notesum.ai

Published at October 21

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

cs.SE

cs.AI

Released Date: October 21, 2024

Authors: Shiyu Wang¹, Jiawei Li¹, Xiaoming Shi², Zhou Ye², Baichuan Mo³, Wenze Lin², Shengtong Ju², Zhixuan Chu², Ming Jin⁴

Aff.: ¹The Hong Kong University of Science and Technology (Guangzhou); ²Zhejiang University; ³Massachusetts Institute of Technology; ⁴Griffith University

Arxiv: https://arxiv.org/abs/2410.16032v1

Models	TimeMixer++	TimeMixer	iTransformer	TiDE	TimesNet	N-HiTS	N-BEATS	PatchTST	MICN	FiLM	LightTS	DLinear	FED.	Stationary	Auto.
Models	(Ours)	(2024)	(2023)	(2023b)	(2023)	(2023)	(2019)	(2023)	(2023)	(2022a)	(2022a)	(2023)	(2022b)	(2022b)	(2021)
SMAPE	11.448	11.723	12.684	13.950	11.829	11.927	11.851	13.152	19.638	14.863	13.525	13.639	12.840	12.780	12.909
MASE	1.487	1.559	1.764	1.940	1.585	1.613	1.559	1.945	5.947	2.207	2.111	2.095	1.701	1.756	1.771
OWA	0.821	0.840	0.929	1.020	0.851	0.861	0.855	0.998	2.279	1.125	1.051	1.051	0.918	0.930	0.939