# Probabilistic forecasting on Walmart (test)

Source: [Probabilistic forecasting on Walmart (test)](<https://www.sota2.com/research/sota/probabilistic-forecasting-on-walmart-test>)

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

Data updated: 2026-02-26T05:38:47.007Z

Evaluation of models performing Probabilistic Forecasting on the test split of the Walmart dataset, assessed using CRPS and MSIS.

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) | Walmart (test) |
| Metric | CRPS |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 9 of 9 |
| 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

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

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

## Recorded results

| Method | CRPS | Result date | Report paper |
| --- | --- | --- | --- |
| TiDE | 0.077 | Not recorded | 68fa73411e209131cea5b4ec |
| PatchTST | 0.082 | Not recorded | 68fa73411e209131cea5b4ec |
| TFT | 0.087 | Not recorded | 68fa73411e209131cea5b4ec |
| MOIRAI-Base | 0.093 | Not recorded | 68fa73411e209131cea5b4ec |
| MOIRAI-Large | 0.098 | Not recorded | 68fa73411e209131cea5b4ec |
| MOIRAI-Small | 0.103 | Not recorded | 68fa73411e209131cea5b4ec |
| DeepAR | 0.121 | Not recorded | 68fa73411e209131cea5b4ec |
| AutoARIMA | 0.124 | Not recorded | 68fa73411e209131cea5b4ec |
| Seasonal Naive | 0.151 | Not recorded | 68fa73411e209131cea5b4ec |

### TiDE

CRPS: 0.077. Result ID: 6992b2fb3a6c31484910d700.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa72d61e209131cea58d5b.md>)

Recorded evaluation configuration: {"training\_mode":"full-shot"}. This record does not assert independent reproduction.

### PatchTST

CRPS: 0.082. Result ID: 6992b2fb3a6c31484910d6ff.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa6eb21e209131cea4181f.md>)

Recorded evaluation configuration: {"training\_mode":"full-shot"}. This record does not assert independent reproduction.

### TFT

CRPS: 0.087. Result ID: 6992b2fb3a6c31484910d701.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa68621e209131cea1ba49.md>)

Recorded evaluation configuration: {"training\_mode":"full-shot"}. This record does not assert independent reproduction.

### MOIRAI-Base

CRPS: 0.093. Result ID: 6992b2fb3a6c31484910d6fd.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

Recorded evaluation configuration: {"training\_mode":"zero-shot","model\_size":"Base"}. This record does not assert independent reproduction.

### MOIRAI-Large

CRPS: 0.098. Result ID: 6992b2fb3a6c31484910d6fe.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

Recorded evaluation configuration: {"training\_mode":"zero-shot","model\_size":"Large"}. This record does not assert independent reproduction.

### MOIRAI-Small

CRPS: 0.103. Result ID: 6992b2fb3a6c31484910d6fc.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

Recorded evaluation configuration: {"training\_mode":"zero-shot","model\_size":"Small"}. This record does not assert independent reproduction.

### DeepAR

CRPS: 0.121. Result ID: 6992b2fb3a6c31484910d702.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa65651e209131cea09f0b.md>)

Recorded evaluation configuration: {"training\_mode":"full-shot"}. This record does not assert independent reproduction.

### AutoARIMA

CRPS: 0.124. Result ID: 6992b2fb3a6c31484910d703.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

Recorded evaluation configuration: {"training\_mode":"baseline"}. This record does not assert independent reproduction.

### Seasonal Naive

CRPS: 0.151. Result ID: 6992b2fb3a6c31484910d704.

[Reporting paper](<https://www.sota2.com/research/paper/68fa73411e209131cea5b4ec.md>)

Recorded evaluation configuration: {"training\_mode":"baseline"}. This record does not assert independent reproduction.

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