Table 3 Performance of models for S&P 500 using train and test datasets
From: Performance evaluation of series and parallel strategies for financial time series forecasting
Model | Train | Test | ||||||
|---|---|---|---|---|---|---|---|---|
MAE | MSE | MAPE | RMSE | MAE | MSE | MAPE | RMSE | |
ARIMA-MLP | 9.94 | 176.76 | 0.01% | 13.30 | 9.02 | 159.33 | 0.64% | 12.62 |
MLP-ARIMA | 9.96 | 180.17 | 0.01% | 13.42 | 9.20 | 157.69 | 0.65% | 12.56 |
SAHM | 9.98 | 180.69 | 0.01% | 13.44 | 9.22 | 164.48 | 0.65% | 12.83 |
GAHM | 9.97 | 180.31 | 0.65% | 13.42 | 9.23 | 159.33 | 0.85 | 12.62 |
LSHM | 9.97 | 180.28 | 0.01% | 13.43 | 8.98 | 152.55 | 0.63% | 12.35 |
ARIMA | 10.02 | 182.21 | 086% | 13.50 | 9.36 | 173.85 | 0.66% | 13.19 |
MLP | 9.97 | 180.31 | 0.01% | 13.43 | 9.24 | 159.34 | 0.65% | 12.62 |