Probabilistic Time Series Forecasting on ETT m1 (CRPS, QICE)
0.236CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAELook-back window length=168, Prediction horizon=1922026.03 | 0.236 | 1.623 | |
| PPM2026.05 | 0.314 | 0.0178 | |
| NsDiff2026.05 | 0.336 | 0.0117 | |
| NsDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.346 | 2.041 | |
| TMDM2026.05 | 0.364 | 0.0202 | |
| TMDMLook-back window length=168, Prediction horizon=1922026.03 | 0.375 | 2.567 | |
| TimeDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.464 | 14.795 | |
| TimeDiff2026.05 | 0.466 | 0.1477 | |
| DeepAR2026.05 | 0.497 | 0.0256 | |
| D3VAE2026.05 | 0.519 | 0.0603 | |
| CSDILook-back window length=168, Prediction horizon=1922026.03 | 0.524 | 2.828 | |
| DiffusionTSLook-back window length=168, Prediction horizon=1922026.03 | 0.574 | 5.605 | |
| DiffusionTS2026.05 | 0.64 | 0.07 | |
| TimeGradLook-back window length=168, Prediction horizon=1922026.03 | 0.647 | 6.693 | |
| TimeGrad2026.05 | 1.001 | 0.081 |