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Multivariate probabilistic forecasting research benchmarks · SOTA2 Research

Multivariate probabilistic forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

0.242CRPS-sum

12

Mar 13, 2026

0.041CRPS Sum

9

Mar 13, 2026

0.022CRPS Sum

9

Mar 13, 2026

0.056CRPSsum

8

Mar 13, 2026

Aggregated Time-Series Suite (TSLib: ETT, Weather, Exchange, Illness; modified EWELD; Copernicus ERA5) (test)

—

—Primary metric

0

Feb 26, 2026

TSLib (ETT, Weather, Exchange, Illness), EWELD, and ERA5 (Aggregated) (test)

—

—Primary metric

0

Feb 26, 2026

Popular datasets

Wikipedia Traffic Electricity solar TSLib, EWELD, and ERA5

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