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Probabilistic Time Series Forecasting on Lorenz96-Switch H=64

0.611CRPSFern
0.560240.902871.24551.58813Mar 23, 2026

Evaluation results

MethodLinks
Fern2026.030.611
Chronos-22026.031.55
TimesFM-2.5-200M-PyTorch2026.031.59
Chronos-Bolt-Base2026.031.87
Chronos-Bolt-Small2026.031.88