Time Series Forecasting on M4
0.036CRPSTSDiff-Q
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| TSDiff-Qguidance=quantile guidance2023.07 | 0.036 | — | — | — | |
| Linear2023.07 | 0.039 | — | — | — | |
| TFTarchitecture=Temporal Fusion Transformer2023.07 | 0.039 | — | — | — | |
| TSDiff-Condvariant=conditional2023.07 | 0.039 | — | — | — | |
| Transformerarchitecture=self-attention-based2023.07 | 0.04 | — | — | — | |
| CSDImodel=conditional diffusion2023.07 | 0.04 | — | — | — | |
| DeepStatemodel=state space model2023.07 | 0.041 | — | — | — | |
| ETS2023.07 | 0.042 | — | — | — | |
| ARIMA2023.07 | 0.044 | — | — | — | |
| TSDiff-MSguidance=mean square guidance2023.07 | 0.045 | — | — | — | |
| MQ-CNNarchitecture=CNN-based2023.07 | 0.046 | — | — | — | |
| Seasonal Naive2023.07 | 0.048 | — | — | — | |
| DeepARarchitecture=RNN-based2023.07 | 0.052 | — | — | — | |
| DLinear2023.07 | — | 16.96 | 12.14 | 13.51 | |
| FITS2023.07 | — | 14 | 10.72 | 13.49 | |
| N-Beats2023.07 | — | 13.43 | 10.12 | 12.67 | |
| N-Hits2023.07 | — | 13.41 | 10.2 | 12.7 | |
| TimesNet2023.07 | — | 13.38 | 10.1 | 12.67 |