Forecasting on Copper 22-day horizon (test)
0.0578RMSESLFF
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| SLFFHorizon=22-day, Rolling-origin folds=72025.05 | 0.0578 | 0.0439 | |
| PatchTSTHorizon=22-day, Rolling-origin folds=72025.05 | 0.0595 | 0.0455 | |
| TFTHorizon=22-day, Rolling-origin folds=72025.05 | 0.0607 | 0.0463 | |
| N-HiTSHorizon=22-day, Rolling-origin folds=72025.05 | 0.0611 | 0.0467 | |
| DeepARHorizon=22-day, Rolling-origin folds=72025.05 | 0.0622 | 0.0479 | |
| LSTMHorizon=22-day, Rolling-origin folds=72025.05 | 0.0635 | 0.0488 | |
| XGBoostHorizon=22-day, Rolling-origin folds=72025.05 | 0.0648 | 0.0499 | |
| ARIMAHorizon=22-day, Rolling-origin folds=72025.05 | 0.0689 | 0.0528 | |
| PersistenceHorizon=22-day, Rolling-origin folds=72025.05 | 0.0716 | 0.0547 |