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Benchmarks
Probabilistic Time Series Forecasting on ETTm2 (CRPS, NMAE)
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0.166
CRPS
LSG-VAE
0.1502
0.25685
0.3635
0.47015
Mar 25, 2026
CRPS
NMAE
Updated 23d ago
Evaluation Results
Method
Method
Links
CRPS
NMAE
LSG-VAE
Horizon (L)=720
2026.03
0.166
20.7
K2VAE
Horizon (L)=720
2026.03
0.221
27.5
PatchTST
Horizon (L)=720
2026.03
0.229
28.8
Koopa
Horizon (L)=720
2026.03
0.233
29
CSDI
Horizon (L)=720
2026.03
0.239
30.6
GRU MAF
Horizon (L)=720
2026.03
0.272
35.5
iTransformer
Horizon (L)=720
2026.03
0.311
38.5
TSDiff
Horizon (L)=720
2026.03
0.344
41.6
Trans MAF
Horizon (L)=720
2026.03
0.355
47.5
FITS
Horizon (L)=720
2026.03
0.449
54
TimeGrad
Horizon (L)=720
2026.03
0.47
56.1
GRU NVP
Horizon (L)=720
2026.03
0.561
74.9
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