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ResearchFormerly WizWand

Probabilistic Time Series Forecasting on ETTh1 (CRPS, QICE)

0.288CRPSLSG-VAE
0.274080.368040.4620.55596May 7, 2025Jul 9, 2025Sep 10, 2025Nov 13, 2025Jan 15, 2026Mar 19, 2026May 22, 2026
Updated 5mo ago

Evaluation results

MethodLinks
LSG-VAELook-back window length=168, Prediction horizon=1922026.030.2881.45
PPM2026.050.3371.481
NsDiffLook-back window length=168, Prediction horizon=1922026.030.3921.47
NsDiffMem.Train(MB)=68.20, Mem.Inference(MB)=57.75, Tim.Train(ms)=32.13, Tim.Inference(ms)=208.072025.050.3921.47
NsDiff2026.050.4171.564
TMDMLook-back window length=168, Prediction horizon=1922026.030.4522.821
TMDMMem.Train(MB)=221.58, Mem.Inference(MB)=213.46, Tim.Train(ms)=33.26, Tim.Inference(ms)=237.372025.050.4522.821
TimeDiff2026.050.45714.821
TimeDiffLook-back window length=168, Prediction horizon=1922026.030.46514.931
TimeDiffMem.Train(MB)=15.66, Mem.Inference(MB)=3.40, Tim.Train(ms)=33.93, Tim.Inference(ms)=238.782025.050.46514.931
DeepAR2026.050.4662.215
TMDM2026.050.4682.354
CSDILook-back window length=168, Prediction horizon=1922026.030.4923.107
CSDIMem.Train(MB)=109.81, Mem.Inference(MB)=22.61, Tim.Train(ms)=60.50, Tim.Inference(ms)=446.702025.050.4923.107
DiffusionTS2026.050.5393.041
D3VAE2026.050.5485.124
DiffusionTSLook-back window length=168, Prediction horizon=1922026.030.6036.423
DiffusionTSMem.Train(MB)=65.03, Mem.Inference(MB)=79.23, Tim.Train(ms)=94.51, Tim.Inference(ms)=8214.532025.050.6036.423
TimeGradLook-back window length=168, Prediction horizon=1922026.030.6066.731
TimeGradMem.Train(MB)=27.47, Mem.Inference(MB)=8.61, Tim.Train(ms)=47.89, Tim.Inference(ms)=8319.292025.050.6066.731
TimeGrad2026.050.6365.031