A Time Series is Worth 64 Words: Long-term Forecasting with Transformers

Benchmark Model Rank Results
time-series-forecasting-on-electricity-192PatchTST/64#3MSE: 0.147
time-series-forecasting-on-electricity-336PatchTST/64#6MSE: 0.163
time-series-forecasting-on-electricity-720PatchTST/64#5MSE: 0.197
time-series-forecasting-on-electricity-96PatchTST/64#4MSE: 0.129
time-series-forecasting-on-etth1-192-1PatchTST/64#14MSE: 0.413MAE: 0.429
time-series-forecasting-on-etth1-192-2PatchTST/64#5MSE: 0.074MAE: 0.215
time-series-forecasting-on-etth1-336-1PatchTST/64#17MSE: 0.422MAE: 0.44
time-series-forecasting-on-etth1-336-2PatchTST/64#2MSE: 0.076MAE: 0.22
time-series-forecasting-on-etth1-720-1PatchTST/64#10MSE: 0.447MAE: 0.468
time-series-forecasting-on-etth1-720-2PatchTST/64#4MSE: 0.087MAE: 0.236
time-series-forecasting-on-etth1-96-1PatchTST/64#10MSE: 0.37MAE: 0.4
time-series-forecasting-on-etth1-96-2PatchTST/64#6MSE: 0.059MAE: 0.189
time-series-forecasting-on-etth2-192-1PatchTST/64#11MSE: 0.341MAE: 0.382
time-series-forecasting-on-etth2-192-2PatchTST/64#4MSE: 0.171MAE: 0.329
time-series-forecasting-on-etth2-336-1PatchTST/64#5MSE: 0.329MAE: 0.384
time-series-forecasting-on-etth2-336-2PatchTST/64#4MSE: 0.171MAE: 0.336
time-series-forecasting-on-etth2-720-1PatchTST/64#3MSE: 0.379MAE: 0.422
time-series-forecasting-on-etth2-720-2PatchTST/64#5MSE: 0.223MAE: 0.38
time-series-forecasting-on-etth2-96-1PatchTST/64#9MSE: 0.274MAE: 0.337
time-series-forecasting-on-etth2-96-2PatchTST/64#6MSE: 0.131MAE: 0.284
time-series-forecasting-on-weather-192PatchTST/64#9MSE: 0.194
time-series-forecasting-on-weather-336PatchTST/64#8MSE: 0.245
time-series-forecasting-on-weather-720PatchTST/64#4MSE: 0.314
time-series-forecasting-on-weather-96PatchTST/64#9MSE: 0.149