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ResearchFormerly WizWand

Time series forecasting on exchange (test)

0.008CRPSTimeGAN
0.007120.013060.0190.02494Oct 26, 2021Feb 8, 2022May 25, 2022Sep 7, 2022Dec 22, 2022Apr 6, 2023Jul 21, 2023
Updated 8mo ago

Evaluation results

MethodLinks
TimeGANDownstream Forecaster=DeepAR2023.070.008
TimeVAEDownstream Forecaster=DeepAR2023.070.009
TimeGANDownstream Forecaster=Transformer2023.070.009
RealDownstream Forecaster=Transformer2023.070.01
RealDownstream Forecaster=Linear (LPS)2023.070.011
TimeGANDownstream Forecaster=Linear (LPS)2023.070.011
RealDownstream Forecaster=DeepAR2023.070.011
TimeVAEDownstream Forecaster=Transformer2023.070.011
TSDiffDownstream Forecaster=Linear (LPS)2023.070.012
RED-SDS2021.100.013
RSGLS-ISSM2021.100.014
DeepState2021.100.017
TSDiffDownstream Forecaster=DeepAR2023.070.017
KVAE-RBsampling=Rao-Blackwellized2021.100.018
DeepAR2021.100.019
KVAE-MCsampling=Monte-Carlo2021.100.02
ARSGLS2021.100.022
TimeVAEDownstream Forecaster=Linear (LPS)2023.070.024
TSDiffDownstream Forecaster=Transformer2023.070.03