Dataset | Window | ARIMA | Informera | CNNa | HLNet | NBEATS | SCINet | SRCNet |
---|---|---|---|---|---|---|---|---|
ETTh1 | 24 | 0.290 | 0.247 | 0.172 (±0.030) | 0.197 (±0.014) | 0.201 ( ±0.012) | \(\underline{0.186 (\pm 0.006)}\) | 0.138 (±0.010) |
48 | \(\underline{0.167(\pm 0.015)}\) | 0.193 (±0.019) | 0.210 (±0.043) | 0.166 (±0.021) | 0.137 (±0.006) | |||
72 | \(\underline{0.139 (\pm 0.013)}\) | 0.202 (±0.007) | 0.152 (±0.009) | 0.149 (±0.013) | 0.131 (±0.003) | |||
96 | \(\underline{0.144 (\pm 0.007)}\) | 0.205 (±0.014) | 0.149 (±0.013) | 0.146 (±0.010) | *0.129 (±0.001) | |||
120 | 0.156 (±0.012) | 0.192 (±0.007) | 0.15 (±0.018) | *0.138 (±0.010) | 0.131 (±0.004) | |||
ETTh2 | 24 | 0.433 | 0.240 | 0.205 (±0.008) | 0.333 (±0.016) | 0.197 (±0.003) | \(\underline{0.198 (\pm 0.006)}\) | \(\underline{0.198 (\pm 0.006)}\) |
48 | \(\underline{0.198 (\pm 0.002)}\) | 0.339 (±0.011) | 0.201 (±0.003) | 0.201 (±0.009) | 0.195 (±0.005) | |||
72 | 0.195 (±0.004) | 0.334 (±0.010) | 0.202 (±0.002) | 0.196 (±0.009) | 0.189 (±0.003) | |||
96 | 0.200 (±0.005) | 0.338 (±0.003) | 0.207 (±0.003) | \(\underline{0.197 (\pm 0.004)}\) | *0.193 (±0.002) | |||
120 | 0.201 (±0.005) | 0.339 (±0.004) | 0.206 (±0.002) | \(\underline{0.198 (\pm 0.004)}\) | 0.194 (±0.005) |