Time Series Forecasting on WTI 1-day horizon
0.0181RMSESLFF
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| SLFF2025.05 | 0.0181 | 0.0135 | 62.2 | 0.236 | |
| PatchTST2025.05 | 0.0189 | 0.0141 | 60.5 | 0.207 | |
| TFT2025.05 | 0.0192 | 0.0143 | 59.8 | 0.196 | |
| N-HiTS2025.05 | 0.0194 | 0.0145 | 59.3 | 0.188 | |
| DeepAR2025.05 | 0.0197 | 0.0148 | 58.7 | 0.176 | |
| LSTM2025.05 | 0.02 | 0.0151 | 58 | 0.164 | |
| XGBoost2025.05 | 0.0206 | 0.0155 | 56.8 | 0.148 | |
| ARIMA2025.05 | 0.0218 | 0.0164 | 53 | 0.099 | |
| Persistence2025.05 | 0.0226 | 0.0171 | 50.7 | 0.034 |