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ResearchFormerly WizWand

Probabilistic Time Series Forecasting on Exchange

0.019CRPSTARFVAE
-0.086240.624131.33452.04487Sep 24, 2025Oct 24, 2025Nov 23, 2025Dec 24, 2025Jan 23, 2026Feb 22, 2026Mar 25, 2026
Updated 6mo ago

Evaluation results

MethodLinks
TARFVAEPred Len=962025.110.019
LSG-VAEHorizon=96, Context Length=962026.030.022
PatchTSTPred Len=962025.110.023
TARFVAEPred Len=1922025.110.028
LSG-VAEHorizon=192, Context Length=962026.030.03
PatchTSTPred Len=1922025.110.034
TARFVAEPred Len=3362025.110.041
LSG-VAEHorizon=336, Context Length=962026.030.041
iTransformerPred Len=3362025.110.048
PatchTSTPred Len=3362025.110.048
DLinearPred Len=3362025.110.048
LSG-VAEHorizon=720, Context Length=962026.030.065
TARFVAEPred Len=7202025.110.068
PatchTSTPred Len=7202025.110.072
TimePrismNumber of scenarios (N)=625, Input length=302025.090.468
TimePrism-16Number of scenarios (N)=16, Input length=302025.090.611
TACTiS-22025.090.648
TempFlowBackbone=LSTM2025.090.669
DeepAR2025.090.701
TimePreNumber of hypotheses=162025.110.72
Tactis2Number of hypotheses=162025.110.82
TimeGrad2025.090.845
TimeMCL (R.)Number of hypotheses=162025.111.05
Trf.FlowBackbone=Transformer2025.091.07
TimeMCLNumber of hypotheses=162025.091.12
ETS2025.091.22
TempFlowNumber of hypotheses=162025.112.65