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ResearchFormerly WizWand

Macroscopic Time Series Forecasting on M5 interval 6 (test)

0.046R0.5 LossConvTrans
0.0444520.0549010.065350.075799Oct 27, 2021
Updated 8mo ago

Evaluation results

MethodLinks
ConvTransClustering strategy=MixSeq2021.100.0460.0238
ConvTransClustering strategy=MixARMA2021.100.04970.0257
ConvTransClustering strategy=DTCR2021.100.05140.026
DeepARClustering strategy=Macro2021.100.05480.0289
ConvTransClustering strategy=Macro2021.100.05530.026
DeepARClustering strategy=MixSeq2021.100.05820.0445
DeepARClustering strategy=MixARMA2021.100.06240.0582
TCNClustering strategy=MixSeq2021.100.06940.0508
TCNClustering strategy=MixARMA2021.100.07620.0789
DeepARClustering strategy=DTCR2021.100.07870.0627
TCNClustering strategy=Macro2021.100.0790.0635
TCNClustering strategy=DTCR2021.100.08470.0805