Probabilistic Multivariate Time Series Forecasting on EXG (test)
0.324CRPSNsDiff
Evaluation results
| Method | Links | ||
|---|---|---|---|
| NsDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.324 | 5.93 | |
| TMDMinput length=168, timesteps T=20, inference samples=1002025.05 | 0.336 | 6.393 | |
| TimeDiffinput length=168, timesteps T=20, inference samples=1002025.05 | 0.433 | 14.556 | |
| TimeGradinput length=168, timesteps T=20, inference samples=1002025.05 | 0.826 | 9.464 | |
| CSDIinput length=168, timesteps T=20, inference samples=1002025.05 | 0.855 | 7.864 | |
| DiffusionTSinput length=168, timesteps T=20, inference samples=1002025.05 | 1.251 | 10.411 |