Forecasting on Copper 1-day horizon (test)
0.0121RMSESLFF
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| SLFFHorizon=1-day, Rolling-origin folds=72025.05 | 0.0121 | 0.0091 | 61.3 | 0.214 | |
| PatchTSTHorizon=1-day, Rolling-origin folds=72025.05 | 0.0128 | 0.0097 | 59.4 | 0.188 | |
| TFTHorizon=1-day, Rolling-origin folds=72025.05 | 0.013 | 0.01 | 58.7 | 0.176 | |
| N-HiTSHorizon=1-day, Rolling-origin folds=72025.05 | 0.0132 | 0.0102 | 58.3 | 0.169 | |
| DeepARHorizon=1-day, Rolling-origin folds=72025.05 | 0.0134 | 0.0104 | 57.5 | 0.159 | |
| LSTMHorizon=1-day, Rolling-origin folds=72025.05 | 0.0136 | 0.0105 | 57 | 0.15 | |
| XGBoostHorizon=1-day, Rolling-origin folds=72025.05 | 0.0139 | 0.0109 | 55.2 | 0.128 | |
| ARIMAHorizon=1-day, Rolling-origin folds=72025.05 | 0.0148 | 0.0114 | 52.1 | 0.093 | |
| PersistenceHorizon=1-day, Rolling-origin folds=72025.05 | 0.0155 | 0.0119 | 49.6 | 0.021 |