SDE Solution Approximation on Synthetic SDE Missing Data drop 5% from 1k
2.91MSELogsig-RNN
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Logsig-RNNFea. dim.=(4, 8)2019.08 | 2.91 | 372 | |
| Sig-RNNFea. dim.=(4, 14)2019.08 | 3.05 | 182 | |
| Sig-OLRFea. dim.=622019.08 | 3.75 | 9 | |
| RNN0Fea. dim.=(1k, 1)2019.08 | 16.4 | 47,114 |