Regime Detection on Synthetic Time Series SVAR Gauss benchmark leaderboard · SOTA2 Research

Regime Detection on Synthetic Time Series SVAR Gauss

0.99NMIFlowMSM

Evaluation Results

Method	Links
FlowMSM2026.06		0.99	1	100	100
iMSM (Neural)2026.06		0.95	0.98	99	99
R-PCMCI2026.06		0.95	0.95	99	98
MCD2026.06		0.94	0.92	92	94
FlowMSM2026.06		0.9	0.91	95	95
iMSM (Neural)2026.06		0.89	0.9	93	94
iMSM (Poly)2026.06		0.87	0.93	98	97
iMSM (Poly)2026.06		0.79	0.84	90	91
CASTOR2026.06		0.56	0.56	97	96
FANTOM2026.06		0.32	0.13	40	27
R-PCMCI2026.06		0.27	0.25	58	63
CASTOR2026.06		0.2	0.17	52	60
FANTOM2026.06		0	0	25	14