Univariate Time-Series Forecasting on ETTh1
0.029MSESCINet
Evaluation results
| Method | Links | ||
|---|---|---|---|
| SCINetHorizon=242021.06 | 0.029 | 0.127 | |
| SCINetHorizon=482021.06 | 0.041 | 0.154 | |
| N-BeatsHorizon=242021.06 | 0.042 | 0.156 | |
| MinusformerInput Length=96, Prediction Length=962024.02 | 0.055 | 0.177 | |
| AutoformerHorizon=242021.06 | 0.057 | 0.188 | |
| SCINetHorizon=1682021.06 | 0.057 | 0.183 | |
| PathformerInput length (H)=96, Prediction length (F)=962024.02 | 0.057 | 0.18 | |
| PatchTSTInput length (H)=96, Prediction length (F)=962024.02 | 0.057 | 0.179 | |
| N-BeatsHorizon=482021.06 | 0.065 | 0.2 | |
| PeriodformerInput Length=144, Prediction Length=962024.02 | 0.068 | 0.203 | |
| SCINetHorizon=3362021.06 | 0.071 | 0.207 | |
| AutoformerInput length (H)=96, Prediction length (F)=962024.02 | 0.071 | 0.206 | |
| MinusformerInput Length=96, Prediction Length=1922024.02 | 0.072 | 0.204 | |
| MinusformerInput Length=96, Prediction Length=Avg2024.02 | 0.072 | 0.206 | |
| MinusformerInput length=962024.02 | 0.072 | 0.206 | |
| PathformerInput length (H)=96, Prediction length (F)=1922024.02 | 0.075 | 0.208 | |
| PathformerInput length (H)=96, Prediction length (F)=3362024.02 | 0.076 | 0.216 | |
| PatchTSTInput length (H)=96, Prediction length (F)=1922024.02 | 0.076 | 0.209 | |
| MinusformerInput Length=96, Prediction Length=7202024.02 | 0.079 | 0.224 | |
| FEDformerInput length (H)=96, Prediction length (F)=962024.02 | 0.079 | 0.215 | |
| MinusformerInput Length=96, Prediction Length=3362024.02 | 0.08 | 0.219 | |
| SCINetHorizon=7202021.06 | 0.084 | 0.232 | |
| PeriodformerInput Length=144, Prediction Length=1922024.02 | 0.088 | 0.228 | |
| PathformerInput length (H)=96, Prediction length (F)=7202024.02 | 0.09 | 0.238 | |
| PeriodformerInput Length=144, Prediction Length=Avg2024.02 | 0.093 | 0.237 | |
| PeriodformerInput length=14402024.02 | 0.093 | 0.237 | |
| PatchTSTInput length (H)=96, Prediction length (F)=3362024.02 | 0.093 | 0.24 | |
| PatchTSTInput length (H)=96, Prediction length (F)=7202024.02 | 0.097 | 0.245 | |
| InformerHorizon=242021.06 | 0.098 | 0.232 | |
| AutoformerHorizon=482021.06 | 0.103 | 0.257 | |
| FEDformerInput length (H)=96, Prediction length (F)=1922024.02 | 0.104 | 0.245 | |
| PeriodformerInput Length=144, Prediction Length=3362024.02 | 0.105 | 0.256 | |
| AutoformerInput Length=96, Prediction Length=Avg2024.02 | 0.105 | 0.252 | |
| AutoformerInput length=962024.02 | 0.105 | 0.252 | |
| N-BeatsHorizon=1682021.06 | 0.106 | 0.255 | |
| DeepARHorizon=242021.06 | 0.107 | 0.28 | |
| AutoformerInput length (H)=96, Prediction length (F)=3362024.02 | 0.107 | 0.258 | |
| ARIMAHorizon=242021.06 | 0.108 | 0.284 | |
| PeriodformerInput Length=144, Prediction Length=7202024.02 | 0.109 | 0.262 | |
| FEDformerInput Length=96, Prediction Length=Avg2024.02 | 0.111 | 0.257 | |
| FEDformerInput length=962024.02 | 0.111 | 0.257 | |
| AutoformerInput length (H)=96, Prediction length (F)=1922024.02 | 0.114 | 0.262 | |
| ProphetHorizon=242021.06 | 0.115 | 0.275 | |
| FEDformerInput length (H)=96, Prediction length (F)=3362024.02 | 0.119 | 0.27 | |
| AutoformerHorizon=1682021.06 | 0.123 | 0.271 | |
| AutoformerInput length (H)=96, Prediction length (F)=7202024.02 | 0.126 | 0.283 | |
| N-BeatsHorizon=3362021.06 | 0.127 | 0.284 | |
| FEDformerInput length (H)=96, Prediction length (F)=7202024.02 | 0.142 | 0.299 | |
| InformerHorizon=482021.06 | 0.158 | 0.314 | |
| CF-JEPAAvg (MSE)=0.36, Avg (MAE)=0.38, Rank (MSE)=3.17, Rank (MAE)=3.19, Rank (w/o CoST) (MSE)=2.56, Rank (w/o CoST) (MAE)=2.582026.06 | 0.16 | 0.32 | |
| DeepARHorizon=482021.06 | 0.162 | 0.327 | |
| ProphetHorizon=482021.06 | 0.168 | 0.33 | |
| TS2VecAvg=0.39, Rank=5.60, Rank (w/o CoST)=4.752026.06 | 0.17 | — | |
| ARIMAHorizon=482021.06 | 0.175 | 0.424 | |
| InformerHorizon=1682021.06 | 0.183 | 0.387 | |
| AutoformerHorizon=3362021.06 | 0.188 | 0.34 | |
| InformerInput Length=96, Prediction Length=Avg2024.02 | 0.199 | 0.377 | |
| InformerInput length=962024.02 | 0.199 | 0.377 | |
| InformerHorizon=3362021.06 | 0.222 | 0.435 | |
| AutoformerHorizon=7202021.06 | 0.225 | 0.376 | |
| DeepARHorizon=1682021.06 | 0.239 | 0.422 | |
| N-BeatsHorizon=7202021.06 | 0.269 | 0.422 | |
| InformerHorizon=7202021.06 | 0.269 | 0.418 | |
| LogTransInput Length=96, Prediction Length=Avg2024.02 | 0.345 | 0.513 | |
| LogTransInput length=962024.02 | 0.345 | 0.513 | |
| ARIMAHorizon=1682021.06 | 0.396 | 0.504 | |
| DeepARHorizon=3362021.06 | 0.445 | 0.552 | |
| ARIMAHorizon=3362021.06 | 0.468 | 0.593 | |
| ReformerInput Length=96, Prediction Length=Avg2024.02 | 0.624 | 0.6 | |
| ReformerInput length=962024.02 | 0.624 | 0.6 | |
| DeepARHorizon=7202021.06 | 0.658 | 0.707 | |
| ARIMAHorizon=7202021.06 | 0.659 | 0.766 | |
| ProphetHorizon=1682021.06 | 1.224 | 0.763 | |
| ProphetHorizon=3362021.06 | 1.549 | 1.82 | |
| ProphetHorizon=7202021.06 | 2.735 | 3.253 |