Probabilistic Time Series Forecasting on Exchange
0.019CRPSTARFVAE
Evaluation Results
| Method | Links | |
|---|---|---|
| TARFVAEPred Len=962025.11 | 0.019 | |
| LSG-VAEHorizon=96, Context Length=962026.03 | 0.022 | |
| PatchTSTPred Len=962025.11 | 0.023 | |
| TARFVAEPred Len=1922025.11 | 0.028 | |
| LSG-VAEHorizon=192, Context Length=962026.03 | 0.03 | |
| PatchTSTPred Len=1922025.11 | 0.034 | |
| TARFVAEPred Len=3362025.11 | 0.041 | |
| LSG-VAEHorizon=336, Context Length=962026.03 | 0.041 | |
| iTransformerPred Len=3362025.11 | 0.048 | |
| PatchTSTPred Len=3362025.11 | 0.048 | |
| DLinearPred Len=3362025.11 | 0.048 | |
| LSG-VAEHorizon=720, Context Length=962026.03 | 0.065 | |
| TARFVAEPred Len=7202025.11 | 0.068 | |
| PatchTSTPred Len=7202025.11 | 0.072 | |
| TimePrismNumber of scenarios (N)=625, Input length=302025.09 | 0.468 | |
| TimePrism-16Number of scenarios (N)=16, Input length=302025.09 | 0.611 | |
| TACTiS-22025.09 | 0.648 | |
| TempFlowBackbone=LSTM2025.09 | 0.669 | |
| DeepAR2025.09 | 0.701 | |
| TimePreNumber of hypotheses=162025.11 | 0.72 | |
| Tactis2Number of hypotheses=162025.11 | 0.82 | |
| TimeGrad2025.09 | 0.845 | |
| TimeMCL (R.)Number of hypotheses=162025.11 | 1.05 | |
| Trf.FlowBackbone=Transformer2025.09 | 1.07 | |
| TimeMCLNumber of hypotheses=162025.09 | 1.12 | |
| ETS2025.09 | 1.22 | |
| TempFlowNumber of hypotheses=162025.11 | 2.65 |