Multivariate Time Series Forecasting on exchange_rate
0.0033CRPS SumVAR
Evaluation results
| Method | Links | |
|---|---|---|
| VAR2024.02 | 0.0033 | |
| Transformertime-dependent error modeling=w/2024.02 | 0.0042 | |
| Transformertime-dependent error modeling=w/o2024.02 | 0.0055 | |
| GPVartime-dependent error modeling=w/o2024.02 | 0.0068 | |
| VSDM2024.05 | 0.008 | |
| GPVartime-dependent error modeling=w/2024.02 | 0.0117 | |
| DDPM2024.05 | 0.012 | |
| SGM2024.05 | 0.012 | |
| GARCH2024.02 | 0.0435 |