Probabilistic Time Series Forecasting on ETTm2 (CRPS, QICE)
0.13CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAELook-back window length=168, Prediction horizon=1922026.03 | 0.13 | 2.373 | |
| PPM2026.05 | 0.237 | 1.58 | |
| NsDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.256 | 2.03 | |
| NsDiff2026.05 | 0.27 | 2.343 | |
| TMDMLook-back window length=168, Prediction horizon=1922026.03 | 0.289 | 2.61 | |
| TimeDiff2026.05 | 0.313 | 7.735 | |
| TimeDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.316 | 13.385 | |
| TMDM2026.05 | 0.322 | 1.843 | |
| DeepAR2026.05 | 0.378 | 4.422 | |
| TimeGrad2026.05 | 0.644 | 2.744 | |
| TimeGradLook-back window length=168, Prediction horizon=1922026.03 | 0.775 | 6.962 | |
| CSDILook-back window length=168, Prediction horizon=1922026.03 | 0.817 | 8.106 | |
| D3VAE2026.05 | 0.818 | 5.582 | |
| DiffusionTS2026.05 | 0.835 | 5.987 | |
| DiffusionTSLook-back window length=168, Prediction horizon=1922026.03 | 1.035 | 9.959 |