Time Series Forecasting on ETTh2 (CRPS, NMAE)
0.143CRPSTimeGMM
Evaluation results
| Method | Links | ||
|---|---|---|---|
| TimeGMMPred len=962026.01 | 0.143 | 17.6 | |
| TimeGMMPred len=1922026.01 | 0.161 | 19.8 | |
| K2VAEPred len=962026.01 | 0.162 | 18.9 | |
| CSDIPred len=962026.01 | 0.164 | 21.4 | |
| TimeGMMPred len=3362026.01 | 0.181 | 22 | |
| K2VAEPred len=1922026.01 | 0.186 | 21.3 | |
| TimeGMMPred len=7202026.01 | 0.186 | 22.7 | |
| CSDIPred len=1922026.01 | 0.226 | 29.4 | |
| K2VAEPred len=3362026.01 | 0.257 | 26.3 | |
| CSDIPred len=3362026.01 | 0.274 | 35.3 | |
| K2VAEPred len=7202026.01 | 0.28 | 27.8 | |
| CSDIPred len=7202026.01 | 0.302 | 38.2 | |
| TimeGradPred len=962026.01 | 0.358 | 44.8 | |
| interPDNForecast horizon=1922025.11 | 0.417 | — | |
| GRU NVPPred len=962026.01 | 0.432 | 54.8 | |
| TMDMForecast horizon=1922025.11 | 0.435 | — | |
| TimeGradPred len=7202026.01 | 0.445 | 55 | |
| TimeGradPred len=1922026.01 | 0.457 | 57.5 | |
| TimeGradPred len=3362026.01 | 0.481 | 60.6 | |
| MOIRAIForecast horizon=1922025.11 | 0.488 | — | |
| ChronosForecast horizon=1922025.11 | 0.505 | — | |
| GRU NVPPred len=7202026.01 | 0.539 | 68.8 | |
| GRU NVPPred len=1922026.01 | 0.625 | 76.6 | |
| DiffusionTSForecast horizon=1922025.11 | 0.698 | — | |
| GRU NVPPred len=3362026.01 | 0.793 | 94.2 |