Univariate Time-Series Forecasting on ETTm1
0.019MSESCINet
Evaluation results
| Method | Links | ||
|---|---|---|---|
| SCINetHorizon=242021.06 | 0.019 | 0.084 | |
| AutoformerHorizon=242021.06 | 0.025 | 0.122 | |
| SCINetHorizon=482021.06 | 0.025 | 0.106 | |
| PathformerInput length (H)=96, Prediction length (F)=962024.02 | 0.029 | 0.126 | |
| InformerHorizon=242021.06 | 0.03 | 0.137 | |
| PatchTSTInput length (H)=96, Prediction length (F)=962024.02 | 0.03 | 0.127 | |
| N-BeatsHorizon=242021.06 | 0.031 | 0.117 | |
| FEDformerInput length (H)=96, Prediction length (F)=962024.02 | 0.033 | 0.14 | |
| AutoformerHorizon=482021.06 | 0.039 | 0.156 | |
| SCINetHorizon=962021.06 | 0.039 | 0.138 | |
| PathformerInput length (H)=96, Prediction length (F)=1922024.02 | 0.042 | 0.16 | |
| PatchTSTInput length (H)=96, Prediction length (F)=1922024.02 | 0.043 | 0.165 | |
| MinusformerInput Length=96, Prediction Length=Avg2024.02 | 0.052 | 0.172 | |
| MinusformerInput length=962024.02 | 0.052 | 0.172 | |
| N-BeatsHorizon=482021.06 | 0.056 | 0.168 | |
| AutoformerInput length (H)=96, Prediction length (F)=962024.02 | 0.056 | 0.183 | |
| AutoformerHorizon=962021.06 | 0.057 | 0.184 | |
| SCINetHorizon=2882021.06 | 0.057 | 0.183 | |
| PathformerInput length (H)=96, Prediction length (F)=3362024.02 | 0.058 | 0.185 | |
| FEDformerInput length (H)=96, Prediction length (F)=1922024.02 | 0.058 | 0.186 | |
| PeriodformerInput Length=144, Prediction Length=Avg2024.02 | 0.059 | 0.201 | |
| PeriodformerInput length=14402024.02 | 0.059 | 0.201 | |
| PatchTSTInput length (H)=96, Prediction length (F)=3362024.02 | 0.059 | 0.185 | |
| InformerHorizon=482021.06 | 0.069 | 0.203 | |
| FEDformerInput Length=96, Prediction Length=Avg2024.02 | 0.069 | 0.202 | |
| FEDformerInput length=962024.02 | 0.069 | 0.202 | |
| PathformerInput length (H)=96, Prediction length (F)=7202024.02 | 0.079 | 0.217 | |
| AutoformerInput Length=96, Prediction Length=Avg2024.02 | 0.081 | 0.221 | |
| AutoformerInput length=962024.02 | 0.081 | 0.221 | |
| PatchTSTInput length (H)=96, Prediction length (F)=7202024.02 | 0.081 | 0.218 | |
| AutoformerInput length (H)=96, Prediction length (F)=1922024.02 | 0.081 | 0.216 | |
| FEDformerInput length (H)=96, Prediction length (F)=3362024.02 | 0.084 | 0.231 | |
| ARIMAHorizon=242021.06 | 0.09 | 0.206 | |
| DeepARHorizon=242021.06 | 0.091 | 0.243 | |
| N-BeatsHorizon=962021.06 | 0.095 | 0.234 | |
| AutoformerInput length (H)=96, Prediction length (F)=3362024.02 | 0.096 | 0.218 | |
| FEDformerInput length (H)=96, Prediction length (F)=7202024.02 | 0.102 | 0.25 | |
| AutoformerHorizon=2882021.06 | 0.103 | 0.253 | |
| SCINetHorizon=6722021.06 | 0.103 | 0.252 | |
| AutoformerHorizon=6722021.06 | 0.11 | 0.261 | |
| AutoformerInput length (H)=96, Prediction length (F)=7202024.02 | 0.11 | 0.267 | |
| DeepARHorizon=482021.06 | 0.12 | 0.362 | |
| 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 | 0.13 | 0.26 | |
| TS2VecAvg=0.39, Rank=5.60, Rank (w/o CoST)=4.752026.06 | 0.15 | — | |
| N-BeatsHorizon=2882021.06 | 0.157 | 0.311 | |
| ARIMAHorizon=482021.06 | 0.179 | 0.306 | |
| ProphetHorizon=242021.06 | 0.194 | 0.396 | |
| InformerHorizon=962021.06 | 0.194 | 0.372 | |
| N-BeatsHorizon=6722021.06 | 0.207 | 0.37 | |
| LogTransInput Length=96, Prediction Length=Avg2024.02 | 0.231 | 0.382 | |
| LogTransInput length=962024.02 | 0.231 | 0.382 | |
| DeepARHorizon=962021.06 | 0.243 | 0.496 | |
| ARIMAHorizon=962021.06 | 0.272 | 0.399 | |
| InformerInput Length=96, Prediction Length=Avg2024.02 | 0.281 | 0.441 | |
| InformerInput length=962024.02 | 0.281 | 0.441 | |
| ProphetHorizon=482021.06 | 0.304 | 0.574 | |
| DeepARHorizon=2882021.06 | 0.362 | 0.795 | |
| ProphetHorizon=962021.06 | 0.364 | 1.174 | |
| InformerHorizon=2882021.06 | 0.401 | 0.554 | |
| ARIMAHorizon=2882021.06 | 0.462 | 0.558 | |
| DeepARHorizon=6722021.06 | 0.496 | 1.352 | |
| InformerHorizon=6722021.06 | 0.512 | 0.644 | |
| ReformerInput Length=96, Prediction Length=Avg2024.02 | 0.523 | 0.536 | |
| ReformerInput length=962024.02 | 0.523 | 0.536 | |
| ARIMAHorizon=6722021.06 | 0.639 | 0.697 | |
| ProphetHorizon=2882021.06 | 0.948 | 0.29 | |
| ProphetHorizon=6722021.06 | 2.437 | 0.58 |