Signature fidelity on log-fBM
0.03Relative MSEOurs-TAd6
Evaluation results
| Method | Links | |
|---|---|---|
| Ours-TAd6Method Type=Probabilistic, Signature Depth=62026.06 | 0.03 | |
| Ours-TLLd6Method Type=Probabilistic, Signature Depth=62026.06 | 0.06 | |
| Reg-TAd6Method Type=Deterministic, Signature Depth=62026.06 | 0.15 | |
| Reg-TLLd6Method Type=Deterministic, Signature Depth=62026.06 | 0.25 | |
| InsertionMethod Type=Deterministic2026.06 | 1.01 | |
| LegendreMethod Type=Deterministic2026.06 | 6.27 | |
| FourierMethod Type=Deterministic2026.06 | 57.85 |