Time Series Forecasting Uncertainty Quantification on GIFT-Eval Bench22
1.56nWinkKOWCPI
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| KOWCPIBackbone=ARIMA, Target Coverage=80%2026.05 | 1.56 | 0.39 | 61 | |
| ResCPBackbone=ARIMA, Target Coverage=80%2026.05 | 1.53 | 0.46 | 61 | |
| KOWCPIBackbone=TimesFM-2.5, Target Coverage=80%2026.05 | 1.37 | 0.29 | 58 | |
| ResCPBackbone=TabPFN-TS, Target Coverage=80%2026.05 | 1.34 | 0.33 | 60 | |
| HopCPTBackbone=ARIMA, Target Coverage=80%2026.05 | 1.34 | 0.52 | 74 | |
| ResCPBackbone=TiRex, Target Coverage=80%2026.05 | 1.31 | 0.35 | 66 | |
| KOWCPIBackbone=TabPFN-TS, Target Coverage=80%2026.05 | 1.31 | 0.33 | 63 | |
| UniformBackbone=ARIMA, Target Coverage=80%2026.05 | 1.29 | 0.56 | 77 | |
| ResCPBackbone=TimesFM-2.5, Target Coverage=80%2026.05 | 1.25 | 0.35 | 67 | |
| ACIBackbone=ARIMA, Target Coverage=80%2026.05 | 1.24 | 0.61 | 80 | |
| HopCPTBackbone=TabPFN-TS, Target Coverage=80%2026.05 | 1.15 | 0.47 | 75 | |
| HopCPTBackbone=TiRex, Target Coverage=80%2026.05 | 1.13 | 0.46 | 75 | |
| UniformBackbone=TabPFN-TS, Target Coverage=80%2026.05 | 1.13 | 0.48 | 77 | |
| RareCPBackbone=TabPFN-TS, Target Coverage=80%2026.05 | 1.13 | 0.45 | 72 | |
| KOWCPIBackbone=TiRex, Target Coverage=80%2026.05 | 1.11 | 0.44 | 66 | |
| RareCPBackbone=ARIMA, Target Coverage=80%2026.05 | 1.1 | 0.51 | 73 | |
| UniformBackbone=TiRex, Target Coverage=80%2026.05 | 1.09 | 0.48 | 77 | |
| ACIBackbone=TabPFN-TS, Target Coverage=80%2026.05 | 1.09 | 0.52 | 79 | |
| UniformBackbone=TimesFM-2.5, Target Coverage=80%2026.05 | 1.08 | 0.46 | 77 | |
| ACIBackbone=TiRex, Target Coverage=80%2026.05 | 1.06 | 0.53 | 80 | |
| HopCPTBackbone=TimesFM-2.5, Target Coverage=80%2026.05 | 1.06 | 0.41 | 75 | |
| ACIBackbone=TimesFM-2.5, Target Coverage=80%2026.05 | 1.04 | 0.51 | 79 | |
| RareCPBackbone=TiRex, Target Coverage=80%2026.05 | 1.01 | 0.48 | 75 | |
| RareCPBackbone=TimesFM-2.5, Target Coverage=80%2026.05 | 1 | 0.47 | 75 | |
| TotoUQ Type=Foundation model native UQ, Target Coverage=80%2026.05 | 0.91 | 0.5 | 75 | |
| TimesFM-2.5UQ Type=Foundation model native UQ, Target Coverage=80%2026.05 | 0.88 | 0.5 | 83 | |
| TabPFN-TSUQ Type=Foundation model native UQ, Target Coverage=80%2026.05 | 0.86 | 0.48 | 76 | |
| TiRexUQ Type=Foundation model native UQ, Target Coverage=80%2026.05 | 0.83 | 0.5 | 80 | |
| Chronos-2UQ Type=Foundation model native UQ, Target Coverage=80%2026.05 | 0.83 | 0.48 | 76 | |
| Moirai-2UQ Type=Foundation model native UQ, Target Coverage=80%2026.05 | 0.78 | 0.46 | 78 |