notesum.ai

Published at September 27

TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis

ICLR

Released Date: September 27, 2024

Authors: Anonymous

Arxiv: https://openreview.net/pdf/3c758fea6cfc35ef15255e179cd0f0cf702f76af.pdf

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Models	TimeMixer++		TimeMixer		iTransformer		PatchTST		Crossformer		TiDE		TimesNet		DLinear		SCINet		FEDformer		Stationary		Autoformer
Models	(Ours)		( 2024 )		( 2023 )		( 2023 )		( 2023 )		( 2023b )		( 2023 )		( 2023 )		( 2022a )		( 2022b )		( 2022c )		( 2021 )
Metric	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE
Electricity	0.165	0.253	0.182	0.272	0.178	0.270	0.205	0.290	0.244	0.334	0.251	0.344	0.192	0.295	0.212	0.300	0.268	0.365	0.214	0.327	0.193	0.296	0.227	0.338
ETT (Avg)	0.349	0.399	0.367	0.388	0.383	0.377	0.381	0.397	0.685	0.578	0.482	0.470	0.391	0.404	0.442	0.444	0.689	0.597	0.408	0.428	0.471	0.464	0.465	0.459
Exchange	0.357	0.391	0.391	0.453	0.378	0.360	0.403	0.404	0.940	0.707	0.370	0.413	0.416	0.443	0.354	0.414	0.750	0.626	0.519	0.429	0.461	0.454	0.613	0.539
Traffic	0.416	0.264	0.484	0.297	0.428	0.282	0.481	0.304	0.550	0.304	0.760	0.473	0.620	0.336	0.625	0.383	0.804	0.509	0.610	0.376	0.624	0.340	0.628	0.379
Weather	0.226	0.262	0.240	0.271	0.258	0.278	0.259	0.281	0.259	0.315	0.271	0.320	0.259	0.287	0.265	0.317	0.292	0.363	0.309	0.360	0.288	0.314	0.338	0.382
Solar-Energy	0.203	0.238	0.216	0.280	0.233	0.262	0.270	0.307	0.641	0.639	0.347	0.417	0.301	0.319	0.330	0.401	0.282	0.375	0.291	0.381	0.261	0.381	0.885	0.711