Regression on S&P 500
0.0228MAEProposed (greedy breakpoint-location algorithm)
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| Proposed (greedy breakpoint-location algorithm)number of initial breakpoints=152024.08 | 0.0228 | 0.1921 | 0.0299 | 0.9592 | 8 | |
| ℓ1 trendgamma=1002024.08 | 0.0239 | 0.2018 | 0.0314 | 0.9548 | 8 | |
| APLRtarget breakpoints=102024.08 | 0.0242 | 0.2041 | 0.0327 | 0.9509 | 8 | |
| PELTtarget breakpoints=102024.08 | 0.0257 | 0.2169 | 0.0332 | 0.9496 | 8 |