Long-term series forecasting with Query Selector -- efficient model of sparse attention

Benchmark Model Rank Results
time-series-forecasting-on-etth1-168-1QuerySelector#2MSE: 0.6835MAE: 0.6088
time-series-forecasting-on-etth1-168-1Transformer#3MSE: 0.7146MAE: 0.6325
time-series-forecasting-on-etth1-168-2QuerySelector#2MSE: 0.0935MAE: 0.2371
time-series-forecasting-on-etth1-168-2Transformer#3MSE: 0.1049MAE: 0.2539
time-series-forecasting-on-etth1-24-1QuerySelector#2MSE: 0.4226MAE: 0.4627
time-series-forecasting-on-etth1-24-1Transformer#3MSE: 0.4496MAE: 0.4788
time-series-forecasting-on-etth1-24-2QuerySelector#2MSE: 0.0436MAE: 0.1616
time-series-forecasting-on-etth1-24-2Transformer#4MSE: 0.0548MAE: 0.183
time-series-forecasting-on-etth1-336-1Transformer#56MSE: 0.8321MAE: 0.7041
time-series-forecasting-on-etth1-336-1QuerySelector#57MSE: 0.8503MAE: 0.7039
time-series-forecasting-on-etth1-336-2QuerySelector#8MSE: 0.1267MAE: 0.2844
time-series-forecasting-on-etth1-336-2Transformer#9MSE: 0.1541MAE: 0.3201
time-series-forecasting-on-etth1-48-1QuerySelector#2MSE: 0.4581MAE: 0.4878
time-series-forecasting-on-etth1-48-1Transformer#3MSE: 0.4668MAE: 0.4968
time-series-forecasting-on-etth1-48-2QuerySelector#2MSE: 0.0721MAE: 0.2118
time-series-forecasting-on-etth1-48-2Transformer#3MSE: 0.074MAE: 0.2144
time-series-forecasting-on-etth1-720-1Transformer#20MSE: 1.108MAE: 0.8399
time-series-forecasting-on-etth1-720-1QuerySelector#21MSE: 1.115MAE: 0.8428
time-series-forecasting-on-etth1-720-2QuerySelector#11MSE: 0.2136MAE: 0.373
time-series-forecasting-on-etth1-720-2Transformer#12MSE: 0.2501MAE: 0.4213
time-series-forecasting-on-etth2-168-1Transformer#3MSE: 1.6225MAE: 0.9726
time-series-forecasting-on-etth2-168-1QuerySelector#4MSE: 1.7385MAE: 1.0125
time-series-forecasting-on-etth2-168-2QuerySelector#3MSE: 0.1753MAE: 0.3322
time-series-forecasting-on-etth2-168-2Transformer#4MSE: 0.1974MAE: 0.3547
time-series-forecasting-on-etth2-24-1QuerySelector#2MSE: 0.4124MAE: 0.4864
time-series-forecasting-on-etth2-24-1Transformer#3MSE: 0.4237MAE: 0.5013
time-series-forecasting-on-etth2-24-2QuerySelector#3MSE: 0.0843MAE: 0.2239
time-series-forecasting-on-etth2-24-2Transformer#4MSE: 0.0999MAE: 0.2479
time-series-forecasting-on-etth2-336-1QuerySelector#19MSE: 2.3168MAE: 1.1859
time-series-forecasting-on-etth2-336-1Transformer#20MSE: 2.6617MAE: 1.2189
time-series-forecasting-on-etth2-336-2QuerySelector#8MSE: 0.2088MAE: 0.371
time-series-forecasting-on-etth2-336-2Transformer#10MSE: 0.2191MAE: 0.3805
time-series-forecasting-on-etth2-48-1QuerySelector#3MSE: 1.4074MAE: 0.9317
time-series-forecasting-on-etth2-48-1Transformer#4MSE: 1.522MAE: 0.9488
time-series-forecasting-on-etth2-48-2QuerySelector#3MSE: 0.1117MAE: 0.2622
time-series-forecasting-on-etth2-48-2Transformer#4MSE: 0.1218MAE: 0.2763
time-series-forecasting-on-etth2-720-1QuerySelector#19MSE: 3.0664MAE: 1.3084
time-series-forecasting-on-etth2-720-1Transformer#20MSE: 3.1805MAE: 1.3668
time-series-forecasting-on-etth2-720-2QuerySelector#8MSE: 0.2585MAE: 0.413
time-series-forecasting-on-etth2-720-2Transformer#10MSE: 0.2853MAE: 0.434