Time Series Forecasting on wiki (0.9-risk accuracy)
174.07560.9-Risk AccuracyVAR
Evaluation Results
| Method | Links | |
|---|---|---|
| VAR2024.02 | 174.0756 | |
| GARCH2024.02 | 1.5906 | |
| GPVartime-dependent errors=false2024.02 | 0.2136 | |
| Transformertime-dependent errors=false2024.02 | 0.2117 | |
| GPVartime-dependent errors=true2024.02 | 0.2048 | |
| Transformertime-dependent errors=true2024.02 | 0.1764 |