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Probabilistic time series forecasting research benchmarks – Page 4 · SOTA2 Research

Probabilistic time series forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

TimesFM-2.5-200M-PyTorch

0.403CRPS

5

Mar 24, 2026

0.132CRPS

5

Mar 24, 2026

TimesFM-2.5-200M-PyTorch

0.132CRPS

5

Mar 24, 2026

SAR-Param H=192

0.336CRPS

5

Mar 24, 2026

0.343CRPS

5

Mar 24, 2026

0.134CRPS

5

Mar 24, 2026

0.144CRPS

5

Mar 24, 2026

SLDS-Switch H=192

1.31CRPS

5

Mar 24, 2026

SLDS-Switch H=64

1.2CRPS

5

Mar 24, 2026

SLDS-Param H=192

TimesFM-2.5-200M-PyTorch

0.951CRPS

5

Mar 24, 2026

SLDS-Param H=64

TimesFM-2.5-200M-PyTorch

0.932CRPS

5

Mar 24, 2026

SLDS Base (H=192)

1.06CRPS

5

Mar 24, 2026

1CRPS

5

Mar 24, 2026

Chua-Switch H=192

0.066CRPS

5

Mar 24, 2026

Chua-Switch H=64

TimesFM-2.5-200M-PyTorch

0.035CRPS

5

Mar 24, 2026

Chua-Param H=192

0.052CRPS

5

Mar 24, 2026

Chua-Param H=64

TimesFM-2.5-200M-PyTorch

0.049CRPS

5

Mar 24, 2026

Chua-Base H=192

0.053CRPS

5

Mar 24, 2026

TimesFM-2.5-200M-PyTorch

0.034CRPS

5

Mar 24, 2026

Lorenz96-Switch H=64

0.611CRPS

5

Mar 24, 2026

Lorenz-Switch H=64

0.908CRPS

5

Mar 24, 2026

Lorenz-Param H=192

2.23CRPS

5

Mar 24, 2026

Lorenz-Param H=64

0.707CRPS

5

Mar 24, 2026

Lorenz-State H=192

1.54CRPS

5

Mar 24, 2026

Lorenz-State H=64

0.621CRPS

5

Mar 24, 2026

Page 4 of 5

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