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 |