Probabilistic Forecasting on ETTh1 Standard-scaled (test)
0.268CRPSStudent-t
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| Student-tBackbone=PatchTST, Probabilistic Head Type=Dynamic probabilistic head, Target Scaling=Standard-scaled, Horizon Aggregation=all-horizon means2026.05 | 0.268 | 0.521 | 0.319 | |
| DeRegiMEBackbone=PatchTST, Probabilistic Head Type=Regime Mixture, Target Scaling=Standard-scaled, Horizon Aggregation=all-horizon means2026.05 | 0.269 | 0.534 | 0.322 | |
| GaussianBackbone=PatchTST, Probabilistic Head Type=Dynamic probabilistic head, Target Scaling=Standard-scaled, Horizon Aggregation=all-horizon means2026.05 | 0.27 | 0.59 | 0.323 | |
| QuantileBackbone=PatchTST, Probabilistic Head Type=Dynamic probabilistic head, Target Scaling=Standard-scaled, Horizon Aggregation=all-horizon means2026.05 | 0.279 | — | 0.337 | |
| RQBackbone=PatchTST, Probabilistic Head Type=Deep-kernel GP head, Target Scaling=Standard-scaled, Horizon Aggregation=all-horizon means2026.05 | 0.28 | 0.662 | 0.317 | |
| RBFBackbone=PatchTST, Probabilistic Head Type=Deep-kernel GP head, Target Scaling=Standard-scaled, Horizon Aggregation=all-horizon means2026.05 | 0.281 | 0.665 | 0.318 |