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ResearchFormerly WizWand

Probabilistic Time Series Forecasting on ETTm1

0.07CRPSDynOptTheta
0.045160.212830.38050.54817Nov 28, 2025Dec 27, 2025Jan 25, 2026Feb 23, 2026Mar 24, 2026Apr 22, 2026May 22, 2026
Updated 5mo ago

Evaluation results

MethodLinks
DynOptThetaHorizon (H)=242026.050.07
PaP-NFHorizon (H)=242026.050.071
AutoETSHorizon (H)=242026.050.073
DeepARHorizon (H)=242026.050.074
CrostonSBAHorizon (H)=242026.050.094
NPTSHorizon (H)=242026.050.162
LSG-VAEHorizon=96, Context Length=962026.030.208
TARFVAEPred Len=962025.110.222
K2VAEHorizon=96, Context Length=962026.030.232
CSDIPred Len=962025.110.236
CSDIHorizon=96, Context Length=962026.030.236
LSG-VAEHorizon=192, Context Length=962026.030.24
TARFVAEPred Len=1922025.110.244
LSG-VAEHorizon=336, Context Length=962026.030.251
TARFVAEPred Len=3362025.110.261
PatchTSTHorizon=96, Context Length=962026.030.261
FITSHorizon=96, Context Length=962026.030.267
LSG-VAEHorizon=720, Context Length=962026.030.279
KoopaHorizon=96, Context Length=962026.030.285
CSDIPred Len=1922025.110.291
TARFVAEPred Len=7202025.110.291
GRU MAFHorizon=96, Context Length=962026.030.295
iTransformerHorizon=96, Context Length=962026.030.301
Trans MAFHorizon=96, Context Length=962026.030.313
CSDIPred Len=3362025.110.322
TSDiffHorizon=96, Context Length=962026.030.344
PatchTSTPred Len=7202025.110.353
GRU NVPHorizon=96, Context Length=962026.030.383
TMDMForecast horizon=1922025.110.395
TimeGradHorizon=96, Context Length=962026.030.522
ChronosForecast horizon=1922025.110.523
interPDNForecast horizon=1922025.110.547
DiffusionTSForecast horizon=1922025.110.599
MOIRAIForecast horizon=1922025.110.691