Are Transformers Effective for Time Series Forecasting?

Benchmark Model Rank Results
time-series-forecasting-on-electricity-192DLinear#7MSE: 0.153
time-series-forecasting-on-electricity-336DLinear#7MSE: 0.169
time-series-forecasting-on-electricity-720DLinear#7MSE: 0.203
time-series-forecasting-on-electricity-96DLinear#9MSE: 0.14
time-series-forecasting-on-etth1-192-1DLinear#10MSE: 0.405MAE: 0.416
time-series-forecasting-on-etth1-192-1NLinear#12MSE: 0.408MAE: 0.415
time-series-forecasting-on-etth1-192-2DLinear#3MSE: 0.071MAE: 0.204
time-series-forecasting-on-etth1-336-1NLinear#24MSE: 0.429MAE: 0.427
time-series-forecasting-on-etth1-336-1DLinear#32MSE: 0.439MAE: 0.443
time-series-forecasting-on-etth1-336-2NLinear#4MSE: 0.081MAE: 0.226
time-series-forecasting-on-etth1-336-2DLinear#7MSE: 0.098MAE: 0.244
time-series-forecasting-on-etth1-720-1NLinear#5MSE: 0.44MAE: 0.453
time-series-forecasting-on-etth1-720-1DLinear#14MSE: 0.472MAE: 0.49
time-series-forecasting-on-etth1-720-2NLinear#2MSE: 0.08MAE: 0.226
time-series-forecasting-on-etth1-720-2DLinear#9MSE: 0.189MAE: 0.359
time-series-forecasting-on-etth1-96-2NLinear#1MSE: 0.053MAE: 0.177
time-series-forecasting-on-etth1-96-2DLinear#5MSE: 0.056MAE: 0.18
time-series-forecasting-on-etth2-192-1NLinear#12MSE: 0.344MAE: 0.381
time-series-forecasting-on-etth2-192-1DLinear#16MSE: 0.383MAE: 0.418
time-series-forecasting-on-etth2-192-2NLinear#3MSE: 0.169MAE: 0.324
time-series-forecasting-on-etth2-192-2DLinear#5MSE: 0.176MAE: 0.329
time-series-forecasting-on-etth2-336-1NLinear#8MSE: 0.357MAE: 0.4
time-series-forecasting-on-etth2-336-1DLinear#17MSE: 0.448MAE: 0.465
time-series-forecasting-on-etth2-336-2NLinear#6MSE: 0.194MAE: 0.355
time-series-forecasting-on-etth2-336-2DLinear#9MSE: 0.209MAE: 0.367
time-series-forecasting-on-etth2-720-1NLinear#6MSE: 0.394MAE: 0.436
time-series-forecasting-on-etth2-720-1DLinear#16MSE: 0.605MAE: 0.551
time-series-forecasting-on-etth2-720-2NLinear#6MSE: 0.225MAE: 0.381
time-series-forecasting-on-etth2-720-2DLinear#9MSE: 0.276MAE: 0.426
time-series-forecasting-on-etth2-96-1NLinear#12MSE: 0.277MAE: 0.338
time-series-forecasting-on-etth2-96-1DLinear#16MSE: 0.289MAE: 0.353
time-series-forecasting-on-etth2-96-2NLinear#4MSE: 0.129MAE: 0.278
time-series-forecasting-on-etth2-96-2DLinear#5MSE: 0.131MAE: 0.279
time-series-forecasting-on-weather-192DLinear#12MSE: 0.22
time-series-forecasting-on-weather-336DLinear#9MSE: 0.265
time-series-forecasting-on-weather-720DLinear#8MSE: 0.323
time-series-forecasting-on-weather-96DLinear#11MSE: 0.176