Probabilistic Time Series Forecasting on ETTm2 (CRPS, NMAE)
0.166CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon (L)=7202026.03 | 0.166 | 20.7 | |
| K2VAEHorizon (L)=7202026.03 | 0.221 | 27.5 | |
| PatchTSTHorizon (L)=7202026.03 | 0.229 | 28.8 | |
| KoopaHorizon (L)=7202026.03 | 0.233 | 29 | |
| CSDIHorizon (L)=7202026.03 | 0.239 | 30.6 | |
| GRU MAFHorizon (L)=7202026.03 | 0.272 | 35.5 | |
| iTransformerHorizon (L)=7202026.03 | 0.311 | 38.5 | |
| TSDiffHorizon (L)=7202026.03 | 0.344 | 41.6 | |
| Trans MAFHorizon (L)=7202026.03 | 0.355 | 47.5 | |
| FITSHorizon (L)=7202026.03 | 0.449 | 54 | |
| TimeGradHorizon (L)=7202026.03 | 0.47 | 56.1 | |
| GRU NVPHorizon (L)=7202026.03 | 0.561 | 74.9 |