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ResearchFormerly WizWand

Probabilistic Time Series Forecasting on ETTm2 (CRPS, QICE)

0.13CRPSLSG-VAE
0.09380.338150.58250.82685Mar 25, 2026Apr 3, 2026Apr 13, 2026Apr 23, 2026May 2, 2026May 12, 2026May 22, 2026
Updated 5mo ago

Evaluation results

MethodLinks
LSG-VAELook-back window length=168, Prediction horizon=1922026.030.132.373
PPM2026.050.2371.58
NsDiffLook-back window length=168, Prediction horizon=1922026.030.2562.03
NsDiff2026.050.272.343
TMDMLook-back window length=168, Prediction horizon=1922026.030.2892.61
TimeDiff2026.050.3137.735
TimeDiffLook-back window length=168, Prediction horizon=1922026.030.31613.385
TMDM2026.050.3221.843
DeepAR2026.050.3784.422
TimeGrad2026.050.6442.744
TimeGradLook-back window length=168, Prediction horizon=1922026.030.7756.962
CSDILook-back window length=168, Prediction horizon=1922026.030.8178.106
D3VAE2026.050.8185.582
DiffusionTS2026.050.8355.987
DiffusionTSLook-back window length=168, Prediction horizon=1922026.031.0359.959