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Multiple parameters estimation on fOU length 500 (test)
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0.416
Average RMSE
SigMA
0.39844
0.51697
0.6355
0.75403
Dec 17, 2025
Average RMSE
Average RSE (max)
Average RSE (q75)
Average RSE (q25)
Updated 4d ago
Evaluation Results
Method
Method
Links
Average RMSE
Average RSE (max)
Average RSE (q75)
Average RSE (q25)
SigMA
#Params=87341
2025.12
0.416
1.36
0.399
0.207
Transformer
#Params=2558005
2025.12
0.436
3.83
0.408
0.208
CNN
#Params=501220
2025.12
0.489
1.388
0.506
0.275
LSTM
#Params=8383299
2025.12
0.594
2.369
0.598
0.278
DeepSigNet
#Params=9360
2025.12
0.855
21.757
0.545
0.298
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