Forecasting on 3-variable simulated dataset with frequent transitions No. 2 (test)
0.1012MAEDRL-STAF
Evaluation results
| Method | Links | ||
|---|---|---|---|
| DRL-STAF2026.05 | 0.1012 | 0.0418 | |
| Markovian-RNN2026.05 | 0.1697 | 0.0998 | |
| NHMM2026.05 | 0.2497 | 0.184 | |
| NCTRL2026.05 | 0.3064 | 0.2391 | |
| Parallel HOHMM2026.05 | 0.4274 | 0.4505 | |
| CHMM2026.05 | 0.4475 | 0.4839 | |
| Parallel HMM2026.05 | 0.4481 | 0.4844 | |
| Parallel HSMM2026.05 | 0.5744 | 0.8235 | |
| DEN-HMM2026.05 | 0.5798 | 0.8264 |