Probabilistic Time Series Forecasting on ETTm1 (CRPS, NMAE)
0.279CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon (L)=7202026.03 | 0.279 | 36.7 | |
| K2VAEHorizon (L)=7202026.03 | 0.294 | 37.3 | |
| KoopaHorizon (L)=7202026.03 | 0.295 | 37.7 | |
| PatchTSTHorizon (L)=7202026.03 | 0.304 | 38.2 | |
| FITSHorizon (L)=7202026.03 | 0.305 | 40.6 | |
| CSDIHorizon (L)=7202026.03 | 0.448 | 57.8 | |
| iTransformerHorizon (L)=7202026.03 | 0.455 | 49 | |
| TSDiffHorizon (L)=7202026.03 | 0.478 | 62.2 | |
| GRU MAFHorizon (L)=7202026.03 | 0.536 | 71.1 | |
| GRU NVPHorizon (L)=7202026.03 | 0.546 | 70.7 | |
| TimeGradHorizon (L)=7202026.03 | 0.621 | 79.3 | |
| Trans MAFHorizon (L)=7202026.03 | 0.688 | 82.2 |