Hurst estimation on fOU (test)
0.0161RMSESigMA
Evaluation results
| Method | Links | |
|---|---|---|
| SigMAInput length=500, #Params=872262025.12 | 0.0161 | |
| SigMAInput length=1000, #Params=872262025.12 | 0.0203 | |
| SigMAInput length=1500, #Params=872262025.12 | 0.0228 | |
| DeepSigNetInput length=1500, #Params=92612025.12 | 0.0251 | |
| SigMAInput length=100, #Params=872262025.12 | 0.0282 | |
| DeepSigNetInput length=1000, #Params=92612025.12 | 0.0296 | |
| DeepSigNetInput length=500, #Params=92612025.12 | 0.0301 | |
| LSTMInput length=1000, #Params=165752342025.12 | 0.0319 | |
| LSTMInput length=1500, #Params=247672342025.12 | 0.0346 | |
| DeepSigNetInput length=100, #Params=92612025.12 | 0.0351 | |
| CNNInput length=1500, #Params=11070412025.12 | 0.0385 | |
| CNNInput length=1000, #Params=8121292025.12 | 0.0401 | |
| CNNInput length=500, #Params=5008332025.12 | 0.0405 | |
| CNNInput length=100, #Params=2550732025.12 | 0.043 | |
| LSTMInput length=500, #Params=83832342025.12 | 0.0469 | |
| TransformerInput length=500, #Params=25579062025.12 | 0.0893 | |
| TransformerInput length=100, #Params=5739062025.12 | 0.0922 | |
| LSTMInput length=100, #Params=18296342025.12 | 0.0922 | |
| TransformerInput length=1500, #Params=75179062025.12 | 0.0924 | |
| TransformerInput length=1000, #Params=50379062025.12 | 0.0953 |