Time Series Forecasting on Exchange (Delta-Cov, PI-Width, Winkler score)
-3.28Delta-CovarianceCP-QRNN
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| CP-QRNNBase Predictor=RNN, alpha=0.152025.10 | -3.28 | 0.0284 | 0.0413 | |
| CP-QRNNBase Predictor=ARIMA, alpha=0.152025.10 | -2.26 | 0.0279 | 0.0405 | |
| RESCQRBase Predictor=Transf, alpha=0.152025.10 | -2.2 | 0.0313 | 0.0422 | |
| RESCQRBase Predictor=ARIMA, alpha=0.152025.10 | -2.04 | 0.0294 | 0.0401 | |
| CP-QRNNBase Forecaster=RNN, Alpha=0.052025.10 | -2 | 0.0404 | 0.0568 | |
| RESCQRBase Forecaster=ARIMA, Alpha=0.052025.10 | -1.76 | 0.0419 | 0.0547 | |
| CP-QRNNBase Forecaster=ARIMA, Alpha=0.052025.10 | -1.5 | 0.0404 | 0.056 | |
| RESCQRBase Forecaster=RNN, Alpha=0.052025.10 | -0.52 | 0.0479 | 0.0578 | |
| RESCPBase Forecaster=ARIMA, Alpha=0.052025.10 | -0.03 | 0.0258 | 0.0328 | |
| RESCQRBase Forecaster=Transf, Alpha=0.052025.10 | -0.01 | 0.0463 | 0.0595 | |
| CP-QRNNBase Predictor=Transf, alpha=0.152025.10 | 0.25 | 0.0301 | 0.0425 | |
| RESCPBase Forecaster=RNN, Alpha=0.052025.10 | 0.54 | 0.026 | 0.0321 | |
| SPCIBase Forecaster=RNN, Alpha=0.052025.10 | 0.58 | 0.029 | 0.0356 | |
| RESCPBase Forecaster=Transf, Alpha=0.052025.10 | 0.67 | 0.0281 | 0.0355 | |
| CP-QRNNBase Forecaster=Transf, Alpha=0.052025.10 | 0.94 | 0.0441 | 0.0585 | |
| SPCIBase Forecaster=ARIMA, Alpha=0.052025.10 | 1.01 | 0.0293 | 0.0357 | |
| RESCPBase Predictor=ARIMA, alpha=0.152025.10 | 1.03 | 0.0175 | 0.0234 | |
| NexCPBase Forecaster=RNN, Alpha=0.052025.10 | 1.18 | 0.0497 | 0.0604 | |
| NexCPBase Forecaster=ARIMA, Alpha=0.052025.10 | 1.32 | 0.0442 | 0.0552 | |
| SCPBase Forecaster=RNN, Alpha=0.052025.10 | 1.35 | 0.0549 | 0.0645 | |
| HopCPTBase Forecaster=ARIMA, Alpha=0.052025.10 | 1.39 | 0.0482 | 0.0576 | |
| HopCPTBase Forecaster=RNN, Alpha=0.052025.10 | 1.72 | 0.0513 | 0.0608 | |
| RESCPBase Predictor=RNN, alpha=0.152025.10 | 1.77 | 0.018 | 0.0234 | |
| HopCPTBase Forecaster=Transf, Alpha=0.052025.10 | 1.81 | 0.0501 | 0.06 | |
| SCPBase Forecaster=ARIMA, Alpha=0.052025.10 | 1.87 | 0.0489 | 0.0585 | |
| NexCPBase Forecaster=Transf, Alpha=0.052025.10 | 1.93 | 0.0601 | 0.0712 | |
| SPCIBase Forecaster=Transf, Alpha=0.052025.10 | 1.98 | 0.031 | 0.0375 | |
| NexCPBase Predictor=RNN, alpha=0.152025.10 | 2.26 | 0.0351 | 0.0436 | |
| RESCPBase Predictor=Transf, alpha=0.152025.10 | 2.37 | 0.0195 | 0.0262 | |
| RESCQRBase Predictor=RNN, alpha=0.152025.10 | 2.4 | 0.0323 | 0.041 | |
| SCPBase Forecaster=Transf, Alpha=0.052025.10 | 2.67 | 0.0646 | 0.0745 | |
| NexCPBase Predictor=ARIMA, alpha=0.152025.10 | 2.77 | 0.0303 | 0.0392 | |
| HopCPTBase Predictor=ARIMA, alpha=0.152025.10 | 2.96 | 0.0322 | 0.0399 | |
| HopCPTBase Predictor=RNN, alpha=0.152025.10 | 3.05 | 0.0342 | 0.042 | |
| SCPBase Predictor=RNN, alpha=0.152025.10 | 3.06 | 0.038 | 0.0452 | |
| HopCPTBase Predictor=Transf, alpha=0.152025.10 | 3.78 | 0.0341 | 0.0421 | |
| NexCPBase Predictor=Transf, alpha=0.152025.10 | 4.08 | 0.0455 | 0.0545 | |
| SCPBase Predictor=ARIMA, alpha=0.152025.10 | 4.25 | 0.033 | 0.0404 | |
| SPCIBase Predictor=RNN, alpha=0.152025.10 | 5.13 | 0.0207 | 0.0247 | |
| SCPBase Predictor=Transf, alpha=0.152025.10 | 6.03 | 0.0483 | 0.0558 | |
| SPCIBase Predictor=ARIMA, alpha=0.152025.10 | 6.23 | 0.0213 | 0.0253 | |
| SPCIBase Predictor=Transf, alpha=0.152025.10 | 6.43 | 0.0221 | 0.0261 |