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Probabilistic time series forecasting on Bitcoin, COVID-19, and Synthetic Average (test)

0.266CRPS

DeepAR

Updated 22d ago

Evaluation Results

Method	Links
DeepAR 2026.05		0.266	0.479	0.191	0.109	0.745	0.885	0.965
DeepAR 2026.05		0.268	0.494	0.194	0.114	0.742	0.881	0.961
DeepAR 2026.05		0.271	0.502	0.198	0.123	0.734	0.876	0.954
DeepAR 2026.05		0.286	0.528	0.214	0.097	0.752	0.878	0.951
DeepLévy 2026.05		0.293	0.461	0.219	0.126	0.738	0.889	0.976
ProbTransformer 2026.05		0.298	0.537	0.231	0.099	0.752	0.874	0.948
DeepLévy 2026.05		0.301	0.479	0.228	0.138	0.731	0.884	0.969
DeepAR 2026.05		0.302	0.551	0.233	0.108	0.747	0.872	0.943
DeepAR 2026.05		0.317	0.583	0.249	0.091	0.755	0.861	0.932
DSSM 2026.05		0.322	0.594	0.251	0.137	0.739	0.867	0.937
DeepFactor 2026.05		0.329	0.611	0.258	0.149	0.725	0.851	0.924
DeepVAR 2026.05		0.338	0.627	0.264	0.152	0.728	0.853	0.921