Forecasting Rejection on M3 Monthly (Source holdout)
0.899Spearman's ρMetamodel
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| MetamodelSource=M3-M, Base Model=NHITS2026.06 | 0.899 | 0.006 | 28.58 | |
| MetamodelSource=M3-M, Base Model=KAN2026.06 | 0.894 | 0.007 | 19.32 | |
| Err. var.Source=M3-M, Base Model=KAN2026.06 | 0.818 | 0.012 | 15.97 | |
| Err. var.Source=M3-M, Base Model=NHITS2026.06 | 0.815 | 0.012 | 19.17 | |
| Res. scaleSource=M3-M, Base Model=KAN2026.06 | 0.804 | 0.012 | 12.38 | |
| Res. scaleSource=M3-M, Base Model=NHITS2026.06 | 0.801 | 0.012 | 15.92 | |
| MetamodelSource=M1-M, Base Model=NHITS2026.06 | 0.766 | 0.014 | 11.01 | |
| MetamodelSource=M1-M, Base Model=KAN2026.06 | 0.752 | 0.016 | 4.99 | |
| PI widthSource=M3-M, Base Model=KAN2026.06 | 0.687 | 0.023 | 11.5 | |
| PI widthSource=M3-M, Base Model=NHITS2026.06 | 0.671 | 0.024 | 10.78 | |
| Res. scaleSource=M1-M, Base Model=KAN2026.06 | 0.485 | 0.036 | 2.74 | |
| Res. scaleSource=M1-M, Base Model=NHITS2026.06 | 0.482 | 0.038 | 1.92 | |
| PI widthSource=M1-M, Base Model=KAN2026.06 | 0.213 | 0.106 | 0.27 | |
| Err. var.Source=M1-M, Base Model=KAN2026.06 | 0.21 | 0.092 | 1.21 | |
| PI widthSource=M1-M, Base Model=NHITS2026.06 | 0.209 | 0.087 | 0.35 | |
| Err. var.Source=M1-M, Base Model=NHITS2026.06 | 0.204 | 0.082 | 0.62 |