Table 4.
Probabilistic evaluation metrics(uncertainty evaluation).
| Model | CRPS (1-week) ↓ | PICP (1-week) ↑ | MPIW (1-week) ↓ | CRPS (4-week) ↓ | PICP (4-week) ↑ | MPIW (4-week) ↓ |
|---|---|---|---|---|---|---|
| ARIMA | 7.42 | 0.71 | 38.5 | 10.86 | 0.65 | 51.3 |
| SARIMA | 7.10 | 0.73 | 36.8 | 10.32 | 0.67 | 48.6 |
| Prophet | 7.25 | 0.72 | 37.4 | 10.55 | 0.66 | 49.8 |
| RF | 5.98 | 0.80 | 31.2 | 8.92 | 0.74 | 42.7 |
| XGBoost | 5.72 | 0.82 | 29.8 | 8.51 | 0.76 | 41.0 |
| LSTM | 5.45 | 0.84 | 28.6 | 8.12 | 0.78 | 39.4 |
| GRU | 5.31 | 0.85 | 27.9 | 7.98 | 0.79 | 38.8 |
| ConvLSTM | 4.98 | 0.88 | 26.1 | 7.45 | 0.82 | 36.5 |
| DCRNN | 4.56 | 0.91 | 24.4 | 6.92 | 0.86 | 34.2 |
| ST-GCN | 4.32 | 0.92 | 23.5 | 6.58 | 0.88 | 33.0 |
| Proposed ST-GNN | 3.85 | 0.95 | 21.2 | 5.91 | 0.93 | 30.4 |