Time Series Forecasting on FRED-MD Benchmark I C=100, H=10
0.02WQLMoirai
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| MoiraiRetrieval-Augmented Forecasting (RAF)=true2024.11 | 0.02 | 0.563 | |
| TimesFMRetrieval-Augmented Forecasting (RAF)=true2024.11 | 0.023 | 0.475 | |
| MoiraiRetrieval-Augmented Forecasting (RAF)=false2024.11 | 0.028 | 0.592 | |
| ChronosRetrieval-Augmented Forecasting (RAF)=true2024.11 | 0.074 | 0.572 | |
| TimesFMRetrieval-Augmented Forecasting (RAF)=false2024.11 | 0.08 | 0.502 | |
| ChronosRetrieval-Augmented Forecasting (RAF)=false2024.11 | 0.095 | 0.595 | |
| Lag-LlamaRetrieval-Augmented Forecasting (RAF)=true2024.11 | 0.106 | 1.188 | |
| Lag-LlamaRetrieval-Augmented Forecasting (RAF)=false2024.11 | 0.115 | 1.238 |