Forecasting on Copper 5-day horizon (test)
0.0274RMSESLFF
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| SLFFHorizon=5-day, Rolling-origin folds=72025.05 | 0.0274 | 0.0203 | |
| PatchTSTHorizon=5-day, Rolling-origin folds=72025.05 | 0.0289 | 0.0214 | |
| TFTHorizon=5-day, Rolling-origin folds=72025.05 | 0.0294 | 0.0219 | |
| N-HiTSHorizon=5-day, Rolling-origin folds=72025.05 | 0.0298 | 0.0223 | |
| DeepARHorizon=5-day, Rolling-origin folds=72025.05 | 0.0304 | 0.0227 | |
| LSTMHorizon=5-day, Rolling-origin folds=72025.05 | 0.0308 | 0.0231 | |
| XGBoostHorizon=5-day, Rolling-origin folds=72025.05 | 0.0316 | 0.0239 | |
| ARIMAHorizon=5-day, Rolling-origin folds=72025.05 | 0.0335 | 0.0255 | |
| PersistenceHorizon=5-day, Rolling-origin folds=72025.05 | 0.0348 | 0.0263 |