Sequence Prediction on Geometric Brownian motion (GBM) (test)
0.17MISEHGAN-SDEs
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| HGAN-SDEsCategory=SDE-based Models2025.12 | 0.17 | 0.12 | 0.01 | 0.01 | |
| GAN-SDEsCategory=SDE-based Models2025.12 | 0.38 | 9.27 | 0.01 | 0.32 | |
| Latent-SDEsCategory=SDE-based Models2025.12 | 0.44 | 10 | 0.01 | 0.42 | |
| TransformerCategory=Attention-based Models2025.12 | 0.74 | 0.55 | 0.02 | 0.03 | |
| MambaCategory=State Space Model2025.12 | 1.04 | 0.1 | 0.02 | 0.01 | |
| SegRNNCategory=RNN Model2025.12 | 1.09 | 0.31 | 0.02 | 0.02 | |
| TimesNetCategory=Convolutional Models2025.12 | 1.5 | 0.21 | 0.03 | 0.02 | |
| AutoformerCategory=Attention-based Models2025.12 | 1.71 | 1.53 | 0.03 | 0.06 | |
| InformerCategory=Attention-based Models2025.12 | 3.53 | 3.49 | 0.05 | 0.1 | |
| DLinearCategory=Linear Model2025.12 | 6 | 3.2 | 0.09 | 0.11 | |
| MICNCategory=Convolutional Models2025.12 | 7.05 | 4.74 | 0.12 | 0.16 |