Time Series Forecasting on Exchange (CRPS, NMAE)
0.02CRPSTimeGMM
Evaluation results
| Method | Links | ||
|---|---|---|---|
| TimeGMMPred len=962026.01 | 0.02 | 0.024 | |
| CSDIPred len=962026.01 | 0.028 | 0.036 | |
| TimeGMMPred len=1922026.01 | 0.029 | 0.036 | |
| K2VAEPred len=962026.01 | 0.031 | 0.032 | |
| K2VAEPred len=1922026.01 | 0.032 | 0.04 | |
| TimeGMMPred len=3362026.01 | 0.043 | 0.052 | |
| CSDIPred len=1922026.01 | 0.045 | 0.058 | |
| K2VAEPred len=3362026.01 | 0.048 | 0.054 | |
| CSDIPred len=3362026.01 | 0.06 | 0.076 | |
| TimeGradPred len=962026.01 | 0.068 | 0.079 | |
| GRU NVPPred len=1922026.01 | 0.068 | 0.087 | |
| TimeGMMPred len=7202026.01 | 0.068 | 0.083 | |
| K2VAEPred len=7202026.01 | 0.069 | 0.084 | |
| GRU NVPPred len=962026.01 | 0.071 | 0.091 | |
| GRU NVPPred len=3362026.01 | 0.072 | 0.091 | |
| TimeGradPred len=3362026.01 | 0.074 | 0.086 | |
| GRU NVPPred len=7202026.01 | 0.079 | 0.103 | |
| TimeGradPred len=1922026.01 | 0.087 | 0.1 | |
| TimeGradPred len=7202026.01 | 0.099 | 0.113 | |
| CSDIPred len=7202026.01 | 0.143 | 0.173 |