FRED-MD
Benchmarks
Task NameDataset NameSOTA ResultTrendResults
FRED-MD Benchmark I
0.03WQL
16
FRED-MD Benchmark I C=100, H=10
0.02WQL
8
FRED-MD
8.5MSPE (h=1)
5
FRED-MD December 2024 vintage
0MSE
4
FRED-MD (test)
94.1Coverage
4
FRED-MD h=1
0.03Point Estimate
4
FRED-MD horizon h=4
0.14Point Estimate
2
FRED-MD horizon h=2
0.079Point Estimate
2
FRED-MD h=12
-0.074Point Estimate
2
FRED-MD h=6
-0.084Point Estimate
2
FRED-MD h=3
-0.163Point Estimate
2