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Table 1 The MAE and RMSE indexes of time series prediciton over the five datasets(ε=50)

From: VAECGAN: a generating framework for long-term prediction in multivariate time series

Models

SML2020

NASDAQ100

Energy

EEG

KDDCUP

LSTM

0.7924

0.4362

1.3416

0.3977

0.3556

 

0.7145

0.3389

0.5968

0.4304

0.3928

Seq2Seq

0.7594

0.3491

1.2385

0.2814

0.3014

 

0.6451

0.3369

0.6147

0.3816

0.3684

DARNN

0.5134

0.1554

1.1561

0.2951

0.2579

 

0.3938

0.2881

0.5912

0.3817

0.3177

TCN

0.5614

0.0993

1.1154

0.2411

0.1935

 

0.4989

0.2412

0.5983

0.3591

0.2881

DSTPRNN

0.3254

0.1217

1.0471

0.2589

0.1753

 

0.2589

0.2621

0.5477

0.3127

0.1829

VAE

0.4388

0.1898

1.2378

0.2426

0.2253

 

0.4136

0.2716

0.5471

0.3802

0.2968

VAECGAN

0.3115

0.0579

0.8294

0.2193

0.1654

 

0.1638

0.1911

0.4516

0.3452

0.1901