Probabilistic forecasting on electricity (test)
0.016MSEDeRegiME
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DeRegiMEProbabilistic Head=DeRegiME, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.016 | 1.001 | 0.059 | |
| RBFProbabilistic Head=RBF, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.018 | 0.203 | 0.126 | |
| RQProbabilistic Head=RQ, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.018 | 0.211 | 0.127 | |
| Student-tProbabilistic Head=Student-t, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.021 | 0.914 | 0.065 | |
| QuantileProbabilistic Head=Quantile, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.021 | — | 0.065 | |
| GaussianProbabilistic Head=Gaussian, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.022 | 0.643 | 0.068 | |
| CSDI2021.07 | 110,000 | — | — | |
| TransMAF2021.07 | 200,000 | — | — | |
| TLAE2021.07 | 200,000 | — | — | |
| GP-copula2021.07 | 240,000 | — | — |