Probabilistic Time Series Forecasting on ETTh1 (CRPS, QICE)
0.288CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAELook-back window length=168, Prediction horizon=1922026.03 | 0.288 | 1.45 | |
| PPM2026.05 | 0.337 | 1.481 | |
| NsDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.392 | 1.47 | |
| NsDiffMem.Train(MB)=68.20, Mem.Inference(MB)=57.75, Tim.Train(ms)=32.13, Tim.Inference(ms)=208.072025.05 | 0.392 | 1.47 | |
| NsDiff2026.05 | 0.417 | 1.564 | |
| TMDMLook-back window length=168, Prediction horizon=1922026.03 | 0.452 | 2.821 | |
| TMDMMem.Train(MB)=221.58, Mem.Inference(MB)=213.46, Tim.Train(ms)=33.26, Tim.Inference(ms)=237.372025.05 | 0.452 | 2.821 | |
| TimeDiff2026.05 | 0.457 | 14.821 | |
| TimeDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.465 | 14.931 | |
| TimeDiffMem.Train(MB)=15.66, Mem.Inference(MB)=3.40, Tim.Train(ms)=33.93, Tim.Inference(ms)=238.782025.05 | 0.465 | 14.931 | |
| DeepAR2026.05 | 0.466 | 2.215 | |
| TMDM2026.05 | 0.468 | 2.354 | |
| CSDILook-back window length=168, Prediction horizon=1922026.03 | 0.492 | 3.107 | |
| CSDIMem.Train(MB)=109.81, Mem.Inference(MB)=22.61, Tim.Train(ms)=60.50, Tim.Inference(ms)=446.702025.05 | 0.492 | 3.107 | |
| DiffusionTS2026.05 | 0.539 | 3.041 | |
| D3VAE2026.05 | 0.548 | 5.124 | |
| DiffusionTSLook-back window length=168, Prediction horizon=1922026.03 | 0.603 | 6.423 | |
| DiffusionTSMem.Train(MB)=65.03, Mem.Inference(MB)=79.23, Tim.Train(ms)=94.51, Tim.Inference(ms)=8214.532025.05 | 0.603 | 6.423 | |
| TimeGradLook-back window length=168, Prediction horizon=1922026.03 | 0.606 | 6.731 | |
| TimeGradMem.Train(MB)=27.47, Mem.Inference(MB)=8.61, Tim.Train(ms)=47.89, Tim.Inference(ms)=8319.292025.05 | 0.606 | 6.731 | |
| TimeGrad2026.05 | 0.636 | 5.031 |