SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting

Benchmark Model Rank Results
time-series-forecasting-on-etth1-336-univariateSegRNN#1MSE: 0.073MAE: 0.215
time-series-forecasting-on-etth1-96-multivariateSegRNN#1MSE: 0.341MAE: 0.376
time-series-forecasting-on-weather-192SegRNN#1MSE: 0.186MAE: 0.227
multivariate-time-series-forecasting-on-electricity-96-336SegRNN#2MSE: 0.180MAE: 0.277
multivariate-time-series-forecasting-on-electricity-96-720SegRNN#2MSE: 0.218MAE: 0.313
multivariate-time-series-forecasting-on-electricity-96-96SegRNN#2MSE: 0.151MAE: 0.245
multivariate-time-series-forecasting-on-etth2-96-192SegRNN#2MSE: 0.359MAE: 0.389
multivariate-time-series-forecasting-on-etth2-96-96SegRNN#2MSE: 0.278MAE: 0.335
multivariate-time-series-forecasting-on-ettm2-96-192SegRNN#2MSE: 0.237MAE: 0.298
multivariate-time-series-forecasting-on-ettm2-96-336SegRNN#2MSE: 0.296MAE: 0.336
multivariate-time-series-forecasting-on-ettm2-96-720SegRNN#2MSE: 0.389MAE: 0.407
multivariate-time-series-forecasting-on-ettm2-96-96SegRNN#2MSE: 0.173MAE: 0.255
multivariate-time-series-forecasting-on-traffic-96-192SegRNN#2MSE: 0.434MAE: 0.276
multivariate-time-series-forecasting-on-traffic-96-336SegRNN#2MSE: 0.450MAE: 0.284
multivariate-time-series-forecasting-on-traffic-96-720SegRNN#2MSE: 0.483MAE: 0.302
multivariate-time-series-forecasting-on-traffic-96-96SegRNN#2MSE: 0.419MAE: 0.269
multivariate-time-series-forecasting-on-weather-96-192SegRNN#2MSE: 0.211MAE: 0.273
multivariate-time-series-forecasting-on-weather-96-96SegRNN#2MSE: 0.165MAE: 0.227
time-series-forecasting-on-etth1-192-univariateSegRNN#2MSE: 0.068MAE: 0.208
time-series-forecasting-on-etth1-96-univariateSegRNN#2MSE: 0.053MAE: 0.18
time-series-forecasting-on-etth2-192-univariateSegRNN#2MSE: 0.158MAE: 0.317
time-series-forecasting-on-etth2-96-univariateSegRNN#2MSE: 0.121MAE: 0.272
time-series-forecasting-on-weather-96SegRNN#2MSE: 0.142MAE: 0.181
multivariate-time-series-forecasting-on-electricity-96-192SegRNN#3MSE: 0.164MAE: 0.258
multivariate-time-series-forecasting-on-etth2-96-336SegRNN#3MSE: 0.421MAE: 0.436
multivariate-time-series-forecasting-on-weather-96-336SegRNN#3MSE: 0.270MAE: 0.318
multivariate-time-series-forecasting-on-weather-96-720SegRNN#3MSE: 0.357MAE: 0.376
time-series-forecasting-on-etth1-720-multivariateSegRNN#3MSE: 0.434MAE: 0.447
time-series-forecasting-on-etth1-720-univariateSegRNN#3MSE: 0.085MAE: 0.233
time-series-forecasting-on-etth2-720-univariateSegRNN#3MSE: 0.205MAE: 0.365
time-series-forecasting-on-weather-336SegRNN#3MSE: 0.237MAE: 0.269
time-series-forecasting-on-weather-720SegRNN#3MSE: 0.31MAE: 0.32
multivariate-time-series-forecasting-on-etth2-96-720SegRNN#4MSE: 0.432MAE: 0.455
time-series-forecasting-on-etth1-192-multivariateSegRNN#4MSE: 0.385MAE: 0.402
time-series-forecasting-on-etth2-192-multivariateSegRNN#4MSE: 0.321MAE: 0.36
time-series-forecasting-on-etth2-336-multivariateSegRNN#4MSE: 0.325MAE: 0.374
time-series-forecasting-on-etth2-96-multivariateSegRNN#4MSE: 0.263MAE: 0.32
time-series-forecasting-on-etth2-336-univariateSegRNN#5MSE: 0.18MAE: 0.345
time-series-forecasting-on-etth1-336-multivariateSegRNN#6MSE: 0.401MAE: 0.417
time-series-forecasting-on-etth2-720-multivariateSegRNN#7MSE: 0.394MAE: 0.424