https://paperswithcode.com/sota/time-series-forecasting-on-etth2-48?p=informer-beyond-efficient-transformer-for
时序数据预测
https://colab.research.google.com/drive/1_X7O2BkFLvqyCdZzDZvV2MB0aAvYALLC#scrollTo=SA_i2gbl-rn-
1
SCINet
(Univariate)
0.227 0.089
SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction
2021
2
DLinear
0.235 0.096
Are Transformers Effective for Time Series Forecasting?
2022
3
QuerySelector
0.2622 0.1117
Long-term series forecasting with Query Selector -- efficient model of sparse attention
2021
4
Transformer
0.2763 0.1218
Long-term series forecasting with Query Selector -- efficient model of sparse attention
2021
5
Informer
0.314 0.155
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting
2020
6
Yformer
0.334 0.172
Yformer: U-Net Inspired Transformer Architecture for Far Horizon Time Series Forecasting
2021
7
SCINet
(Multivariate)
0.341 0.259
SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction
2021
8
ARIMA
0.474 3.190
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting
2020