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Benchmarks
Regime identification on OMNI
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99.2
Regime Accuracy
SparsePCA
94.24
96.72
99.2
101.68
May 6, 2026
Regime Accuracy
Regime Consistency
Updated 26d ago
Evaluation Results
Method
Method
Links
Regime Accuracy
Regime Consistency
SparsePCA
alpha=1
2026.05
99.2
-
SparsePCA
alpha=10
2026.05
99.2
-
FastICA
2026.05
99.2
-
PCA
2026.05
99.2
-
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