Table 3 Multivariate time series forecasting results. The input length H = 336. The best results are highlighted in bold, and the second-best results are underlined.
From: Quantum-enhanced dual-layer graph attention network for time-series forecasting
Models | Steps | QFreqFormer | D-PAD | PatchTST | DLinear | Informer | FEDformer | Autoformer | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | ||
Weather | 96 | 0.153 | 0.194 | 0.162 | 0.201 | 0.174 | 0.214 | 0.176 | 0.237 | 0.354 | 0.405 | 0.238 | 0.314 | 0.249 | 0.329 |
192 | 0.194 | 0.234 | 0.217 | 0.251 | 0.221 | 0.254 | 0.220 | 0.282 | 0.419 | 0.434 | 0.275 | 0.329 | 0.325 | 0.370 | |
336 | 0.238 | 0.272 | 0.239 | 0.273 | 0.278 | 0.296 | 0.265 | 0.319 | 0.583 | 0.543 | 0.339 | 0.377 | 0.351 | 0.391 | |
720 | 0.329 | 0.325 | 0.335 | 0.364 | 0.343 | 0.362 | 0.353 | 0.362 | 0.916 | 0.705 | 0.389 | 0.409 | 0.415 | 0.426 | |
Traffic | 96 | 0.341 | 0.204 | 0.359 | 0.236 | 0.492 | 0.324 | 0.410 | 0.282 | 0.733 | 0.410 | 0.576 | 0.359 | 0.597 | 0.371 |
192 | 0.377 | 0.246 | 0.377 | 0.245 | 0.487 | 0.303 | 0.423 | 0.287 | 0.777 | 0.435 | 0.610 | 0.380 | 0.607 | 0.382 | |
336 | 0.384 | 0.242 | 0.391 | 0.253 | 0.417 | 0.383 | 0.436 | 0.296 | 0.776 | 0.434 | 0.608 | 0.375 | 0.623 | 0.387 | |
720 | 0.403 | 0.278 | 0.413 | 0.282 | 0.542 | 0.337 | 0.466 | 0.315 | 0.827 | 0.466 | 0.621 | 0.375 | 0.639 | 0.395 | |
Electricity | 96 | 0.124 | 0.207 | 0.128 | 0.218 | 0.180 | 0.218 | 0.140 | 0.237 | 0.304 | 0.393 | 0.186 | 0.302 | 0.196 | 0.313 |
192 | 0.137 | 0.229 | 0.142 | 0.233 | 0.188 | 0.275 | 0.153 | 0.249 | 0.327 | 0.417 | 0.197 | 0.311 | 0.211 | 0.324 | |
336 | 0.156 | 0.252 | 0.161 | 0.254 | 0.291 | 0.297 | 0.169 | 0.267 | 0.333 | 0.422 | 0.213 | 0.328 | 0.214 | 0.327 | |
720 | 0.183 | 0.277 | 0.190 | 0.282 | 0.328 | 0.345 | 0.203 | 0.301 | 0.351 | 0.427 | 0.233 | 0.344 | 0.236 | 0.342 | |
ETTh1 | 96 | 0.405 | 0.415 | 0.379 | 0.402 | 0.422 | 0.432 | 0.452 | 0.465 | 0.462 | 0.475 | 0.427 | 0.952 | 0.374 | 0.368 |
192 | 0.436 | 0.430 | 0.421 | 0.428 | 0.379 | 0.407 | 0.426 | 0.430 | 0.428 | 0.456 | 0.436 | 1.542 | 0.446 | 0.434 | |
336 | 0.390 | 0.409 | 0.428 | 0.410 | 0.421 | 0.400 | 0.477 | 0.409 | 0.410 | 0.486 | 0.465 | 1.642 | 0.447 | 0.479 | |
720 | 0.486 | 0.476 | 0.507 | 0.605 | 0.465 | 0.412 | 0.453 | 0.476 | 0.499 | 0.515 | 0.551 | 1.619 | 0.469 | 0.490 | |
ETTm1 | 96 | 0.297 | 0.300 | 0.294 | 0.297 | 0.361 | 0.324 | 0.332 | 0.343 | 0.348 | 0.343 | 0.349 | 0.462 | 0.271 | 0.293 |
192 | 0.364 | 0.366 | 0.362 | 0.374 | 0.374 | 0.392 | 0.378 | 0.429 | 0.392 | 0.423 | 0.442 | 0.586 | 0.458 | 0.486 | |
336 | 0.355 | 0.356 | 0.390 | 0.367 | 0.403 | 0.424 | 0.453 | 0.485 | 0.485 | 0.502 | 0.415 | 0.871 | 0.364 | 0.379 | |
720 | 0.428 | 0.437 | 0.461 | 0.446 | 0.475 | 0.480 | 0.514 | 0.521 | 0.525 | 0.538 | 0.561 | 1.267 | 0.520 | 0.519 | |
ETTh2 | 96 | 0.297 | 0.343 | 0.300 | 0.348 | 0.294 | 0.343 | 0.180 | 0.251 | 0.256 | 0.260 | 0.264 | 0.260 | 0.462 | 0.271 |
192 | 0.379 | 0.243 | 0.248 | 0.250 | 0.244 | 0.378 | 0.252 | 0.289 | 0.298 | 0.306 | 0.309 | 0.303 | 0.586 | 0.318 | |
336 | 0.377 | 0.283 | 0.304 | 0.311 | 0.317 | 0.382 | 0.324 | 0.331 | 0.327 | 0.342 | 0.348 | 0.342 | 0.871 | 0.364 | |
720 | 0.453 | 0.442 | 0.460 | 0.475 | 0.467 | 0.451 | 0.470 | 0.480 | 0.481 | 0.497 | 0.507 | 0.521 | 1.267 | 0.520 | |
ETTm2 | 96 | 0.170 | 0.251 | 0.178 | 0.256 | 0.177 | 0.260 | 0.180 | 0.264 | 0.167 | 0.260 | 0.355 | 0.462 | 0.180 | 0.271 |
192 | 0.226 | 0.289 | 0.243 | 0.298 | 0.248 | 0.306 | 0.250 | 0.309 | 0.224 | 0.303 | 0.595 | 0.586 | 0.252 | 0.318 | |
336 | 0.293 | 0.331 | 0.283 | 0.327 | 0.304 | 0.342 | 0.311 | 0.348 | 0.281 | 0.342 | 1.270 | 0.871 | 0.324 | 0.364 | |
720 | 0.389 | 0.380 | 0.389 | 0.381 | 0.403 | 0.397 | 0.412 | 0.407 | 0.397 | 0.421 | 3.001 | 1.267 | 0.410 | 0.420 | |