Time-series forecasting on M4 Monthly (sCRPS/sW1 evaluation)
1.205sCRPSSQF
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SQFλ=02026.05 | 1.205 | — | 0.848 | — | |
| StableSQFλ=0.052026.05 | 1.206 | 0.1 | 0.739 | -12.9 | |
| StableSQFλ=0.115/0.211, interpolation_target=0.5% increase in sCRPS2026.05 | 1.211 | 0.5 | 0.627 | -26.1 | |
| SQF-stabilized-P-lovariant=lo2026.05 | 1.214 | 0.7 | 0.673 | -20.6 | |
| SQF-stabilized-F-lovariant=lo2026.05 | 1.215 | 0.8 | 0.661 | -22.1 | |
| StableSQFλ=0.139/0.267, interpolation_target=1.0% increase in sCRPS2026.05 | 1.217 | 1 | 0.594 | -29.9 | |
| StableSQFλ=0.236/0.484, interpolation_target=2.5% increase in sCRPS2026.05 | 1.235 | 2.5 | 0.471 | -44.5 | |
| SQF-stabilized-P-medvariant=med2026.05 | 1.243 | 3.2 | 0.569 | -32.9 | |
| SQF-stabilized-F-medvariant=med2026.05 | 1.252 | 3.9 | 0.483 | -43 | |
| StableSQFλ=0.331/0.669, interpolation_target=5.0% increase in sCRPS2026.05 | 1.265 | 5 | 0.368 | -56.6 | |
| ETS-B2026.05 | 1.286 | 6.7 | 0.957 | 12.9 | |
| SQF-stabilized-P-hivariant=hi2026.05 | 1.289 | 7 | 0.562 | -33.7 | |
| ETS-G2026.05 | 1.302 | 8 | 0.957 | 12.9 | |
| StableSQFλ=0.453/0.805, interpolation_target=10.0% increase in sCRPS2026.05 | 1.326 | 10 | 0.264 | -68.9 | |
| SQF-stabilized-F-hivariant=hi2026.05 | 1.343 | 11.5 | 0.281 | -66.9 | |
| SQF-stabilized-P-maxvariant=max2026.05 | 1.349 | 12 | 0.627 | -26.1 | |
| SQF-stabilized-F-maxvariant=max2026.05 | 1.557 | 29.2 | 0 | -100 | |
| StableSQFλ=0.8752026.05 | 1.769 | 46.8 | 0.038 | -95.5 | |
| snaive-G2026.05 | 2.598 | 115.6 | 0.015 | -98.2 | |
| snaive-B2026.05 | 2.661 | 120.8 | 0.111 | -86.9 | |
| mean-B2026.05 | 3.924 | 225.6 | 0.212 | -75 | |
| mean-G2026.05 | 3.929 | 226.1 | 0.204 | -75.9 |