Multivariate Time Series Forecasting on wikipedia
0.05CRPS SumTransformer
Evaluation Results
| Method | Links | |
|---|---|---|
| Transformertime-dependent error modeling=w/2024.02 | 0.05 | |
| GPVartime-dependent error modeling=w/2024.02 | 0.0743 | |
| Transformertime-dependent error modeling=w/o2024.02 | 0.0841 | |
| GPVartime-dependent error modeling=w/o2024.02 | 0.1745 | |
| GARCH2024.02 | 0.6699 | |
| VAR2024.02 | 26.2025 |