Forecasting Rejection on M3 Quarterly (Source holdout)
0.75Spearman ρMetamodel
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| MetamodelSource=M3-Q, Base Model=KAN2026.06 | 0.75 | 0.008 | 4.74 | |
| MetamodelSource=M3-Q, Base Model=NHITS2026.06 | 0.747 | 0.007 | 10.54 | |
| Err. var.Source=M3-Q, Base Model=NHITS2026.06 | 0.695 | 0.01 | 5.9 | |
| Err. var.Source=M3-Q, Base Model=KAN2026.06 | 0.663 | 0.012 | 4.23 | |
| PI widthSource=M3-Q, Base Model=NHITS2026.06 | 0.612 | 0.013 | 7.75 | |
| PI widthSource=M3-Q, Base Model=KAN2026.06 | 0.556 | 0.016 | 6.24 | |
| Res. scaleSource=M3-Q, Base Model=NHITS2026.06 | 0.52 | 0.018 | 1.87 | |
| Res. scaleSource=M3-Q, Base Model=KAN2026.06 | 0.466 | 0.022 | 1.66 |