# Probabilistic Forecasting on Mackey-Glass dataset (test)

Source: [Probabilistic Forecasting on Mackey-Glass dataset (test)](<https://www.sota2.com/research/sota/probabilistic-forecasting-on-mackey-glass-dataset-test>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-02-26T05:59:52.163Z

Evaluation of models performing Probabilistic Forecasting on the test split of the Mackey-Glass dataset, typically measured using RMSE, MAE, MAPE, and KLD.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Probabilistic Forecasting |
| Dataset (including any stated split) | Mackey-Glass dataset (test) |
| Metric | RMSE |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 3 of 3 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [RMSE](<https://www.sota2.com/research/sota/probabilistic-forecasting-on-mackey-glass-dataset-test.md?metric=RMSE>): Lower is better; unit: SCALAR.

- [MAE](<https://www.sota2.com/research/sota/probabilistic-forecasting-on-mackey-glass-dataset-test.md?metric=MAE>): Lower is better; unit: SCALAR.

- [MAPE](<https://www.sota2.com/research/sota/probabilistic-forecasting-on-mackey-glass-dataset-test.md?metric=MAPE>): Lower is better; unit: PERCENT.

- [KLD](<https://www.sota2.com/research/sota/probabilistic-forecasting-on-mackey-glass-dataset-test.md?metric=KLD>): Lower is better; unit: SCALAR.

## Recorded results

| Method | RMSE | Result date | Report paper |
| --- | --- | --- | --- |
| ForGAN | 0.000382 | Not recorded | 68fa65f91e209131cea0d9aa |
| state-of-the-art | 0.000438 | Not recorded | 68fa65f91e209131cea0d9aa |
| G-regression | 0.000563 | Not recorded | 68fa65f91e209131cea0d9aa |

### ForGAN

RMSE: 0.000382. Result ID: 698cd48b8b517eb4331d081a.

[Reporting paper](<https://www.sota2.com/research/paper/68fa65f91e209131cea0d9aa.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa65f91e209131cea0d9aa.md>)

[Implementation](<https://cloud.dfki.de/owncloud/index.php/s/KGJm5iNKrCnAwEg>)

Recorded evaluation configuration: {"Cell Type (T)":"LSTM","Generator Cells (RG)":64,"Discriminator Cells (RD)":256,"Noise Vector (N)":4,"Look-back window (C)":32,"Discriminator Iterations (Diter)":6}. This record does not assert independent reproduction.

### state-of-the-art

RMSE: 0.000438. Result ID: 698cd48b8b517eb4331d0818.

[Reporting paper](<https://www.sota2.com/research/paper/68fa65f91e209131cea0d9aa.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### G-regression

RMSE: 0.000563. Result ID: 698cd48b8b517eb4331d0819.

[Reporting paper](<https://www.sota2.com/research/paper/68fa65f91e209131cea0d9aa.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

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