Time Series Forecasting on pems03 (0.5-risk accuracy)
20.280.5-Risk AccuracyGARCH
Evaluation Results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 20.28 | |
| VAR2024.02 | 7.84 | |
| GPVartime-dependent errors=w/2024.02 | 5.74 | |
| Transformertime-dependent errors=w/o2024.02 | 5.69 | |
| GPVartime-dependent errors=w/o2024.02 | 5.68 | |
| Transformertime-dependent errors=w/2024.02 | 5.06 |