuml/Autoformer>)

Recorded evaluation configuration: {"Prediction Horizon":96}. This record does not assert independent reproduction.

### Reformer

MSE: 0.012. Result ID: 698fa2953a6c314849fab540.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa671b1e209131cea143ed.md>)

[Implementation](<https://github.com/google/trax/tree/master/trax/models/reformer>)

Recorded evaluation configuration: {"Prediction Horizon":96}. This record does not assert independent reproduction.

### FEDformer

MSE: 0.015. Result ID: 698fa2953a6c314849fab52f.

[Reporting paper](<https://www.sota2.com/research/paper/68fa6d721e209131cea39f53.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6cbf1e209131cea35c29.md>)

Recorded evaluation configuration: {"Prediction Horizon":720}. This record does not assert independent reproduction.

Page 1 of 1. This is an index page, not the full collection.
