Probabilistic Time Series Forecasting on ETTm1
0.07CRPSDynOptTheta
Evaluation Results
| Method | Links | |
|---|---|---|
| DynOptThetaHorizon (H)=242026.05 | 0.07 | |
| PaP-NFHorizon (H)=242026.05 | 0.071 | |
| AutoETSHorizon (H)=242026.05 | 0.073 | |
| DeepARHorizon (H)=242026.05 | 0.074 | |
| CrostonSBAHorizon (H)=242026.05 | 0.094 | |
| NPTSHorizon (H)=242026.05 | 0.162 | |
| LSG-VAEHorizon=96, Context Length=962026.03 | 0.208 | |
| TARFVAEPred Len=962025.11 | 0.222 | |
| K2VAEHorizon=96, Context Length=962026.03 | 0.232 | |
| CSDIPred Len=962025.11 | 0.236 | |
| CSDIHorizon=96, Context Length=962026.03 | 0.236 | |
| LSG-VAEHorizon=192, Context Length=962026.03 | 0.24 | |
| TARFVAEPred Len=1922025.11 | 0.244 | |
| LSG-VAEHorizon=336, Context Length=962026.03 | 0.251 | |
| TARFVAEPred Len=3362025.11 | 0.261 | |
| PatchTSTHorizon=96, Context Length=962026.03 | 0.261 | |
| FITSHorizon=96, Context Length=962026.03 | 0.267 | |
| LSG-VAEHorizon=720, Context Length=962026.03 | 0.279 | |
| KoopaHorizon=96, Context Length=962026.03 | 0.285 | |
| CSDIPred Len=1922025.11 | 0.291 | |
| TARFVAEPred Len=7202025.11 | 0.291 | |
| GRU MAFHorizon=96, Context Length=962026.03 | 0.295 | |
| iTransformerHorizon=96, Context Length=962026.03 | 0.301 | |
| Trans MAFHorizon=96, Context Length=962026.03 | 0.313 | |
| CSDIPred Len=3362025.11 | 0.322 | |
| TSDiffHorizon=96, Context Length=962026.03 | 0.344 | |
| PatchTSTPred Len=7202025.11 | 0.353 | |
| GRU NVPHorizon=96, Context Length=962026.03 | 0.383 | |
| TMDMForecast horizon=1922025.11 | 0.395 | |
| TimeGradHorizon=96, Context Length=962026.03 | 0.522 | |
| ChronosForecast horizon=1922025.11 | 0.523 | |
| interPDNForecast horizon=1922025.11 | 0.547 | |
| DiffusionTSForecast horizon=1922025.11 | 0.599 | |
| MOIRAIForecast horizon=1922025.11 | 0.691 |