Probabilistic Forecasting on ETTh1
0.2672Q-RiskvLinear
Evaluation results
| Method | Links | |
|---|---|---|
| vLinearQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2672 | |
| QuantileFormerQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2912 | |
| QuantileFormerQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 0.3007 | |
| iTransformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.3129 | |
| PatchTSTQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.3166 | |
| QuantileFormerQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 0.3388 | |
| vLinearQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 0.3822 | |
| QuantileFormerQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 0.4273 | |
| PatchTSTQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4275 | |
| vLinearQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 0.4423 | |
| AutoformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4569 | |
| FEDformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4582 | |
| vLinearQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 0.4707 | |
| iTransformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4721 | |
| vLinearQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 0.4765 | |
| TransformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4868 | |
| TransformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.5546 | |
| QuantileFormerQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 0.613 | |
| FEDformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.7208 | |
| TransformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.7284 | |
| DeepARQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 0.7631 | |
| FEDformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8328 | |
| iTransformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8607 | |
| TransformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8805 | |
| iTransformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.885 | |
| FEDformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8875 | |
| AutoformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.9091 | |
| FEDformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.948 | |
| iTransformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.9508 | |
| DeepARQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 1.0815 | |
| PatchTSTQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.1307 | |
| AutoformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.1977 | |
| TransformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.1989 | |
| DeepARQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 1.2217 | |
| AutoformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.2556 | |
| PatchTSTQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.4558 | |
| PatchTSTQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.4719 | |
| AutoformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.7221 | |
| DeepARQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 1.9889 | |
| DeepARQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 2.3414 |