Probabilistic Forecasting on ETTm2 (test)
0.138CRPSDeRegiME
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DeRegiMEBackbone=PatchTST2026.05 | 0.138 | -0.285 | 0.09 | |
| Student-tBackbone=PatchTST2026.05 | 0.139 | -0.221 | 0.092 | |
| QuantileBackbone=PatchTST2026.05 | 0.139 | — | 0.093 | |
| GaussianBackbone=PatchTST2026.05 | 0.14 | -0.099 | 0.091 | |
| DeRegiMEProbabilistic Head=DeRegiME, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.143 | 0.278 | 0.093 | |
| Student-tProbabilistic Head=Student-t, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.146 | 0.144 | 0.095 | |
| QuantileProbabilistic Head=Quantile, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.146 | — | 0.095 | |
| RBFBackbone=PatchTST2026.05 | 0.26 | 0.573 | 0.207 | |
| GaussianProbabilistic Head=Gaussian, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.299 | 0.809 | 0.097 | |
| RQBackbone=PatchTST2026.05 | 0.365 | 0.88 | 0.255 | |
| RBFProbabilistic Head=RBF, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.445 | 1.051 | 0.175 | |
| RQProbabilistic Head=RQ, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.546 | 1.191 | 0.199 |