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Probabilistic Time Series Forecasting on Exchange (CRPS, NMAE)
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0.065
CRPS
LSG-VAE
0.0612
0.08685
0.1125
0.13815
Mar 25, 2026
CRPS
NMAE
Updated 23d ago
Evaluation Results
Method
Method
Links
CRPS
NMAE
LSG-VAE
Horizon (L)=720
2026.03
0.065
0.077
K2VAE
Horizon (L)=720
2026.03
0.069
0.084
FITS
Horizon (L)=720
2026.03
0.074
0.097
GRU NVP
Horizon (L)=720
2026.03
0.079
0.103
TSDiff
Horizon (L)=720
2026.03
0.082
0.142
iTransformer
Horizon (L)=720
2026.03
0.087
0.113
Koopa
Horizon (L)=720
2026.03
0.091
0.116
PatchTST
Horizon (L)=720
2026.03
0.097
0.126
TimeGrad
Horizon (L)=720
2026.03
0.099
0.113
CSDI
Horizon (L)=720
2026.03
0.143
0.173
Trans MAF
Horizon (L)=720
2026.03
0.148
0.191
GRU MAF
Horizon (L)=720
2026.03
0.16
0.182
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