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ResearchFormerly WizWand

Probabilistic Time Series Forecasting on ETT m1 (CRPS, QICE)

0.236CRPSLSG-VAE
0.20540.411950.61850.82505Mar 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=1922026.030.2361.623
PPM2026.050.3140.0178
NsDiff2026.050.3360.0117
NsDiffLook-back window length=168, Prediction horizon=1922026.030.3462.041
TMDM2026.050.3640.0202
TMDMLook-back window length=168, Prediction horizon=1922026.030.3752.567
TimeDiffLook-back window length=168, Prediction horizon=1922026.030.46414.795
TimeDiff2026.050.4660.1477
DeepAR2026.050.4970.0256
D3VAE2026.050.5190.0603
CSDILook-back window length=168, Prediction horizon=1922026.030.5242.828
DiffusionTSLook-back window length=168, Prediction horizon=1922026.030.5745.605
DiffusionTS2026.050.640.07
TimeGradLook-back window length=168, Prediction horizon=1922026.030.6476.693
TimeGrad2026.051.0010.081