Ornstein-Uhlenbeck process (OUP)
Benchmarks
TaskDatasetSOTA resultTrendResults
Ornstein-Uhlenbeck process (OUP) ε = 20% (test)
0.63RMSE
5
Ornstein-Uhlenbeck process (OUP) ε = 10% (test)
0.62RMSE
5
Ornstein-Uhlenbeck process (OUP) ε = 0% (test)
0.44RMSE
5