|  |  | Best hyper parameters (with respect to SNR on leave-1 training dataset) | Performed on training set: | Performed on test set: |  | ||
---|---|---|---|---|---|---|---|---|
Dynamics | Normalization | Optimization | Gamma (state-space coefficient) | Tau (kinetic time constant) | Lambda (regularization parameter) | SNR (in dB) on leave-1 training dataset | percentage of correct signs on leave-1 test dataset | Reference |
Kinetic | MAS5 | Gradient | 1 | 3 | 0.0001 | 32.4 | 68% | This work |
Kinetic | MAS5 | LARS | 0.1 | 3 | 0.1 | 32.4 | 74% | This work |
Kinetic | MAS5 | LARS | 0 | 3 | 0.05 | 32.1 | 74% | [33] |
kinetic | MAS5 | Elastic Nets | 0 | 3 | 0.05 | 32.1 | 74% | [35] |
Brownian | MAS5 | Gradient | 0 | NA | 0.005 | 32.1 | 66% | [34] |
Brownian | MAS5 | LARS | 0 | NA | 0.05 | 32.1 | 63% | [34] |
Brownian | MAS5 | Elastic Nets | 0 | NA | 0.05 | 32.1 | 63% | [34] |
Naïve trend prediction | MAS5 |  | NA | NA | NA | NA | 52% |  |