Time Series Forecasting on FRED-MD
8.5MSPE (h=1)Enhanced RSLP
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| Enhanced RSLP2026.03 | 8.5 | 14.2 | 23.1 | 39.8 | |
| Base RSLP2026.03 | 10 | 16.8 | 27.1 | 46.8 | |
| Ridge LP2026.03 | 11.5 | 18.7 | 29.8 | 50.1 | |
| Elastic Net LP2026.03 | 11.8 | 19.2 | 30.5 | 51.2 | |
| Factor LP2026.03 | 12.1 | 19.5 | 31.2 | 52.3 |