Probabilistic Forecasting on ETTh2
0.082CRPSDeepAR
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DeepARHorizon (H)=242026.05 | 0.082 | — | — | |
| PaP-NFHorizon (H)=242026.05 | 0.082 | — | — | |
| DynOptThetaHorizon (H)=242026.05 | 0.085 | — | — | |
| AutoETSHorizon (H)=242026.05 | 0.105 | — | — | |
| CrostonSBAHorizon (H)=242026.05 | 0.112 | — | — | |
| DeRegiMEProbabilistic head type=DeRegiME, Backbone=TimeMixer grid2026.05 | 0.169 | 0.049 | 0.118 | |
| Student-tProbabilistic head type=Student-t2026.05 | 0.17 | 0.092 | 0.118 | |
| GaussianProbabilistic head type=Gaussian2026.05 | 0.175 | 0.132 | 0.12 | |
| QuantileProbabilistic head type=Quantile2026.05 | 0.183 | — | 0.135 | |
| NPTSHorizon (H)=242026.05 | 0.216 | — | — | |
| RBFProbabilistic head type=RBF2026.05 | 0.242 | 0.406 | 0.232 | |
| RQProbabilistic head type=RQ2026.05 | 0.242 | 0.406 | 0.231 |