Probabilistic Forecasting on ETTm1
0.0596Q-RiskQuantileFormer
Evaluation results
| Method | Links | |
|---|---|---|
| QuantileFormerQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 0.0596 | |
| iTransformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.1228 | |
| QuantileFormerQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 0.1536 | |
| QuantileFormerQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 0.1642 | |
| vLinearQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2483 | |
| QuantileFormerQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 0.2689 | |
| PatchTSTQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.2816 | |
| vLinearQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 0.3448 | |
| TransformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.3618 | |
| FEDformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.3865 | |
| vLinearQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 0.3954 | |
| iTransformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4112 | |
| vLinearQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 0.4199 | |
| vLinearQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 0.4264 | |
| QuantileFormerQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 0.434 | |
| AutoformerQuantile=0.9, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4774 | |
| FEDformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4927 | |
| TransformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.4998 | |
| PatchTSTQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.51 | |
| DeepARQuantile=0.9, Input-Predict Setting=Input-96-Predict-962026.01 | 0.5388 | |
| FEDformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.5491 | |
| iTransformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.5824 | |
| FEDformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.6619 | |
| TransformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.7372 | |
| iTransformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.7514 | |
| DeepARQuantile=0.7, Input-Predict Setting=Input-96-Predict-962026.01 | 0.7901 | |
| AutoformerQuantile=0.8, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8392 | |
| FEDformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8673 | |
| TransformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.874 | |
| iTransformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 0.8834 | |
| PatchTSTQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.024 | |
| TransformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.0397 | |
| DeepARQuantile=0.8, Input-Predict Setting=Input-96-Predict-962026.01 | 1.0616 | |
| AutoformerQuantile=0.7, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.1008 | |
| DeepARQuantile=0.6, Input-Predict Setting=Input-96-Predict-962026.01 | 1.1749 | |
| DeepARQuantile=0.5, Input-Predict Setting=Input-96-Predict-962026.01 | 1.2026 | |
| PatchTSTQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.3088 | |
| AutoformerQuantile=0.6, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.3424 | |
| PatchTSTQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.4268 | |
| AutoformerQuantile=0.5, Input-Predict Setting=Input-96-Predict-96, Training Loss=Quantile Loss2026.01 | 1.8463 |