Probabilistic Time Series Forecasting on ETTh2
0.148CRPSLSG-VAE
Evaluation results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon=96, Context Length=962026.03 | 0.148 | — | |
| TARFVAEPred Len=962025.11 | 0.15 | — | |
| LSG-VAEHorizon=192, Context Length=962026.03 | 0.162 | — | |
| CSDIPred Len=962025.11 | 0.164 | — | |
| TARFVAEPred Len=1922025.11 | 0.173 | — | |
| LSG-VAEHorizon=720, Context Length=962026.03 | 0.174 | — | |
| LSG-VAEHorizon=336, Context Length=962026.03 | 0.175 | — | |
| TARFVAEPred Len=3362025.11 | 0.185 | — | |
| TARFVAEPred Len=7202025.11 | 0.19 | — | |
| PatchTSTPred Len=1922025.11 | 0.201 | — | |
| TimeMixer2026.03 | 0.2304 | 0.4014 | |
| PatchTSTPred Len=3362025.11 | 0.24 | — | |
| PatchTSTPred Len=7202025.11 | 0.252 | — | |
| iVDFM2026.03 | 0.2681 | 1.0164 | |
| DDFM2026.03 | 0.2775 | 1.0125 | |
| TimeXer2026.03 | 0.4519 | 0.9902 | |
| iTransformer2026.03 | 0.5014 | 1.0175 |