Financial Time Series Forecasting on Avg. across markets

0.907AR

TIPS (Distilled Student)

Updated 1mo ago

Evaluation Results

Method
TIPS (Distilled Student) 2026.03	0.907	1.454	1.934
TIPS (Distilled Student) 2026.03	0.891	1.385	1.854
Bias Teacher Ensemble 2026.03	0.703	1.401	1.738
Bias Teacher Ensemble 2026.03	0.687	1.338	1.669
Transformer 2026.03	0.589	1.162	1.275
Ensemble (Classical Architecture) 2026.03	0.586	1.336	1.673
Transformer 2026.03	0.573	1.104	1.218
Ensemble 2026.03	0.57	1.273	1.611
Mamba 2026.03	0.519	1.074	1.456
Mamba 2026.03	0.503	1.015	1.409
GRU 2026.03	0.45	1.184	1.369
GRU 2026.03	0.434	1.121	1.315
LSTM 2026.03	0.423	1.109	1.207
LSTM 2026.03	0.407	1.049	1.158
TCN 2026.03	0.394	1.199	1.482
TCN 2026.03	0.378	1.137	1.418
RankLSTM 2026.03	0.346	0.912	0.987
MASTER 2026.03	0.295	0.833	0.847
Ensemble (Financial Time Series Specialist) 2026.03	0.263	0.846	0.826
iTransformer 2026.03	0.245	0.853	0.799
Ensemble (Generic Time Series SOTA) 2026.03	0.21	0.827	0.76
DLinear 2026.03	0.194	0.583	0.574
AutoFormer 2026.03	0.193	0.756	0.673
PatchTST 2026.03	0.183	0.734	0.587
StockMixer 2026.03	0.174	0.63	0.522
TimeMixer 2026.03	0.162	0.656	0.517