Time Series Forecasting on M4 hourly (0.9-risk accuracy)
13.090.9-Risk AccuracyGARCH
Evaluation Results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 13.09 | |
| VAR2024.02 | 10.29 | |
| Transformertime-dependent errors=false2024.02 | 5.25 | |
| Transformertime-dependent errors=true2024.02 | 4.75 | |
| GPVartime-dependent errors=true2024.02 | 4.63 | |
| GPVartime-dependent errors=false2024.02 | 4.52 |