Probabilistic Time Series Forecasting on ETTh2 (CRPS, QICE)
0.174CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAELook-back window length=168, Prediction horizon=1922026.03 | 0.174 | 2.385 | |
| PPM2026.05 | 0.306 | 2.011 | |
| NsDiff2026.05 | 0.349 | 2.125 | |
| NsDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.358 | 2.074 | |
| TMDM2026.05 | 0.382 | 1.955 | |
| TMDMLook-back window length=168, Prediction horizon=1922026.03 | 0.383 | 4.471 | |
| TimeDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.471 | 14.813 | |
| TimeDiff2026.05 | 0.508 | 7.663 | |
| CSDILook-back window length=168, Prediction horizon=1922026.03 | 0.647 | 5.331 | |
| DeepAR2026.05 | 0.738 | 5.067 | |
| TimeGrad2026.05 | 0.99 | 7.921 | |
| DiffusionTS2026.05 | 1.077 | 5.69 | |
| D3VAE2026.05 | 1.098 | 6.687 | |
| DiffusionTSLook-back window length=168, Prediction horizon=1922026.03 | 1.168 | 9.577 | |
| TimeGradLook-back window length=168, Prediction horizon=1922026.03 | 1.212 | 9.488 |