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Benchmarks
Forecasting on Copper 5-day horizon (test)
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0.0274
RMSE
SLFF
0.027104
0.029102
0.0311
0.033098
May 11, 2025
RMSE
MAE
Updated 3mo ago
Evaluation Results
Method
Method
Links
RMSE
MAE
SLFF
Horizon=5-day, Rolling...
2025.05
0.0274
0.0203
PatchTST
Horizon=5-day, Rolling...
2025.05
0.0289
0.0214
TFT
Horizon=5-day, Rolling...
2025.05
0.0294
0.0219
N-HiTS
Horizon=5-day, Rolling...
2025.05
0.0298
0.0223
DeepAR
Horizon=5-day, Rolling...
2025.05
0.0304
0.0227
LSTM
Horizon=5-day, Rolling...
2025.05
0.0308
0.0231
XGBoost
Horizon=5-day, Rolling...
2025.05
0.0316
0.0239
ARIMA
Horizon=5-day, Rolling...
2025.05
0.0335
0.0255
Persistence
Horizon=5-day, Rolling...
2025.05
0.0348
0.0263
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