Regime Detection on Synthetic Time Series SVAR (Exp. Fam.)
99NMIMCD
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| MCD2026.06 | 99 | 99 | 99 | 100 | |
| FlowMSM2026.06 | 94 | 96 | 96 | 96 | |
| iMSM (Neural)2026.06 | 90 | 91 | 95 | 95 | |
| FlowMSM2026.06 | 88 | 89 | 93 | 94 | |
| R-PCMCI2026.06 | 86 | 86 | 97 | 95 | |
| FlowMSM2026.06 | 83 | 85 | 89 | 91 | |
| iMSM (Neural)Model Variant=Neural2026.06 | 75 | 71 | 83 | 81 | |
| CASTOR2026.06 | 54 | 54 | 97 | 96 | |
| iMSM (Poly)2026.06 | 42 | 41 | 67 | 68 | |
| iMSM (Poly)Model Variant=Poly2026.06 | 42 | 41 | 72 | 67 | |
| FANTOM2026.06 | 32 | 13 | 41 | 28 | |
| FANTOM2026.06 | 31 | 12 | 40 | 27 | |
| R-PCMCI2026.06 | 28 | 27 | 59 | 64 | |
| CASTOR2026.06 | 19 | 16 | 51 | 59 | |
| R-PCMCI2026.06 | 8 | 4 | 47 | 48 | |
| CASTOR2026.06 | 7 | 1 | 42 | 48 | |
| iMSM (Neural)2026.06 | 0 | 0 | 35 | 36 | |
| iMSM (Poly)2026.06 | 0 | 0 | 35 | 36 | |
| FANTOM2026.06 | 0 | 0 | 26 | 15 |