Probabilistic Time Series Forecasting on ETTh1 (CRPS, NMAE)
0.31CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon (L)=7202026.03 | 0.31 | 0.389 | |
| K2VAEHorizon (L)=7202026.03 | 0.314 | 0.396 | |
| KoopaHorizon (L)=7202026.03 | 0.318 | 0.412 | |
| PatchTSTHorizon (L)=7202026.03 | 0.323 | 0.428 | |
| FITSHorizon (L)=7202026.03 | 0.348 | 0.468 | |
| iTransformerHorizon (L)=7202026.03 | 0.35 | 0.449 | |
| Trans MAFHorizon (L)=7202026.03 | 0.363 | 0.455 | |
| GRU MAFHorizon (L)=7202026.03 | 0.393 | 0.496 | |
| GRU NVPHorizon (L)=7202026.03 | 0.502 | 0.643 | |
| TSDiffHorizon (L)=7202026.03 | 0.516 | 0.657 | |
| TimeGradHorizon (L)=7202026.03 | 0.523 | 0.672 | |
| CSDIHorizon (L)=7202026.03 | 0.528 | 0.657 |