Time Series Forecasting on wiki (0.5-risk accuracy)
171.50090.5-Risk AccuracyVAR
Evaluation Results
| Method | Links | |
|---|---|---|
| VAR2024.02 | 171.5009 | |
| GARCH2024.02 | 0.7225 | |
| GPVartime-dependent errors=w/2024.02 | 0.2236 | |
| GPVartime-dependent errors=w/o2024.02 | 0.2231 | |
| Transformertime-dependent errors=w/o2024.02 | 0.203 | |
| Transformertime-dependent errors=w/2024.02 | 0.1487 |