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ResearchFormerly WizWand

Probabilistic Time Series Forecasting on ETTh2 (CRPS, QICE)

0.174CRPSLSG-VAE
0.132480.412740.6930.97326Mar 25, 2026Apr 3, 2026Apr 13, 2026Apr 23, 2026May 2, 2026May 12, 2026May 22, 2026
Updated 5mo ago

Evaluation results

MethodLinks
LSG-VAELook-back window length=168, Prediction horizon=1922026.030.1742.385
PPM2026.050.3062.011
NsDiff2026.050.3492.125
NsDiffLook-back window length=168, Prediction horizon=1922026.030.3582.074
TMDM2026.050.3821.955
TMDMLook-back window length=168, Prediction horizon=1922026.030.3834.471
TimeDiffLook-back window length=168, Prediction horizon=1922026.030.47114.813
TimeDiff2026.050.5087.663
CSDILook-back window length=168, Prediction horizon=1922026.030.6475.331
DeepAR2026.050.7385.067
TimeGrad2026.050.997.921
DiffusionTS2026.051.0775.69
D3VAE2026.051.0986.687
DiffusionTSLook-back window length=168, Prediction horizon=1922026.031.1689.577
TimeGradLook-back window length=168, Prediction horizon=1922026.031.2129.488