Financial forecasting on GOOGL 2-day forecast horizon (304 rolling windows)
0.435CRPSTS
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| TS2026.05 | 0.435 | 0.843 | 1.053 | 1.43 | 1.709 | |
| DeepAR2026.05 | 0.536 | 1.002 | 1.223 | 1.529 | 1.823 | |
| Neural MJD2026.05 | 0.542 | 0.999 | 1.184 | 1.455 | 1.881 | |
| Gaussian SDE2026.05 | 0.61 | 1.166 | 1.369 | 1.69 | 1.827 | |
| DLinearType=Deterministic model2026.05 | 0.745 | 1.257 | 1.498 | 1.919 | 2.24 | |
| NJ-SDE2026.05 | 1.199 | 1.609 | 1.805 | 2.312 | 2.57 |