ResearchBenchmarksTime Series Generation on fBm H=0.2Follow1.276ACFNANSDE1.212561.229031.24551.26197Feb 9, 2026Evaluation ResultsMethodMethodLinksACFHurst IndexMarginal Distribution FidelityWeighted ACFR2 ScoreNANSDE2026.021.276——72.7—SDE2026.021.22——63.9—fSDE2026.021.22——63.8—RNN2026.021.215——63.3—