Probabilistic multivariate time series forecasting on ETTh2 (test)
0.358CRPSNsDiff
Evaluation results
| Method | Links | ||
|---|---|---|---|
| NsDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.358 | 2.074 | |
| TMDMinput length=168, timesteps T=20, inference samples=1002025.05 | 0.383 | 4.471 | |
| TimeDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.471 | 14.813 | |
| CSDIinput length=168, timesteps T=20, inference samples=1002025.05 | 0.647 | 5.331 | |
| DiffusionTSinput length=168, timesteps T=20, inference samples=1002025.05 | 1.168 | 9.577 | |
| TimeGradinput length=168, timesteps T=20, inference samples=1002025.05 | 1.212 | 9.488 |