Probabilistic Forecasting on Exchange (test)
0.082CRPSDeRegiME
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DeRegiMEProbabilistic Head=DeRegiME, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.082 | 0.559 | 0.026 | |
| QuantileProbabilistic Head=Quantile, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.082 | — | 0.026 | |
| Student-tProbabilistic Head=Student-t, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.083 | 0.543 | 0.026 | |
| GaussianProbabilistic Head=Gaussian, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.084 | 0.453 | 0.026 | |
| GaussianBackbone=PatchTST2026.05 | 0.085 | -0.464 | 0.028 | |
| DeRegiMEBackbone=PatchTST2026.05 | 0.086 | -0.508 | 0.027 | |
| Student-tBackbone=PatchTST2026.05 | 0.086 | -0.52 | 0.028 | |
| QuantileBackbone=PatchTST2026.05 | 0.087 | — | 0.028 | |
| RBFProbabilistic Head=RBF, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.089 | 0.391 | 0.027 | |
| RQProbabilistic Head=RQ, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.089 | 0.387 | 0.027 | |
| RBFBackbone=PatchTST2026.05 | 0.284 | 0.666 | 0.268 | |
| RQBackbone=PatchTST2026.05 | 0.286 | 0.672 | 0.271 |