Probabilistic Forecasting on ECL
0.2169Q-RiskvLinear
Evaluation results
| Method | Links | |
|---|---|---|
| vLinearQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2169 | |
| vLinearQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2442 | |
| vLinearQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2593 | |
| vLinearQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2663 | |
| vLinearQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2663 | |
| QuantileFormerQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 0.333 | |
| QuantileFormerQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 0.434 | |
| QuantileFormerQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 0.5121 | |
| AutoformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.642 | |
| QuantileFormerQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 0.7469 | |
| PatchTSTQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.7567 | |
| QuantileFormerQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 0.8136 | |
| AutoformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8786 | |
| PatchTSTQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.88 | |
| TransformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8873 | |
| TransformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.9005 | |
| iTransformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.9072 | |
| AutoformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.9191 | |
| TransformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.9439 | |
| FEDformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.9669 | |
| DeepARQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 1.0002 | |
| TransformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0098 | |
| AutoformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0301 | |
| iTransformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0348 | |
| FEDformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0447 | |
| AutoformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0584 | |
| FEDformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0618 | |
| PatchTSTQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0657 | |
| DeepARQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 1.083 | |
| DeepARQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 1.1177 | |
| DeepARQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 1.2077 | |
| iTransformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.2174 | |
| iTransformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.2742 | |
| PatchTSTQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.3134 | |
| iTransformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.343 | |
| TransformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.3703 | |
| PatchTSTQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.8354 | |
| FEDformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.9429 | |
| DeepARQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 1.9544 | |
| FEDformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 3.0007 |