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Probabilistic Time Series Forecasting on OU-Base H=64

0.263CRPSFern
0.261280.272890.28450.29611Mar 23, 2026

Evaluation results

MethodLinks
Fern2026.030.263
TimesFM-2.5-200M-PyTorch2026.030.276
Chronos-22026.030.289
Chronos-Bolt-Small2026.030.296
Chronos-Bolt-Base2026.030.306