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Probabilistic Forecasting on wiki

0.214CRPSDeepState
-0.357443.499787.35711.21422Jul 21, 2023Dec 10, 2023May 1, 2024Sep 21, 2024Feb 10, 2025Jul 3, 2025Nov 23, 2025

Evaluation results

MethodLinks
DeepStatemodel=state space model2023.070.214—
TSDiff-Condvariant=conditional2023.070.218—
MQ-CNNarchitecture=CNN-based2023.070.22—
TSDiff-Qguidance=quantile guidance2023.070.221—
TFTarchitecture=Temporal Fusion Transformer2023.070.229—
DeepARarchitecture=RNN-based2023.070.231—
Transformerarchitecture=self-attention-based2023.070.231—
TSDiff-MSguidance=mean square guidance2023.070.257—
CSDImodel=conditional diffusion2023.070.289—
Seasonal Naive2023.070.41—
TACTiS-22025.090.484—
TimePrismNumber of scenarios (N)=625, Input length=302025.090.506—
TimeGrad2025.090.517—
TimeMCLNumber of hypotheses=162025.090.64—
TimePrism-16Number of scenarios (N)=16, Input length=302025.090.654—
ETS2023.070.715—
TempFlowBackbone=LSTM2025.091.26—
Linear2023.071.624—
Trf.FlowBackbone=Transformer2025.091.71—
DeepAR2025.091.75—
ETS2025.094.88—
TimePreNumber of hypotheses=162025.116.14—
Tactis2Number of hypotheses=162025.116.24—
TempFlowNumber of hypotheses=162025.1114.49—
TimeMCL (R.)Number of hypotheses=162025.1114.5—
DeepARHypotheses=162025.11—382,340
ETSHypotheses=162025.11—835,095
Tactis2Hypotheses=162025.11—263,975
TempFlowHypotheses=16, Backbone=LSTM2025.11—395,996
TempFlow (Trf.)Hypotheses=16, Backbone=Transformer2025.11—561,226
TimeGradHypotheses=162025.11—275,437
TimeMCL (A.)Hypotheses=16, Training=Annealed-MCL2025.11—276,315
TimeMCL (R.)Hypotheses=16, Training=Relaxed-WTA2025.11—268,832
TimePreHypotheses=162025.11—263,492