Time-series forecasting on M5 items
0.667sCRPSSQF
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SQFλ=02026.05 | 0.667 | — | 0.121 | — | |
| SQF-stabilized-P-lovariant=lo2026.05 | 0.668 | 0.001 | 0.09 | -0.256 | |
| SQF-stabilized-F-lovariant=lo2026.05 | 0.668 | 0.001 | 0.089 | -0.264 | |
| StableSQFλ=0.052026.05 | 0.67 | 0.004 | 0.09 | -0.256 | |
| StableSQFλ=0.115/0.211, interpolation_target=0.5% increase in sCRPS2026.05 | 0.67 | 0.005 | 0.048 | -0.604 | |
| SQF-stabilized-P-medvariant=med2026.05 | 0.67 | 0.004 | 0.073 | -0.397 | |
| SQF-stabilized-F-medvariant=med2026.05 | 0.671 | 0.006 | 0.061 | -0.496 | |
| SQF-stabilized-P-hivariant=hi2026.05 | 0.672 | 0.007 | 0.08 | -0.339 | |
| StableSQFλ=0.139/0.267, interpolation_target=1.0% increase in sCRPS2026.05 | 0.674 | 0.01 | 0.042 | -0.65 | |
| SQF-stabilized-P-maxvariant=max2026.05 | 0.675 | 0.012 | 0.103 | -0.149 | |
| SQF-stabilized-F-hivariant=hi2026.05 | 0.677 | 0.015 | 0.034 | -0.719 | |
| StableSQFλ=0.236/0.484, interpolation_target=2.5% increase in sCRPS2026.05 | 0.684 | 0.025 | 0.026 | -0.783 | |
| SQF-stabilized-F-maxvariant=max2026.05 | 0.696 | 0.043 | 0 | -1 | |
| StableSQFλ=0.331/0.669, interpolation_target=5.0% increase in sCRPS2026.05 | 0.7 | 0.05 | 0.017 | -0.86 | |
| ETS-G2026.05 | 0.7 | 0.049 | 0.151 | 0.248 | |
| ETS-B2026.05 | 0.7 | 0.049 | 0.159 | 0.314 | |
| StableSQFλ=0.453/0.805, interpolation_target=10.0% increase in sCRPS2026.05 | 0.734 | 0.1 | 0.01 | -0.915 | |
| StableSQFλ=0.8752026.05 | 0.761 | 0.141 | 0.007 | -0.942 | |
| mean-G2026.05 | 0.794 | 0.19 | 0.004 | -0.967 | |
| mean-B2026.05 | 0.81 | 0.214 | 0.032 | -0.736 | |
| snaive-G2026.05 | 0.887 | 0.33 | 0.174 | 0.438 | |
| snaive-B2026.05 | 0.888 | 0.331 | 0.21 | 0.736 |