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Forecasting on 3-variable simulated dataset with infrequent transitions (test)

0.0889MAEDRL-STAF
0.0639320.2324660.4010.569534May 14, 2026

Evaluation results

MethodLinks
DRL-STAF2026.050.08890.0278
NHMM2026.050.12770.039
Markovian-RNN2026.050.24440.0935
NCTRL2026.050.39360.3042
CHMM2026.050.58450.5301
Parallel HOHMM2026.050.58460.5222
Parallel HMM2026.050.58610.5306
Parallel HSMM2026.050.6210.6433
DEN-HMM2026.050.71310.7749