Hurst Estimation on fBm (test)
0.0068RMSESigMA
Evaluation results
| Method | Links | |
|---|---|---|
| SigMAInput length=1000, #Params=872262025.12 | 0.0068 | |
| DeepSigNetInput length=1000, #Params=92612025.12 | 0.0082 | |
| DeepSigNetInput length=500, #Params=92612025.12 | 0.0085 | |
| SigMAInput length=500, #Params=872262025.12 | 0.009 | |
| DeepSigNetInput length=1500, #Params=92612025.12 | 0.0109 | |
| SigMAInput length=100, #Params=872262025.12 | 0.016 | |
| DeepSigNetInput length=100, #Params=92612025.12 | 0.0166 | |
| TransformerInput length=100, #Params=5739062025.12 | 0.019 | |
| SigMAInput length=1500, #Params=872262025.12 | 0.0313 | |
| LSTMInput length=1000, #Params=165752342025.12 | 0.0383 | |
| LSTMInput length=1500, #Params=247672342025.12 | 0.0389 | |
| TransformerInput length=500, #Params=25579062025.12 | 0.0468 | |
| LSTMInput length=500, #Params=83832342025.12 | 0.0535 | |
| LSTMInput length=100, #Params=18296342025.12 | 0.077 | |
| TransformerInput length=1000, #Params=50379062025.12 | 0.0775 | |
| TransformerInput length=1500, #Params=75179062025.12 | 0.0894 | |
| CNNInput length=100, #Params=2550732025.12 | 0.105 | |
| CNNInput length=500, #Params=5008332025.12 | 0.107 | |
| CNNInput length=1500, #Params=11070412025.12 | 0.11 | |
| CNNInput length=1000, #Params=8121292025.12 | 0.112 |