TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting

Benchmark Model Rank Results
multivariate-time-series-forecasting-on-weather-96-192TimeMixer#1MSE: 0.208MAE: 0.250
multivariate-time-series-forecasting-on-weather-96-96TimeMixer#1MSE: 0.163MAE: 0.209
multivariate-time-series-forecasting-on-etth2-96-336TimeMixer#2MSE: 0.386MAE: 0.414
multivariate-time-series-forecasting-on-etth2-96-720TimeMixer#2MSE: 0.412MAE: 0.434
multivariate-time-series-forecasting-on-weather-96-336TimeMixer#2MSE: 0.251MAE: 0.287
multivariate-time-series-forecasting-on-weather-96-720TimeMixer#2MSE: 0.339MAE: 0.341
multivariate-time-series-forecasting-on-electricity-96-96TimeMixer#3MSE: 0.153MAE: 0.247
multivariate-time-series-forecasting-on-etth2-96-192TimeMixer#3MSE: 0.372MAE: 0.392
multivariate-time-series-forecasting-on-etth2-96-96TimeMixer#3MSE: 0.289MAE: 0.341
multivariate-time-series-forecasting-on-ettm2-96-192TimeMixer#3MSE: 0.237MAE: 0.299
multivariate-time-series-forecasting-on-ettm2-96-336TimeMixer#3MSE: 0.298MAE: 0.340
multivariate-time-series-forecasting-on-ettm2-96-720TimeMixer#3MSE: 0.391MAE: 0.396
multivariate-time-series-forecasting-on-ettm2-96-96TimeMixer#3MSE: 0.175MAE: 0.258
multivariate-time-series-forecasting-on-traffic-96-192TimeMixer#3MSE: 0.473MAE: 0.296
multivariate-time-series-forecasting-on-traffic-96-336TimeMixer#3MSE: 0.498MAE: 0.296
multivariate-time-series-forecasting-on-traffic-96-720TimeMixer#3MSE: 0.506MAE: 0.313
multivariate-time-series-forecasting-on-traffic-96-96TimeMixer#3MSE: 0.462MAE: 0.285
multivariate-time-series-forecasting-on-electricity-96-192TimeMixer#4MSE: 0.166MAE: 0.256
multivariate-time-series-forecasting-on-electricity-96-336TimeMixer#4MSE: 0.185MAE: 0.277
multivariate-time-series-forecasting-on-electricity-96-720TimeMixer#4MSE: 0.225MAE: 0.310