Algorithm | MSE | ρ(1) | ρ(10) | ρ(50) | ESS | m T | Time |
---|---|---|---|---|---|---|---|
ARMS [12] | 10.04 | 0.4076 | 0.3250 | 0.2328 | 89.12 | 118.19 | 1.00 |
AISM-P1-R3 | 3.0277 | 0.1284 | 0.1099 | 0.0934 | 235.76 | 152.63 | 1.23 |
AISM-P2-R3 | 2.9952 | 0.1306 | 0.1125 | 0.0929 | 235.01 | 71.14 | 0.27 |
AISM-P3-R3 | 0.0290 | 0.0535 | 0.0165 | 0.0077 | 609.05 | 279.65 | 0.65 |
AISM-P4-R3 | 0.0354 | 0.0354 | 0.0195 | 0.0086 | 608.76 | 84.87 | 0.33 |
AISMTM-P1 (M=10) | 0.6720 | 0.0726 | 0.0696 | 0.0624 | 336.84 | 159.01 | 2.35 |
R3 (M=50) | 0.1666 | 0.0430 | 0.0395 | 0.0316 | 617.10 | 160.75 | 5.45 |
AISMTM-P2 (M=10) | 0.5632 | 0.0588 | 0.0525 | 0.0443 | 440.23 | 72.16 | 1.13 |
R3 (M=50) | 0.1156 | 0.0345 | 0.0303 | 0.0231 | 746.45 | 72.53 | 4.38 |
AISMTM-P3 (M=10) | 0.0105 | 0.0045 | 0.0001 | 0.0001 | 4468.10 | 315.78 | 2.60 |
R3 (M=50) | 0.0099 | 0.0041 | 0.0001 | 0.0001 | 4843.81 | 360.73 | 10.59 |
AISMTM-P4 (M=10) | 0.0108 | 0.0036 | 0.0011 | 0.0014 | 3678.79 | 92.67 | 1.86 |
R3 (M=50) | 0.0098 | 0.0001 | 0.0001 | 0.0001 | 4912.07 | 101.78 | 7.25 |
AISM-P4-R2 (ε=0.01) | 0.0412 | 0.0407 | 0.0213 | 0.0074 | 604.95 | 35.01 | 0.11 |
(ε=0.005) | 0.0321 | 0.0360 | 0.0181 | 0.0072 | 610.01 | 43.32 | 0.20 |
AISM-P4-R1 (β=0.3) | 0.1663 | 0.2710 | 0.1368 | 0.0593 | 216.75 | 25.56 | 0.08 |
(β=0.7) | 0.1046 | 0.1781 | 0.0866 | 0.0441 | 356.21 | 33.55 | 0.11 |
(β=2) | 0.0824 | 0.0947 | 0.0408 | 0.0204 | 677.73 | 46.81 | 0.21 |
(β=3) | 0.0371 | 0.0720 | 0.0281 | 0.0099 | 714.90 | 52.76 | 0.23 |
(β=4) | 0.0310 | 0.0621 | 0.0253 | 0.0096 | 802.18 | 58.66 | 0.24 |