Probabilistic Time Series Forecasting on ETTm2
0.107CRPSLSG-VAE
Evaluation results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon=96, Context Length=962026.03 | 0.107 | — | |
| TARFVAEPred Len=962025.11 | 0.11 | — | |
| CSDIPred Len=962025.11 | 0.115 | — | |
| LSG-VAEHorizon=192, Context Length=962026.03 | 0.129 | — | |
| TARFVAEPred Len=1922025.11 | 0.131 | — | |
| CSDIPred Len=1922025.11 | 0.147 | — | |
| LSG-VAEHorizon=336, Context Length=962026.03 | 0.147 | — | |
| TARFVAEPred Len=3362025.11 | 0.15 | — | |
| LSG-VAEHorizon=720, Context Length=962026.03 | 0.166 | — | |
| TARFVAEPred Len=7202025.11 | 0.171 | — | |
| PatchTSTPred Len=3362025.11 | 0.176 | — | |
| PatchTSTPred Len=7202025.11 | 0.205 | — | |
| TimeMixer2026.03 | 0.2323 | 0.4342 | |
| iVDFM2026.03 | 0.3397 | 1.0982 | |
| interPDNForecast horizon=1922025.11 | 0.371 | — | |
| TMDMForecast horizon=1922025.11 | 0.381 | — | |
| MOIRAIForecast horizon=1922025.11 | 0.399 | — | |
| ChronosForecast horizon=1922025.11 | 0.436 | — | |
| DDFM2026.03 | 0.4595 | 2.3075 | |
| TimeXer2026.03 | 0.531 | 1.3949 | |
| iTransformer2026.03 | 0.6439 | 1.33 | |
| DiffusionTSForecast horizon=1922025.11 | 0.874 | — |