fBM
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Hurst estimation | fBm (test) | RMSE0.0068 | 20 | |
| Time Series Generation | fBm H=0.3 | ACF1.995 | 4 | |
| Time Series Generation | fBm H=0.2 | ACF1.276 | 4 | |
| Generative modeling | fBM | Marginal4.1 | 4 | |
| Synthetic Time Series Generation | fBM | Auto-Correlation0.459 | 4 |
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