Next-month anomaly forecasting on NCEP/NCAR Reanalysis 1 (held-out period 1980-2023)
0.641Test R^2FSGD
Evaluation Results
| Method | Links | |
|---|---|---|
| FSGD2026.05 | 0.641 | |
| PPCA2026.05 | 0.631 | |
| Persistence2026.05 | 0.601 | |
| FSGD2026.05 | 0.592 | |
| PPCA2026.05 | 0.576 | |
| Vanilla SGD2026.05 | 0.549 | |
| Random Proj2026.05 | 0.542 | |
| Persistence2026.05 | 0.502 | |
| Vanilla SGD2026.05 | 0.449 | |
| PPCA2026.05 | 0.418 | |
| FSGD2026.05 | 0.379 | |
| Random Proj2026.05 | 0.375 | |
| Random Proj2026.05 | 0.329 | |
| Vanilla SGD2026.05 | 0.175 | |
| Persistence2026.05 | 0.104 | |
| Prev. Mean2026.05 | -0.581 | |
| Prev. Mean2026.05 | -0.655 | |
| Prev. Mean2026.05 | -0.965 |