Time Series Analysis on ETTh2 (720) Multivariate

Metric: MSE (lower is better)

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#	Model↕	MSE▲	Extra Data	Paper	Date↕	Code
1	RLinear	0.372	No	Revisiting Long-term Time Series Forecasting: An...	2023-05-18	Code
2	DiPE-Linear	0.375	No	Disentangled Interpretable Representation for Ef...	2024-11-26	Code
3	MMFNet	0.376	No	MMFNet: Multi-Scale Frequency Masking Neural Net...	2024-10-02	Code
4	PatchTST/64	0.379	No	A Time Series is Worth 64 Words: Long-term Forec...	2022-11-27	Code
5	xPatch	0.384	No	xPatch: Dual-Stream Time Series Forecasting with...	2024-12-23	Code
6	PatchMixer	0.393	No	PatchMixer: A Patch-Mixing Architecture for Long...	2023-10-01	Code
7	NLinear	0.394	No	Are Transformers Effective for Time Series Forec...	2022-05-26	Code
8	SegRNN	0.394	No	SegRNN: Segment Recurrent Neural Network for Lon...	2023-08-22	Code
9	TSMixer	0.395	No	TSMixer: Lightweight MLP-Mixer Model for Multiva...	2023-06-14	Code
10	PRformer	0.396	No	PRformer: Pyramidal Recurrent Transformer for Mu...	2024-08-20	Code
11	LTBoost (drop_last=false)	0.407	No	-	-	Code
12	MoLE-RLinear	0.409	No	Mixture-of-Linear-Experts for Long-term Time Ser...	2023-12-11	Code
13	TiDE	0.419	No	Long-term Forecasting with TiDE: Time-series Den...	2023-04-17	Code
14	TEFN	0.434	No	Time Evidence Fusion Network: Multi-source View ...	2024-05-10	Code
15	FiLM	0.439	No	FiLM: Frequency improved Legendre Memory Model f...	2022-05-18	Code
16	SCINet	0.475	No	SCINet: Time Series Modeling and Forecasting wit...	2021-06-17	Code
17	DLinear	0.605	No	Are Transformers Effective for Time Series Forec...	2022-05-26	Code
18	MoLE-DLinear	0.605	No	Mixture-of-Linear-Experts for Long-term Time Ser...	2023-12-11	Code
19	Informer	2.34	No	Informer: Beyond Efficient Transformer for Long ...	2020-12-14	Code
20	QuerySelector	3.0664	No	Long-term series forecasting with Query Selector...	2021-07-19	Code
21	Transformer	3.1805	No	Long-term series forecasting with Query Selector...	2021-07-19	Code

#1RLinearSOTA
0.372
MSE· 2023-05-18
Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mapping Code
#2DiPE-Linear
0.375
MSE· 2024-11-26
Disentangled Interpretable Representation for Efficient Long-term Time Series Forecasting Code
#3MMFNet
0.376
MSE· 2024-10-02
MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series Forecasting Code
#4PatchTST/64SOTA
0.379
MSE· 2022-11-27
A Time Series is Worth 64 Words: Long-term Forecasting with Transformers Code
#5xPatch
0.384
MSE· 2024-12-23
xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition Code
#6PatchMixer
0.393
MSE· 2023-10-01
PatchMixer: A Patch-Mixing Architecture for Long-Term Time Series Forecasting Code
#7NLinearSOTA
0.394
MSE· 2022-05-26
Are Transformers Effective for Time Series Forecasting?Code
#8SegRNN
0.394
MSE· 2023-08-22
SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting Code
#9TSMixer
0.395
MSE· 2023-06-14
TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting Code
#10PRformer
0.396
MSE· 2024-08-20
PRformer: Pyramidal Recurrent Transformer for Multivariate Time Series Forecasting Code
#11LTBoost (drop_last=false)
0.407
MSE
No paperCode
#12MoLE-RLinear
0.409
MSE· 2023-12-11
Mixture-of-Linear-Experts for Long-term Time Series Forecasting Code
#13TiDE
0.419
MSE· 2023-04-17
Long-term Forecasting with TiDE: Time-series Dense Encoder Code
#14TEFN
0.434
MSE· 2024-05-10
Time Evidence Fusion Network: Multi-source View in Long-Term Time Series Forecasting Code
#15FiLMSOTA
0.439
MSE· 2022-05-18
FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting Code
#16SCINetSOTA
0.475
MSE· 2021-06-17
SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction Code
#17DLinear
0.605
MSE· 2022-05-26
Are Transformers Effective for Time Series Forecasting?Code
#18MoLE-DLinear
0.605
MSE· 2023-12-11
Mixture-of-Linear-Experts for Long-term Time Series Forecasting Code
#19InformerSOTA
2.34
MSE· 2020-12-14
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Code
#20QuerySelector
3.0664
MSE· 2021-07-19
Long-term series forecasting with Query Selector -- efficient model of sparse attention Code
#21Transformer
3.1805
MSE· 2021-07-19
Long-term series forecasting with Query Selector -- efficient model of sparse attention Code