Time Series Forecasting on KVPI 90-day horizon
1.771RMSEMomentum-Corrected Stacking Ensemble
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| Momentum-Corrected Stacking Ensemblehorizon=90-day2026.05 | 1.771 | 1.299 | 0.684 | 0.684 | 0.845 | |
| Momentum-Corrected Stacking Ensemblehorizon=902026.05 | 1.771 | — | — | — | — | |
| XGBoosthorizon=90-day2026.05 | 1.891 | 1.428 | 0.753 | 0.755 | 0.824 | |
| XGBoosthorizon=902026.05 | 1.891 | — | — | — | — | |
| ExtraTreeshorizon=90-day2026.05 | 1.925 | 1.499 | 0.789 | 0.792 | 0.817 | |
| ExtraTreeshorizon=902026.05 | 1.925 | — | — | — | — | |
| HistGBhorizon=90-day2026.05 | 1.983 | 1.464 | 0.773 | 0.774 | 0.806 | |
| HistGBhorizon=902026.05 | 1.983 | — | — | — | — | |
| RandomForesthorizon=90-day2026.05 | 2.068 | 1.592 | 0.839 | 0.843 | 0.789 | |
| RandomForesthorizon=902026.05 | 2.068 | — | — | — | — | |
| LSTMhorizon=90-day2026.05 | 2.163 | 1.702 | 0.894 | 0.898 | 0.769 | |
| LSTMhorizon=902026.05 | 2.163 | — | — | — | — | |
| GRUhorizon=90-day2026.05 | 2.364 | 1.838 | 0.966 | 0.972 | 0.724 | |
| GRUhorizon=902026.05 | 2.364 | — | — | — | — | |
| ARIMA-HistGBhorizon=90-day2026.05 | 4.332 | 3.952 | 2.072 | 2.097 | 0.074 | |
| ARIMA-HistGBhorizon=902026.05 | 4.332 | — | — | — | — | |
| PatchTSThorizon=90-day2026.05 | 7.484 | 6.268 | 3.256 | 3.33 | -1.763 | |
| PatchTSThorizon=902026.05 | 7.484 | — | — | — | — | |
| Naïvehorizon=90-day2026.05 | 7.544 | 6.526 | 3.395 | 3.469 | -1.807 | |
| Naïvehorizon=902026.05 | 7.544 | — | — | — | — | |
| ARIMA-LSTMhorizon=90-day2026.05 | 9.715 | 8.844 | 4.609 | 4.737 | -3.656 | |
| ARIMA-LSTMhorizon=902026.05 | 9.715 | — | — | — | — | |
| SARIMAhorizon=90-day2026.05 | 10.101 | 9.249 | 4.821 | 4.96 | -4.032 | |
| SARIMAhorizon=902026.05 | 10.101 | — | — | — | — | |
| Auto-ARIMAhorizon=90-day2026.05 | 10.111 | 9.26 | 4.826 | 4.966 | -4.042 | |
| Auto-ARIMAhorizon=902026.05 | 10.111 | — | — | — | — | |
| Seasonal Naïvehorizon=90-day2026.05 | 12.376 | 10.937 | 5.705 | 5.919 | -6.554 | |
| Seasonal Naïvehorizon=902026.05 | 12.376 | — | — | — | — | |
| NBEATSxhorizon=90-day2026.05 | 21.297 | 19.9 | 10.408 | 9.83 | -21.371 | |
| NBEATSxhorizon=902026.05 | 21.297 | — | — | — | — |