Probabilistic Multivariate Time Series Forecasting on ETTh1 (test)
0.392CRPSNsDiff
Evaluation results
| Method | Links | ||
|---|---|---|---|
| NsDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.392 | 1.47 | |
| TMDMinput length=168, timesteps T=20, inference samples=1002025.05 | 0.452 | 2.821 | |
| TimeDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.465 | 14.931 | |
| CSDIinput length=168, timesteps T=20, inference samples=1002025.05 | 0.492 | 3.107 | |
| DiffusionTSinput length=168, timesteps T=20, inference samples=1002025.05 | 0.603 | 6.423 | |
| TimeGradinput length=168, timesteps T=20, inference samples=1002025.05 | 0.606 | 6.731 |