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Benchmarks
Time Series Generation on fBm H=0.2
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1.276
ACF
NANSDE
1.21256
1.22903
1.2455
1.26197
Feb 9, 2026
ACF
Hurst Index
Marginal Distribution Fidelity
Weighted ACF
R2 Score
Updated 4d ago
Evaluation Results
Method
Method
Links
ACF
Hurst Index
Marginal Distribution Fidelity
Weighted ACF
R2 Score
NANSDE
2026.02
1.276
-
-
72.7
-
SDE
2026.02
1.22
-
-
63.9
-
fSDE
2026.02
1.22
-
-
63.8
-
RNN
2026.02
1.215
-
-
63.3
-
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