Probabilistic Time Series Forecasting on ETTh1
0.252CRPSLSG-VAE
Evaluation results
| Method | Links | |
|---|---|---|
| LSG-VAEHorizon=96, Context Length=962026.03 | 0.252 | |
| TARFVAEPred Len=962025.11 | 0.254 | |
| LSG-VAEHorizon=192, Context Length=962026.03 | 0.277 | |
| TARFVAEPred Len=1922025.11 | 0.278 | |
| LSG-VAEHorizon=336, Context Length=962026.03 | 0.3 | |
| TARFVAEPred Len=3362025.11 | 0.301 | |
| LSG-VAEHorizon=720, Context Length=962026.03 | 0.31 | |
| TARFVAEPred Len=7202025.11 | 0.318 | |
| iTransformerPred Len=962025.11 | 0.321 | |
| iTransformerPred Len=1922025.11 | 0.359 | |
| PatchTSTPred Len=1922025.11 | 0.359 | |
| PatchTSTPred Len=3362025.11 | 0.384 | |
| PatchTSTPred Len=7202025.11 | 0.397 | |
| TMDMForecast horizon=1922025.11 | 0.482 | |
| interPDNForecast horizon=1922025.11 | 0.535 | |
| ChronosForecast horizon=1922025.11 | 0.541 | |
| DiffusionTSForecast horizon=1922025.11 | 0.583 | |
| MOIRAIForecast horizon=1922025.11 | 0.596 |