Probabilistic forecasting on ETTm2
0.049CRPSDynOptTheta
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| DynOptThetaHorizon (H)=242026.05 | 0.049 | — | — | — | |
| DeepARHorizon (H)=242026.05 | 0.068 | — | — | — | |
| PaP-NFHorizon (H)=242026.05 | 0.068 | — | — | — | |
| AutoETSHorizon (H)=242026.05 | 0.081 | — | — | — | |
| CrostonSBAHorizon (H)=242026.05 | 0.102 | — | — | — | |
| NPTSHorizon (H)=242026.05 | 0.139 | — | — | — | |
| TPSArchitecture=DLinear, Prediction Lengths={96, 192, 336, 720}, Seeds=52026.04 | 0.2666 | 0.1333 | 75.15 | 0.8351 | |
| FreqMaskArchitecture=DLinear, Prediction Lengths={96, 192, 336, 720}, Seeds=52026.04 | 0.268 | 0.134 | 80.37 | 1.016 | |
| NoneArchitecture=DLinear, Prediction Lengths={96, 192, 336, 720}, Seeds=52026.04 | 0.2681 | 0.1341 | 81.61 | 1.0735 | |
| UpsampleArchitecture=DLinear, Prediction Lengths={96, 192, 336, 720}, Seeds=52026.04 | 0.269 | 0.1345 | 77.16 | 0.9179 | |
| Dominant ShuffleArchitecture=DLinear, Prediction Lengths={96, 192, 336, 720}, Seeds=52026.04 | 0.2693 | 0.1346 | 82.94 | 1.1331 | |
| FreqMixArchitecture=DLinear, Prediction Lengths={96, 192, 336, 720}, Seeds=52026.04 | 0.2705 | 0.1352 | 82.55 | 1.1288 | |
| FreqAddArchitecture=DLinear, Prediction Lengths={96, 192, 336, 720}, Seeds=52026.04 | 0.2812 | 0.1406 | 88.44 | 1.4778 |