Time series forecasting on exchange (test)
0.008CRPSTimeGAN
Evaluation Results
| Method | Links | |
|---|---|---|
| TimeGANDownstream Forecaster=DeepAR2023.07 | 0.008 | |
| TimeVAEDownstream Forecaster=DeepAR2023.07 | 0.009 | |
| TimeGANDownstream Forecaster=Transformer2023.07 | 0.009 | |
| RealDownstream Forecaster=Transformer2023.07 | 0.01 | |
| RealDownstream Forecaster=Linear (LPS)2023.07 | 0.011 | |
| TimeGANDownstream Forecaster=Linear (LPS)2023.07 | 0.011 | |
| RealDownstream Forecaster=DeepAR2023.07 | 0.011 | |
| TimeVAEDownstream Forecaster=Transformer2023.07 | 0.011 | |
| TSDiffDownstream Forecaster=Linear (LPS)2023.07 | 0.012 | |
| RED-SDS2021.10 | 0.013 | |
| RSGLS-ISSM2021.10 | 0.014 | |
| DeepState2021.10 | 0.017 | |
| TSDiffDownstream Forecaster=DeepAR2023.07 | 0.017 | |
| KVAE-RBsampling=Rao-Blackwellized2021.10 | 0.018 | |
| DeepAR2021.10 | 0.019 | |
| KVAE-MCsampling=Monte-Carlo2021.10 | 0.02 | |
| ARSGLS2021.10 | 0.022 | |
| TimeVAEDownstream Forecaster=Linear (LPS)2023.07 | 0.024 | |
| TSDiffDownstream Forecaster=Transformer2023.07 | 0.03 |