System Identification of Chaotic Systems on Finance chaotic system
99.6R^2 (x_dot)GESR
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| GESRd (system dimension)=3, Noise level (rho)=2%2026.05 | 99.6 | 99.7 | 99.3 | 99.5 | 73.5 | |
| PySRd (system dimension)=3, Noise level (rho)=2%2026.05 | 99.3 | 99.4 | 99.2 | 99.3 | 65.4 | |
| SNIPd (system dimension)=3, Noise level (rho)=2%2026.05 | 99 | 99.1 | 98.9 | 99 | 54.2 | |
| NGGPd (system dimension)=3, Noise level (rho)=2%2026.05 | 98.9 | 99 | 98.8 | 98.9 | 57.1 | |
| GPlearnd (system dimension)=3, Noise level (rho)=2%2026.05 | 98.6 | 98.7 | 98.6 | 98.6 | 45.1 |