Multivariate Time Series Forecasting on M4 hourly
0.0358CRPS_sumGPVar
Evaluation Results
| Method | Links | |
|---|---|---|
| GPVartime-dependent error modeling=w/2024.02 | 0.0358 | |
| GPVartime-dependent error modeling=w/o2024.02 | 0.0613 | |
| Transformertime-dependent error modeling=w/2024.02 | 0.0616 | |
| Transformertime-dependent error modeling=w/o2024.02 | 0.0651 | |
| VAR2024.02 | 0.2352 | |
| GARCH2024.02 | 0.2758 |