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ResearchFormerly WizWand

Probabilistic Forecasting on Nasdaq (test)

0.331CRPSQuantile
0.326960.354230.38150.40877May 19, 2026
Updated 5mo ago

Evaluation results

MethodLinks
QuantileProbabilistic Head=Quantile, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.050.331—0.371
DeRegiMEProbabilistic Head=DeRegiME, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.050.3330.8540.386
Student-tProbabilistic Head=Student-t, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.050.3370.8790.393
GaussianProbabilistic Head=Gaussian, Head Category=Dynamic probabilistic heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.050.3410.9270.397
DeRegiMEBackbone=PatchTST2026.050.3470.8950.424
GaussianBackbone=PatchTST2026.050.3520.9510.455
Student-tBackbone=PatchTST2026.050.3610.9540.464
RBFProbabilistic Head=RBF, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.050.3740.9960.471
RBFBackbone=PatchTST2026.050.3951.0710.518
RQProbabilistic Head=RQ, Head Category=Deep-kernel GP heads, Backbone=DLinear, Lookback=336, Forecast Horizon=242026.050.3981.0460.55
QuantileBackbone=PatchTST2026.050.409—0.514
RQBackbone=PatchTST2026.050.4321.1530.633