LTBoost: Boosted Hybrids of Ensemble Linear and Gradient Algorithms for the Long-term Time Series Forecasting

Benchmark Model Rank Results
time-series-forecasting-on-etth1-192-1LTBoost (drop_last=false)#5MSE: 0.396MAE: 0.406
time-series-forecasting-on-etth1-336-1LTBoost (drop_last=false)#20MSE: 0.424MAE: 0.423
time-series-forecasting-on-etth1-720-1LTBoost (drop_last=false)#4MSE: 0.435MAE: 0.449
time-series-forecasting-on-etth1-96-1LTBoost (drop_last=false)#5MSE: 0.357MAE: 0.382
time-series-forecasting-on-etth2-192-1LTBoost (drop_last=false)#9MSE: 0.332MAE: 0.377
time-series-forecasting-on-etth2-336-1LTBoost (drop_last=false)#7MSE: 0.355MAE: 0.401
time-series-forecasting-on-etth2-720-1LTBoost (drop_last=false)#10MSE: 0.407MAE: 0.439
time-series-forecasting-on-etth2-96-1LTBoost (drop_last=false)#5MSE: 0.263MAE: 0.329
time-series-forecasting-on-ettm1-192-1LTBoost (drop_last=false)#2MSE: 0.316MAE: 0.354
time-series-forecasting-on-ettm1-336-1LTBoost (drop_last=false)#1MSE: 0.349MAE: 0.375
time-series-forecasting-on-ettm1-720-1LTBoost (drop_last=false)#1MSE: 0.403MAE: 0.405
time-series-forecasting-on-ettm1-96-1LTBoost (drop_last=false)#2MSE: 0.277MAE: 0.330
time-series-forecasting-on-ettm2-192-1LTBoost (drop_last=false)#9MAE: 0.282MSE: 0.210
time-series-forecasting-on-ettm2-336-1LTBoost (drop_last=false)#1MSE: 0.262MAE: 0.317
time-series-forecasting-on-ettm2-720-1LTBoost (drop_last=false)#2MSE: 0.349MAE: 0.375
time-series-forecasting-on-ettm2-96-1LTBoost (drop_last=false)#2MSE: 0.156MAE: 0.243