Probabilistic Time Series Forecasting on Exchange (CRPS, NMAE)
0.065CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAEHorizon (L)=7202026.03 | 0.065 | 0.077 | |
| K2VAEHorizon (L)=7202026.03 | 0.069 | 0.084 | |
| FITSHorizon (L)=7202026.03 | 0.074 | 0.097 | |
| GRU NVPHorizon (L)=7202026.03 | 0.079 | 0.103 | |
| TSDiffHorizon (L)=7202026.03 | 0.082 | 0.142 | |
| iTransformerHorizon (L)=7202026.03 | 0.087 | 0.113 | |
| KoopaHorizon (L)=7202026.03 | 0.091 | 0.116 | |
| PatchTSTHorizon (L)=7202026.03 | 0.097 | 0.126 | |
| TimeGradHorizon (L)=7202026.03 | 0.099 | 0.113 | |
| CSDIHorizon (L)=7202026.03 | 0.143 | 0.173 | |
| Trans MAFHorizon (L)=7202026.03 | 0.148 | 0.191 | |
| GRU MAFHorizon (L)=7202026.03 | 0.16 | 0.182 |