Monero Observer – mjxmr publishes tsqsim benchmark results
23 Mar 2022
mjxmr has published the benchmark results for his Time Series Quick Simulator (tsqsim) tool:
In order to limit the strain on this quarter’s budget, I resorted to testing against only the following frameworks: statsmodels, darts
The simulator was written for the Monero Research Lab in order to predict the number of near future transactions.
Below are the results of the benchmark against the (almost) equivallent native C++ implementation of the AutoRegressive (AR) model with lags of 2.
Benchmarked 'py_statsmodels.py' Time taken = 10.922s Ratio Pred2Base = 0.705 [=== ] (the lower the better) Benchmarked 'py_darts.py' Time taken = 14.307s Ratio Pred2Base = 0.711 [=== ] Benchmarked 'Native C++' Time taken = 0.144s Ratio Pred2Base = 0.68 [=== ]
Benchmark images and steps to reproduce the experiment are included in the Reddit thread.
According to fellow researcher Rucknium, the results show an almost two orders of magnitude speedup.
To learn more about mjxmr’s work, consult my previous report. You can support his continued work on Monero by donating to his CCS proposal.