Forecasting on Exchange (CRPS)
0.094CRPSTSDiff-Cond
Evaluation Results
| Method | Links | |
|---|---|---|
| TSDiff-Condvariant=conditional2023.07 | 0.094 | |
| TSDiff-Qguidance=quantile guidance2023.07 | 0.098 | |
| DeepARarchitecture=RNN-based2023.07 | 0.099 | |
| Transformerarchitecture=self-attention-based2023.07 | 0.102 | |
| TSDiff-MSguidance=mean square guidance2023.07 | 0.116 | |
| TFTarchitecture=Temporal Fusion Transformer2023.07 | 0.134 | |
| DeepStatemodel=state space model2023.07 | 0.146 | |
| CSDImodel=conditional diffusion2023.07 | 0.159 | |
| Linear2023.07 | 0.179 | |
| Seasonal Naive2023.07 | 0.221 | |
| ETS2023.07 | 0.433 |