Sequence Prediction on Cox-Ingersoll-Ross (CIR) (test)
0.76MISEHGAN-SDEs
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| HGAN-SDEsCategory=SDE-based Models2025.12 | 0.76 | 0.18 | 0.02 | 0.01 | |
| TransformerCategory=Attention-based Models2025.12 | 1.44 | 0.93 | 0.03 | 0.04 | |
| InformerCategory=Attention-based Models2025.12 | 1.57 | 2.46 | 0.04 | 0.07 | |
| SegRNNCategory=RNN Model2025.12 | 2.12 | 2.11 | 0.04 | 0.06 | |
| AutoformerCategory=Attention-based Models2025.12 | 2.39 | 4.41 | 0.05 | 0.08 | |
| MambaCategory=State Space Model2025.12 | 2.39 | 2.55 | 0.05 | 0.07 | |
| TimesNetCategory=Convolutional Models2025.12 | 2.42 | 2.7 | 0.05 | 0.07 | |
| MICNCategory=Convolutional Models2025.12 | 33.74 | 6.87 | 0.59 | 0.23 | |
| Latent-SDEsCategory=SDE-based Models2025.12 | 39.78 | 10 | 0.98 | 0.86 | |
| DLinearCategory=Linear Model2025.12 | 196.79 | 7.01 | 1.34 | 0.44 | |
| GAN-SDEsCategory=SDE-based Models2025.12 | 209.23 | 10 | 3.91 | 0.87 |