Time Series Uncertainty Quantification on Exchange (test)
-1.22Delta-CovCP-QRNN
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| CP-QRNNBase Model=ARIMA, alpha=0.12025.10 | -1.22 | 0.033 | 0.0455 | |
| CP-QRNNBase Model=RNN, alpha=0.12025.10 | -1.07 | 0.0341 | 0.0461 | |
| CP-QRNNBase Model=Transf, alpha=0.12025.10 | -0.57 | 0.0337 | 0.048 | |
| RESCPBase Model=ARIMA, alpha=0.12025.10 | 0.38 | 0.0207 | 0.0268 | |
| RESCQRBase Model=ARIMA, alpha=0.12025.10 | 0.68 | 0.0351 | 0.0455 | |
| RESCQRBase Model=Transf, alpha=0.12025.10 | 0.82 | 0.0365 | 0.0475 | |
| RESCPBase Model=RNN, alpha=0.12025.10 | 1.13 | 0.021 | 0.0264 | |
| RESCPBase Model=Transf, alpha=0.12025.10 | 1.46 | 0.0229 | 0.0294 | |
| NexCPBase Model=RNN, alpha=0.12025.10 | 1.64 | 0.0405 | 0.0492 | |
| HopCPTBase Model=ARIMA, alpha=0.12025.10 | 2.07 | 0.0379 | 0.0456 | |
| NexCPBase Model=ARIMA, alpha=0.12025.10 | 2.13 | 0.0356 | 0.0447 | |
| SCPBase Model=RNN, alpha=0.12025.10 | 2.29 | 0.0444 | 0.0517 | |
| HopCPTBase Model=RNN, alpha=0.12025.10 | 2.75 | 0.0404 | 0.0482 | |
| SPCIBase Model=RNN, alpha=0.12025.10 | 2.98 | 0.0241 | 0.0287 | |
| HopCPTBase Model=Transf, alpha=0.12025.10 | 2.98 | 0.0399 | 0.0479 | |
| SCPBase Model=ARIMA, alpha=0.12025.10 | 3.08 | 0.0387 | 0.0462 | |
| RESCQRBase Model=RNN, alpha=0.12025.10 | 3.18 | 0.0383 | 0.0464 | |
| NexCPBase Model=Transf, alpha=0.12025.10 | 3.25 | 0.0509 | 0.0602 | |
| SPCIBase Model=ARIMA, alpha=0.12025.10 | 3.49 | 0.0242 | 0.0289 | |
| SPCIBase Model=Transf, alpha=0.12025.10 | 4.44 | 0.0255 | 0.03 | |
| SCPBase Model=Transf, alpha=0.12025.10 | 4.57 | 0.0544 | 0.062 |