Time Series Forecasting on electricity (0.9-risk accuracy)
7.440.9-Risk AccuracyGARCH
Evaluation Results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 7.44 | |
| VAR2024.02 | 4.14 | |
| Transformertime-dependent errors=true2024.02 | 3.66 | |
| Transformertime-dependent errors=false2024.02 | 2.81 | |
| GPVartime-dependent errors=false2024.02 | 2.11 | |
| GPVartime-dependent errors=true2024.02 | 1.85 |