Macroscopic Time Series Forecasting on M5 interval 6 (test)
0.046R0.5 LossConvTrans
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| ConvTransClustering strategy=MixSeq2021.10 | 0.046 | 0.0238 | |
| ConvTransClustering strategy=MixARMA2021.10 | 0.0497 | 0.0257 | |
| ConvTransClustering strategy=DTCR2021.10 | 0.0514 | 0.026 | |
| DeepARClustering strategy=Macro2021.10 | 0.0548 | 0.0289 | |
| ConvTransClustering strategy=Macro2021.10 | 0.0553 | 0.026 | |
| DeepARClustering strategy=MixSeq2021.10 | 0.0582 | 0.0445 | |
| DeepARClustering strategy=MixARMA2021.10 | 0.0624 | 0.0582 | |
| TCNClustering strategy=MixSeq2021.10 | 0.0694 | 0.0508 | |
| TCNClustering strategy=MixARMA2021.10 | 0.0762 | 0.0789 | |
| DeepARClustering strategy=DTCR2021.10 | 0.0787 | 0.0627 | |
| TCNClustering strategy=Macro2021.10 | 0.079 | 0.0635 | |
| TCNClustering strategy=DTCR2021.10 | 0.0847 | 0.0805 |