Time Series Forecasting on pems03 (0.9-risk accuracy)
17.830.9-Risk AccuracyGARCH
Evaluation Results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 17.83 | |
| VAR2024.02 | 3.99 | |
| GPVartime-dependent errors=false2024.02 | 3.17 | |
| GPVartime-dependent errors=true2024.02 | 3.17 | |
| Transformertime-dependent errors=false2024.02 | 3.04 | |
| Transformertime-dependent errors=true2024.02 | 2.69 |