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Drift Estimation research benchmarks · SOTA2 Research

Drift Estimation

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

mu4 Bistable Drift (out-of-sample)

1.546E_20

20

Feb 26, 2026

Lorenz 96 mu5 (out-of-sample)

7.92OOS Drift Error (E_20^mu)

20

Feb 26, 2026

Synthetic linear additive noise SDEs (test)

0.998Correlation

16

Apr 2, 2026

μ3 drift function

0.005Drift Error E_1

4

Feb 26, 2026

μ2 drift function

0.019In-sample Drift Error E1

4

Feb 26, 2026

μ1 drift function

0.008In-sample Drift Error E_1

4

Feb 26, 2026

Popular datasets

μ drift function Lorenz-96 Bistable Drift μ2 drift function Synthetic linear additive noise SDEs

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