Time-series forecasting on ETTm2 (Held-out Quantiles τ={0.1, 0.25, 0.5, 0.75, 0.9})
0.608MSE on ETTm2Kθ − Û
Evaluation results
| Method | Links | |
|---|---|---|
| Kθ − Ûkernel=θ, residual_term=Û, evaluation_quantiles={0.1, 0.25, 0.5, 0.75, 0.9}2026.03 | 0.608 | |
| Kθkernel=θ, evaluation_quantiles={0.1, 0.25, 0.5, 0.75, 0.9}2026.03 | 0.62 | |
| KI − Ûkernel=Identity, residual_term=Û, evaluation_quantiles={0.1, 0.25, 0.5, 0.75, 0.9}2026.03 | 0.651 | |
| KIkernel=Identity, evaluation_quantiles={0.1, 0.25, 0.5, 0.75, 0.9}2026.03 | 0.765 | |
| MFMevaluation_quantiles={0.1, 0.25, 0.5, 0.75, 0.9}2026.03 | 1.387 | |
| CFMevaluation_quantiles={0.1, 0.25, 0.5, 0.75, 0.9}2026.03 | 1.402 | |
| Directevaluation_quantiles={0.1, 0.25, 0.5, 0.75, 0.9}2026.03 | 1.845 |