Forecasting on Synthetic partially observed jump-diffusion process (test)
0.0846MAEDeep ZakaiJ
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| Deep ZakaiJ2026.05 | 0.0846 | 0.1344 | 0.0653 | 0.78 | 89 | |
| NeuralMJD2026.05 | 0.0921 | 0.156 | 0.0803 | -5.45 | 65.1 | |
| NJ-ODE2026.05 | 0.1042 | 0.1565 | — | — | — | |
| NCDSSM2026.05 | 0.1081 | 0.1507 | 0.0851 | -1.25 | 83.5 | |
| LSTM2026.05 | 0.1084 | 0.1533 | — | — | — | |
| LatentSDE2026.05 | 0.1118 | 0.1523 | 0.0846 | -3.81 | 75.7 | |
| PatchTST2026.05 | 0.1145 | 0.173 | — | — | — | |
| LatentODE2026.05 | 0.1383 | 0.1895 | 0.1025 | -0.36 | 91.6 | |
| Chronos2026.05 | 0.1402 | 0.1854 | 0.2136 | -16.23 | 71.4 | |
| DLinear2026.05 | 0.4095 | 0.4807 | — | — | — | |
| DeepAR2026.05 | 0.637 | 0.6788 | 0.4111 | -1.09 | 35 |