Time Series Forecasting on exchange_rate (CRPS)
0.007CRPSVAR
Evaluation results
| Method | Links | |
|---|---|---|
| VARModel Backbone=VAR, Time-dependent error modeling=w/o2024.02 | 0.007 | |
| TransformerModel Backbone=Transformer, Time-dependent error modeling=w/2024.02 | 0.0081 | |
| TransformerModel Backbone=Transformer, Time-dependent error modeling=w/o2024.02 | 0.0092 | |
| GPVarModel Backbone=GPVar, Time-dependent error modeling=w/2024.02 | 0.0141 | |
| GPVarModel Backbone=GPVar, Time-dependent error modeling=w/o2024.02 | 0.0171 | |
| GARCHModel Backbone=GARCH, Time-dependent error modeling=w/o2024.02 | 0.0438 |