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Probabilistic Time Series Forecasting on OU-Param H=192

0.268CRPSFern
0.266120.278810.29150.30419Mar 23, 2026

Evaluation results

MethodLinks
Fern2026.030.268
TimesFM-2.5-200M-PyTorch2026.030.286
Chronos-22026.030.308
Chronos-Bolt-Small2026.030.308
Chronos-Bolt-Base2026.030.315