Multivariate Time Series Forecasting on Electricity (CRPS_sum)
0.0403CRPS_sumGPVar
Evaluation Results
| Method | Links | |
|---|---|---|
| GPVartime-dependent error modeling=w/2024.02 | 0.0403 | |
| GPVartime-dependent error modeling=w/o2024.02 | 0.043 | |
| Transformertime-dependent error modeling=w/o2024.02 | 0.0494 | |
| Transformertime-dependent error modeling=w/2024.02 | 0.0638 | |
| VAR2024.02 | 0.1264 | |
| GARCH2024.02 | 0.2847 |