Probabilistic Forecasting on ETTm1 (test)
0.209CRPSDeRegiME
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DeRegiMEBackbone=PatchTST2026.05 | 0.209 | 0.207 | 0.217 | |
| Student-tBackbone=PatchTST2026.05 | 0.209 | 0.209 | 0.217 | |
| QuantileBackbone=PatchTST2026.05 | 0.21 | — | 0.228 | |
| GaussianBackbone=PatchTST2026.05 | 0.212 | 0.326 | 0.219 | |
| DeRegiMEProbabilistic Head=DeRegiME, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.22 | 0.274 | 0.234 | |
| Student-tProbabilistic Head=Student-t, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.239 | 0.388 | 0.25 | |
| QuantileProbabilistic Head=Quantile, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.24 | — | 0.248 | |
| GaussianProbabilistic Head=Gaussian, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.265 | 0.635 | 0.254 | |
| RBFProbabilistic Head=RBF, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.395 | 1.017 | 0.485 | |
| RQProbabilistic Head=RQ, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.419 | 1.024 | 0.645 | |
| RBFBackbone=PatchTST2026.05 | 0.465 | 1.06 | 0.909 | |
| RQBackbone=PatchTST2026.05 | 0.465 | 1.061 | 0.91 |