Probabilistic Time Series Forecasting on ETTh2 (CRPS, NMAE)
0.174CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon (L)=7202026.03 | 0.174 | 0.223 | |
| K2VAEHorizon (L)=7202026.03 | 0.28 | 0.278 | |
| KoopaHorizon (L)=7202026.03 | 0.293 | 0.286 | |
| CSDIHorizon (L)=7202026.03 | 0.302 | 0.382 | |
| PatchTSTHorizon (L)=7202026.03 | 0.304 | 0.371 | |
| FITSHorizon (L)=7202026.03 | 0.314 | 0.401 | |
| Trans MAFHorizon (L)=7202026.03 | 0.327 | 0.412 | |
| TSDiffHorizon (L)=7202026.03 | 0.406 | 0.482 | |
| TimeGradHorizon (L)=7202026.03 | 0.445 | 0.55 | |
| GRU NVPHorizon (L)=7202026.03 | 0.539 | 0.688 | |
| iTransformerHorizon (L)=7202026.03 | 0.542 | 0.667 | |
| GRU MAFHorizon (L)=7202026.03 | 0.99 | 1.092 |