Probabilistic Forecasting on ETTh1 (NLPD, CRPS, MSE)
0.27CRPSDeRegiME
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| DeRegiMEProbabilistic head type=DeRegiME, Backbone=TimeMixer grid, Target scaling=Standard-scaled, Evaluation horizon=all-horizon means2026.05 | 0.27 | 0.542 | 0.324 | |
| Student-tProbabilistic head type=Student-t, Backbone=TimeMixer grid, Target scaling=Standard-scaled, Evaluation horizon=all-horizon means2026.05 | 0.27 | 0.536 | 0.324 | |
| GaussianProbabilistic head type=Gaussian, Backbone=TimeMixer grid, Target scaling=Standard-scaled, Evaluation horizon=all-horizon means2026.05 | 0.271 | 0.608 | 0.325 | |
| RBFProbabilistic head type=RBF, Backbone=TimeMixer grid, Target scaling=Standard-scaled, Evaluation horizon=all-horizon means2026.05 | 0.281 | 0.671 | 0.321 | |
| RQProbabilistic head type=RQ, Backbone=TimeMixer grid, Target scaling=Standard-scaled, Evaluation horizon=all-horizon means2026.05 | 0.281 | 0.67 | 0.323 | |
| QuantileProbabilistic head type=Quantile, Backbone=TimeMixer grid, Target scaling=Standard-scaled, Evaluation horizon=all-horizon means2026.05 | 0.301 | — | 0.358 |