Forecasting Rejection on M1 Quarterly (Source holdout)
6.2AUCOErr. var.
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Err. var.Source=M1-Q, Base Model=KAN2026.06 | 6.2 | 0.257 | 3.08 | |
| PI widthSource=M1-Q, Base Model=KAN2026.06 | 5.9 | 0.247 | 2.21 | |
| PI widthSource=M1-Q, Base Model=NHITS2026.06 | 5.8 | 0.247 | 2.14 | |
| Err. var.Source=M1-Q, Base Model=NHITS2026.06 | 5.8 | 0.269 | 2.81 | |
| Res. scaleSource=M1-Q, Base Model=NHITS2026.06 | 5 | — | 0.98 | |
| Res. scaleSource=M1-Q, Base Model=KAN2026.06 | 4.9 | — | 1.07 | |
| MetamodelSource=M1-Q, Base Model=KAN2026.06 | 1.5 | 0.71 | 2.88 | |
| MetamodelSource=M1-Q, Base Model=NHITS2026.06 | 1.3 | 0.733 | 10.85 |