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ResearchFormerly WizWand

Probabilistic Time Series Forecasting on Electricity (CRPS, QICE)

0.08CRPSLSG-VAE
0.05320.23410.4150.5959Mar 25, 2026Apr 3, 2026Apr 13, 2026Apr 23, 2026May 2, 2026May 12, 2026May 22, 2026
Updated 5mo ago

Evaluation results

MethodLinks
LSG-VAELook-back window length=168, Prediction horizon=1922026.030.081.082
PPM2026.050.2060.0244
NsDiff2026.050.2860.076
NsDiffLook-back window length=168, Prediction horizon=1922026.030.296.685
DeepAR2026.050.3760.0378
TimeGradLook-back window length=168, Prediction horizon=1922026.030.3977.118
TimeGrad2026.050.4050.0579
D3VAE2026.050.4490.0671
TMDMLook-back window length=168, Prediction horizon=1922026.030.46110.562
TMDM2026.050.4620.11
DiffusionTS2026.050.4930.0502
CSDILook-back window length=168, Prediction horizon=1922026.030.5777.506
DiffusionTSLook-back window length=168, Prediction horizon=1922026.030.6338.205
TimeDiff2026.050.7440.0954
TimeDiffLook-back window length=168, Prediction horizon=1922026.030.7515.466