Multivariate Time Series Forecasting on m4 hourly (Energy Score)
2.2729Energy Score (ES)GPVar
Evaluation Results
| Method | Links | |
|---|---|---|
| GPVarTime-dependent errors=false2024.02 | 2.2729 | |
| TransformerTime-dependent errors=true2024.02 | 2.344 | |
| GPVarTime-dependent errors=true2024.02 | 2.3611 | |
| TransformerTime-dependent errors=false2024.02 | 2.5877 | |
| VARTime-dependent errors=false2024.02 | 4.5109 | |
| GARCHTime-dependent errors=false2024.02 | 5.1849 |