notesum.ai
Published at May 2AutoTimes: Autoregressive Time Series Forecasters via Large Language Models
NeurIPS
Released Date: May 2, 2024
Authors: Yong Liu1, Guo Qin1, Xiangdong Huang1, Jianmin Wang1, Mingsheng Long1
Aff.: 1School of Software, BNRist, Tsinghua University, China
Arxiv: https://openreview.net/pdf/78a0ddc70eadd5e517ea53f37bd27931e0b5659c.pdf

|
Models |
AutoTimes |
TimeLLM |
FPT |
Koopa |
N-HiTS |
DLinear |
PatchTST |
TimesNet |
FiLM |
N-BEATS |
|
|---|---|---|---|---|---|---|---|---|---|---|---|
| Average |
sMAPE |
11.831 | 11.983 | 11.991 | 11.863 | 11.960 | 12.418 | 13.022 | 11.930 | 12.489 | 11.910 |
|
MASE |
1.585 | 1.595 | 1.600 | 1.595 | 1.606 | 1.656 | 1.814 | 1.597 | 1.690 | 1.613 | |
|
OWA |
0.850 | 0.859 | 0.861 | 0.858 | 0.861 | 0.891 | 0.954 | 0.867 | 0.902 | 0.862 | |