Probabilistic Time Series Forecasting on Exchange (CRPS, QICE)
0.032CRPSLSG-VAE
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LSG-VAELook-back window length=168, Prediction horizon=1922026.03 | 0.032 | 3.174 | |
| NsDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.324 | 5.93 | |
| TMDMLook-back window length=168, Prediction horizon=1922026.03 | 0.336 | 6.393 | |
| TimeDiffLook-back window length=168, Prediction horizon=1922026.03 | 0.433 | 14.556 | |
| TimeGradLook-back window length=168, Prediction horizon=1922026.03 | 0.826 | 9.464 | |
| CSDILook-back window length=168, Prediction horizon=1922026.03 | 0.855 | 7.864 | |
| DiffusionTSLook-back window length=168, Prediction horizon=1922026.03 | 1.251 | 10.411 |