Probabilistic Time Series Forecasting on Electricity (CRPS, NMAE)
0.08CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon (L)=7202026.03 | 0.08 | 11.1 | |
| K2VAEHorizon (L)=7202026.03 | 0.087 | 11.7 | |
| GRU MAFHorizon (L)=7202026.03 | 0.106 | 13.6 | |
| TimeGradHorizon (L)=7202026.03 | 0.108 | 13.4 | |
| iTransformerHorizon (L)=7202026.03 | 0.109 | 14 | |
| KoopaHorizon (L)=7202026.03 | 0.113 | 14.9 | |
| GRU NVPHorizon (L)=7202026.03 | 0.114 | 14.4 | |
| FITSHorizon (L)=7202026.03 | 0.115 | 14.9 | |
| PatchTSTHorizon (L)=7202026.03 | 0.127 | 16.4 | |
| TSDiffHorizon (L)=7202026.03 | 0.478 | 62.2 |