Probabilistic Multivariate Time Series Forecasting on ETTm1 (test)
0.346CRPSNsDiff
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| NsDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.346 | 2.041 | |
| TMDMinput length=168, timesteps T=20, inference samples=1002025.05 | 0.375 | 2.567 | |
| TimeDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.464 | 14.795 | |
| CSDIinput length=168, timesteps T=20, inference samples=1002025.05 | 0.524 | 2.828 | |
| DiffusionTSinput length=168, timesteps T=20, inference samples=1002025.05 | 0.574 | 5.605 | |
| TimeGradinput length=168, timesteps T=20, inference samples=1002025.05 | 0.647 | 6.693 |