Probabilistic Forecasting on Nasdaq (test)
0.331CRPSQuantile
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| QuantileProbabilistic Head=Quantile, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.331 | — | 0.371 | |
| DeRegiMEProbabilistic Head=DeRegiME, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.333 | 0.854 | 0.386 | |
| Student-tProbabilistic Head=Student-t, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.337 | 0.879 | 0.393 | |
| GaussianProbabilistic Head=Gaussian, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.341 | 0.927 | 0.397 | |
| DeRegiMEBackbone=PatchTST2026.05 | 0.347 | 0.895 | 0.424 | |
| GaussianBackbone=PatchTST2026.05 | 0.352 | 0.951 | 0.455 | |
| Student-tBackbone=PatchTST2026.05 | 0.361 | 0.954 | 0.464 | |
| RBFProbabilistic Head=RBF, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.374 | 0.996 | 0.471 | |
| RBFBackbone=PatchTST2026.05 | 0.395 | 1.071 | 0.518 | |
| RQProbabilistic Head=RQ, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.05 | 0.398 | 1.046 | 0.55 | |
| QuantileBackbone=PatchTST2026.05 | 0.409 | — | 0.514 | |
| RQBackbone=PatchTST2026.05 | 0.432 | 1.153 | 0.633 |