Time Series Forecasting on electricity (0.5-risk accuracy)
20.140.5-Risk AccuracyGARCH
Evaluation Results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 20.14 | |
| VAR2024.02 | 11.13 | |
| Transformertime-dependent errors=w/2024.02 | 5.05 | |
| Transformertime-dependent errors=w/o2024.02 | 4.49 | |
| GPVartime-dependent errors=w/o2024.02 | 4.05 | |
| GPVartime-dependent errors=w/2024.02 | 3.97 |