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1\begin{table}[htbp]\centering\small2\caption{Ablations: CRPS relative to Random walk (trailing RMS)}3\label{tab:ablations_cmp_crps}4\begin{adjustbox}{max width=\textwidth}5\begin{tabular}{lcccc}6\toprule7Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\8\midrule9Seasonal volatility & -2.89\% (-48.8) & -3.09\% (-49.9) & -3.22\% (-39.3) & -3.44\% (-30.7) \\10EWMA-$t$ & -3.65\% (-57.2) & -3.69\% (-53.4) & -3.60\% (-37.3) & -3.47\% (-25.5) \\11MRPT-S (1m+5m) & -4.00\% (-65.8) & -4.01\% (-63.8) & -4.05\% (-48.4) & -4.24\% (-38.2) \\12MRPT-S cross-attention fusion & -4.05\% (-66.0) & -4.08\% (-64.3) & -4.11\% (-48.7) & -4.29\% (-38.1) \\13MRPT-S Gaussian head & -3.79\% (-64.6) & -3.89\% (-63.7) & -3.95\% (-48.7) & -4.15\% (-38.4) \\14MRPT-S no regime & -4.07\% (-65.8) & -4.10\% (-63.9) & -4.13\% (-48.9) & -4.31\% (-38.9) \\15MRPT-S learned regime & -4.12\% (-68.5) & -4.20\% (-67.1) & -4.26\% (-51.4) & -4.49\% (-40.0) \\16MRPT-S returns only & -3.92\% (-68.7) & -3.91\% (-66.5) & -3.93\% (-50.6) & -4.08\% (-39.3) \\17MRPT-S time only & -3.90\% (-68.7) & -3.90\% (-66.4) & -3.91\% (-50.5) & -4.07\% (-39.2) \\18MRPT-S OHLCV (no rel. volume) & -4.02\% (-66.2) & -4.03\% (-64.0) & -4.04\% (-48.4) & -4.21\% (-37.9) \\19MRPT-S shuffled minutes & -3.97\% (-65.4) & -3.99\% (-63.3) & -4.00\% (-47.8) & -4.14\% (-37.0) \\20MRPT-S + ticker id & -4.05\% (-69.4) & -3.99\% (-66.7) & -3.96\% (-50.4) & -4.04\% (-39.0) \\21MRPT-S + copula (joint sampling) & -4.04\% (-66.9) & -4.03\% (-64.5) & -4.02\% (-48.2) & -4.16\% (-37.3) \\22MRPT-S reference (4k steps) & -4.10\% (-65.9) & -4.12\% (-63.9) & -4.15\% (-48.4) & -4.34\% (-37.7) \\23MRPT-S 1m only (4k) & -3.98\% (-66.3) & -3.98\% (-63.9) & -4.01\% (-48.9) & -4.19\% (-38.4) \\24MRPT-S reference, seed 2 & -4.10\% (-69.0) & -4.15\% (-67.5) & -4.17\% (-50.5) & -4.30\% (-37.5) \\25MRPT-S reference, seed 3 & -4.12\% (-69.8) & -4.12\% (-66.5) & -4.12\% (-49.5) & -4.19\% (-35.8) \\26MRPT-S + copula, independent sampling & -4.02\% (-66.6) & -4.04\% (-64.7) & -4.05\% (-48.9) & -4.24\% (-38.1) \\27\bottomrule28\end{tabular}29\end{adjustbox}30\begin{minipage}{0.95\textwidth}\scriptsize Relative change in mean CRPS versus the reference (negative = better); Diebold--Mariano $t$-statistic with HAC variance in parentheses.\end{minipage}31\end{table}
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