Time Series Forecasting on m4 hourly (0.5-risk accuracy)
23.650.5-Risk AccuracyGARCH
Evaluation Results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 23.65 | |
| VAR2024.02 | 19.92 | |
| Transformertime-dependent errors=w/o2024.02 | 8.8 | |
| GPVartime-dependent errors=w/2024.02 | 8.49 | |
| Transformertime-dependent errors=w/2024.02 | 8.08 | |
| GPVartime-dependent errors=w/o2024.02 | 8.07 |