Probabilistic Forecasting on Exchange (CRPS, MSIS, ACE90)
0.01CRPSDlinear + ProbRes
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| Dlinear + ProbResBackbone=Dlinear, Uncertainty Method=ProbRes2026.06 | 0.01 | 20.83 | 4.8 | |
| PatchTST + ProbResBackbone=PatchTST, Uncertainty Method=ProbRes2026.06 | 0.012 | 22.73 | 3.5 | |
| PatchTST + qBackbone=PatchTST, Uncertainty Method=Quantile Regression2026.06 | 0.013 | 38.65 | 10.4 | |
| TimeMixer + ProbResBackbone=TimeMixer, Uncertainty Method=ProbRes2026.06 | 0.013 | 32.64 | 1.5 | |
| Dlinear + qBackbone=Dlinear, Uncertainty Method=Quantile Regression2026.06 | 0.015 | 38.02 | 5.3 | |
| Dlinear + CQRBackbone=Dlinear, Uncertainty Method=CQR2026.06 | 0.015 | 30.5 | 5.9 | |
| PatchTST + ConformalBackbone=PatchTST, Uncertainty Method=Conformal2026.06 | 0.016 | 42.03 | 6 | |
| TimeMixer + bootstrapBackbone=TimeMixer, Uncertainty Method=Bootstrap2026.06 | 0.016 | 63.22 | 2.6 | |
| Dlinear + bootstrapBackbone=Dlinear, Uncertainty Method=Bootstrap2026.06 | 0.017 | 40.71 | 23.5 | |
| PatchTST + bootstrapBackbone=PatchTST, Uncertainty Method=Bootstrap2026.06 | 0.026 | 101.5 | 36.5 | |
| TimeMixer + qBackbone=TimeMixer, Uncertainty Method=Quantile Regression2026.06 | 0.029 | 77 | 5.6 | |
| TimeMixer + ConformalBackbone=TimeMixer, Uncertainty Method=Conformal2026.06 | 0.029 | 67.61 | 7 |