Probabilistic multivariate time series forecasting on ETTm2 (test)
0.256CRPSNsDiff
Evaluation results
| Method | Links | ||
|---|---|---|---|
| NsDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.256 | 2.03 | |
| TMDMinput length=168, timesteps T=20, inference samples=1002025.05 | 0.289 | 2.61 | |
| TimeDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.316 | 13.385 | |
| TimeGradinput length=168, timesteps T=20, inference samples=1002025.05 | 0.775 | 6.962 | |
| CSDIinput length=168, timesteps T=20, inference samples=1002025.05 | 0.817 | 8.106 | |
| DiffusionTSinput length=168, timesteps T=20, inference samples=1002025.05 | 1.035 | 9.959 |