Time Series Forecasting on XAU/USD
0.0056MAEDeep ZakaiJ
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| Deep ZakaiJ2026.05 | 0.0056 | 0.0081 | 0.0041 | 3.65 | 92.9 | |
| Deep ZakaiJ2026.05 | 0.0056 | 0.0081 | 0.0041 | 3.65 | 92.9 | |
| GRU-ODE2026.05 | 0.0058 | 0.0085 | 0.0042 | 3.56 | 83.5 | |
| S42026.05 | 0.006 | 0.0089 | — | — | — | |
| TimesFM2026.05 | 0.0061 | 0.0092 | 0.0044 | 3.61 | 86.6 | |
| NJ-ODE2026.05 | 0.0061 | 0.0088 | — | — | — | |
| NeuralMJD2026.05 | 0.0061 | 0.0089 | 0.0045 | 3.37 | 79.8 | |
| Moirai-MoE2026.05 | 0.0062 | 0.0093 | 0.0045 | 3.59 | 86 | |
| Chronos2026.05 | 0.0062 | 0.0091 | 0.0064 | 0.65 | 72.3 | |
| Lag-Llama2026.05 | 0.0063 | 0.0095 | 0.0045 | 3.6 | 86 | |
| LatentSDE2026.05 | 0.0063 | 0.0091 | 0.005 | 0.62 | 55.6 | |
| NCDSSM2026.05 | 0.0063 | 0.0092 | 0.0048 | 2.92 | 77.1 | |
| LSTM2026.05 | 0.0065 | 0.0095 | — | — | — | |
| iTransformer2026.05 | 0.0077 | 0.0102 | — | — | — | |
| PatchTST2026.05 | 0.0081 | 0.0114 | — | — | — | |
| DLinear2026.05 | 0.0097 | 0.0127 | — | — | — | |
| LatentODE2026.05 | 0.0103 | 0.0139 | 0.0075 | 2.62 | 69.7 | |
| DeepAR2026.05 | 0.186 | 0.2249 | 0.1675 | -12.59 | 33.3 |