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Forecasting on Exchange (MAE, MSE)

0.17MAERIDDE
-0.2856762.7901375.865958.941763May 14, 2026May 15, 2026May 17, 2026May 19, 2026May 20, 2026May 22, 2026May 24, 2026

Evaluation results

MethodLinks
RIDDEZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.050.170.067
RAF-Chronos-boltZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.050.1720.063
Cross-RAGZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.050.1770.066
TS-RAGZero-shot=true, Input length=512, Forecasting horizon=64, Backbone=Chronos-Bolt2026.050.1880.076
DRL-STAF2026.051.643813.2381
NCTRL2026.051.848613.6292
Markovian-RNN2026.052.536128.1406
NHMM2026.054.4926100.0099
CHMM2026.058.5851293.5766
Parallel HOHMM2026.058.5905294.0307
Parallel HMM2026.058.6701294.0451
Parallel HSMM2026.059.9193366.7165
DEN-HMM2026.0511.5619470.4355