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Hierarchical Time Series Forecasting on M5 retail sales (test)
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0.605
WRMSSE
HTF
0.59552
0.65951
0.7235
0.78749
Jun 26, 2026
WRMSSE
Pinball Loss
Coherence Error
Updated 26d ago
Evaluation Results
Method
Method
Links
WRMSSE
Pinball Loss
Coherence Error
HTF
hierarchical embedding...
2026.06
0.605
0.158
0.045
Flat TFT
hierarchy=none
2026.06
0.691
0.172
0.121
MinT
type=classical reconci...
2026.06
0.765
0.204
0
Bottom-Up
type=classical reconci...
2026.06
0.842
0.216
0
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