Probabilistic Multivariate Time Series Forecasting on ECL (test)
0.29CRPSNsDiff
Evaluation results
| Method | Links | ||
|---|---|---|---|
| NsDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.29 | 6.685 | |
| TimeGradinput length=168, timesteps T=20, inference samples=1002025.05 | 0.397 | 7.118 | |
| TMDMinput length=168, timesteps T=20, inference samples=1002025.05 | 0.461 | 10.562 | |
| CSDIinput length=168, timesteps T=20, inference samples=1002025.05 | 0.577 | 7.506 | |
| DiffusionTSinput length=168, timesteps T=20, inference samples=1002025.05 | 0.633 | 8.205 | |
| TimeDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.75 | 15.466 |