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ResearchFormerly WizWand

Macroscopic time series forecasting on M5

0.0227SMAPEMixSeq
0.0214320.0299910.038550.047109Oct 27, 2021
Updated 8mo ago

Evaluation results

MethodLinks
MixSeqForecasting Method=ConvTrans2021.100.0227
MixARMAForecasting Method=ConvTrans2021.100.0245
DTCRForecasting Method=ConvTrans2021.100.0253
MixSeqForecasting Method=Prophet2021.100.0267
MixARMAForecasting Method=Prophet2021.100.0269
MacroForecasting Method=Prophet2021.100.0271
DTCRForecasting Method=Prophet2021.100.0271
MacroForecasting Method=ConvTrans2021.100.0274
MacroForecasting Method=DeepAR2021.100.0278
MixSeqForecasting Method=DeepAR2021.100.0298
MixARMAForecasting Method=DeepAR2021.100.0319
MixSeqForecasting Method=TCN2021.100.0358
MixARMAForecasting Method=TCN2021.100.0395
DTCRForecasting Method=DeepAR2021.100.041
MacroForecasting Method=TCN2021.100.0412
DTCRForecasting Method=TCN2021.100.0447
MacroForecasting Method=ARMA2021.100.054
MixARMAForecasting Method=ARMA2021.100.0541
MixSeqForecasting Method=ARMA2021.100.0543
DTCRForecasting Method=ARMA2021.100.0544