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Multiple parameters estimation on fOU length 500 (test)

0.416Average RMSESigMA
0.398440.516970.63550.75403Dec 17, 2025

Evaluation results

MethodLinks
SigMA#Params=873412025.120.4161.360.3990.207
Transformer#Params=25580052025.120.4363.830.4080.208
CNN#Params=5012202025.120.4891.3880.5060.275
LSTM#Params=83832992025.120.5942.3690.5980.278
DeepSigNet#Params=93602025.120.85521.7570.5450.298