Univariate Probabilistic Forecasting on S&P 500 Industrial
0.803CRPSTimeMixer + quantile
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| TimeMixer + quantileBackbone Model=TimeMixer, Uncertainty Estimation Method=quantile2026.06 | 0.803 | 4.966 | 0.031 | |
| TimeMixer + ProbResBackbone Model=TimeMixer, Uncertainty Estimation Method=ProbRes2026.06 | 0.803 | 5.073 | 0.012 | |
| PatchTST + ProbResBackbone Model=PatchTST, Uncertainty Estimation Method=ProbRes2026.06 | 0.811 | 5.17 | 0.024 | |
| PatchTST + quantileBackbone Model=PatchTST, Uncertainty Estimation Method=quantile2026.06 | 0.813 | 5.217 | 0.044 | |
| TimeMixer + ConformalBackbone Model=TimeMixer, Uncertainty Estimation Method=Conformal2026.06 | 0.813 | 5.012 | 0.043 | |
| Dlinear + ProbResBackbone Model=DLinear, Uncertainty Estimation Method=ProbRes2026.06 | 0.816 | 5.222 | 0.03 | |
| Dlinear + quantileBackbone Model=DLinear, Uncertainty Estimation Method=quantile2026.06 | 0.817 | 5.494 | 0.048 | |
| PatchTST + bootstrapBackbone Model=PatchTST, Uncertainty Estimation Method=bootstrap2026.06 | 0.821 | 5.537 | 0.013 | |
| PatchTST + ConformalBackbone Model=PatchTST, Uncertainty Estimation Method=Conformal2026.06 | 0.821 | 5.19 | 0.032 | |
| TimeMixer + bootstrapBackbone Model=TimeMixer, Uncertainty Estimation Method=bootstrap2026.06 | 0.822 | 5.653 | 0.018 | |
| Dlinear + bootstrapBackbone Model=DLinear, Uncertainty Estimation Method=bootstrap2026.06 | 0.826 | 5.605 | 0.012 | |
| Dlinear + CQRBackbone Model=DLinear, Uncertainty Estimation Method=CQR2026.06 | 0.833 | 5.333 | 0.031 |