Table 6 Average improvement in series and parallel models over ARIMA and MLP models for SZII
From: Performance evaluation of series and parallel strategies for financial time series forecasting
Hybrid model | ARIMA | MLP | ||||||
|---|---|---|---|---|---|---|---|---|
Train (%) | Test (%) | Train (%) | Test (%) | |||||
MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | |
Series models | 5.70 | 10.24 | 7.91 | 13.78 | 1.72 | 5.80 | 2.57 | 2.98 |
Parallel models | 3.65 | 4.43 | 5.64 | 11.55 | −1.11 | −0.40 | 0.27 | 0.47 |