Multivariate Time Series Forecasting on Exchange-Rate (test)
0.0184RSELRidge
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| LRidgeHorizon=32017.03 | 0.0184 | 0.9788 | — | — | — | |
| LSVRHorizon=32017.03 | 0.0189 | 0.9782 | — | — | — | |
| RNN-GRUHorizon=32017.03 | 0.0192 | 0.9786 | — | — | — | |
| LST-SkipHorizon=32017.03 | 0.0226 | 0.9735 | — | — | — | |
| ARHorizon=32017.03 | 0.0228 | 0.9734 | — | — | — | |
| GPHorizon=32017.03 | 0.0239 | 0.8713 | — | — | — | |
| RNN-GRUHorizon=62017.03 | 0.0264 | 0.9712 | — | — | — | |
| VARMLPHorizon=32017.03 | 0.0265 | 0.8609 | — | — | — | |
| GPHorizon=62017.03 | 0.0272 | 0.8193 | — | — | — | |
| LRidgeHorizon=62017.03 | 0.0274 | 0.9722 | — | — | — | |
| LST-AttnHorizon=32017.03 | 0.0276 | 0.9717 | — | — | — | |
| ARHorizon=62017.03 | 0.0279 | 0.9656 | — | — | — | |
| LST-SkipHorizon=62017.03 | 0.028 | 0.9658 | — | — | — | |
| LSVRHorizon=62017.03 | 0.0284 | 0.9697 | — | — | — | |
| VARMLPHorizon=62017.03 | 0.0304 | 0.8725 | — | — | — | |
| LST-AttnHorizon=62017.03 | 0.0321 | 0.9656 | — | — | — | |
| TRMFHorizon=32017.03 | 0.0351 | 0.9142 | — | — | — | |
| ARHorizon=122017.03 | 0.0353 | 0.9526 | — | — | — | |
| LST-SkipHorizon=122017.03 | 0.0356 | 0.9511 | — | — | — | |
| TRMFHorizon=62017.03 | 0.0375 | 0.8123 | — | — | — | |
| GPHorizon=122017.03 | 0.0394 | 0.8484 | — | — | — | |
| VARMLPHorizon=122017.03 | 0.0407 | 0.828 | — | — | — | |
| RNN-GRUHorizon=122017.03 | 0.0408 | 0.9531 | — | — | — | |
| LRidgeHorizon=122017.03 | 0.0419 | 0.9543 | — | — | — | |
| LSVRHorizon=122017.03 | 0.0425 | 0.9546 | — | — | — | |
| ARHorizon=242017.03 | 0.0445 | 0.9357 | — | — | — | |
| LST-AttnHorizon=122017.03 | 0.0448 | 0.9499 | — | — | — | |
| LST-SkipHorizon=242017.03 | 0.0449 | 0.9354 | — | — | — | |
| TRMFHorizon=122017.03 | 0.0494 | 0.8993 | — | — | — | |
| TRMFHorizon=242017.03 | 0.0563 | 0.8678 | — | — | — | |
| VARMLPHorizon=242017.03 | 0.0578 | 0.7675 | — | — | — | |
| GPHorizon=242017.03 | 0.058 | 0.8278 | — | — | — | |
| LST-AttnHorizon=242017.03 | 0.059 | 0.9339 | — | — | — | |
| RNN-GRUHorizon=242017.03 | 0.0626 | 0.9223 | — | — | — | |
| LSVRHorizon=242017.03 | 0.0662 | 0.937 | — | — | — | |
| LRidgeHorizon=242017.03 | 0.0675 | 0.9305 | — | — | — | |
| DLinearHorizon (T)=962022.05 | — | — | 0.081 | 0.203 | — | |
| DLinearHorizon (T)=7202022.05 | — | — | 0.643 | 0.601 | — | |
| LinearHorizon (T)=962022.05 | — | — | 0.082 | 0.207 | — | |
| RepeatHorizon (T)=962022.05 | — | — | 0.081 | 0.196 | — |