Table 7 Measurements of forecast accuracy
Forecast | RMSE | MAE |
|---|---|---|
ADANI_PORTS___S | 0.841378 | 0.652633 |
ASIAN_PAINTS | 0.42077 | 0.321786 |
AXIS_BANK | 0.500367 | 0.387344 |
BHARTI_AIRTEL | 0.506822 | 0.431662 |
CIPLA | 0.46884 | 0.379596 |
COAL_INDIA | 0.578413 | 0.492412 |
DR__REDDY_S_LAB | 0.646997 | 0.539812 |
HDFC_BANK | 0.322295 | 0.282889 |
HERO_MOTOCORP | 0.41597 | 0.321013 |
HINDUSTAN_UNILE | 0.561764 | 0.477721 |
HOUSING_DEVELO | 3.30179 | 1.272049 |
ICICI_BANK | 0.63866 | 0.548679 |
INFOSYS | 0.414746 | 0.312569 |
ITC | 0.375254 | 0.290329 |
KOTAK_MAHINDRA_ | 0.417355 | 0.316470 |
LARSEN___TOUBRO | 0.354568 | 0.287889 |
LUPIN | 0.446219 | 0.346406 |
MAHINDRA___MAHI | 0.372881 | 0.308901 |
MARUTI_SUZUKI | 0.580104 | 0.450615 |
NTPC | 0.452623 | 0.395638 |
OIL_AND_NATURAL | 0.608324 | 0.474146 |
POWER_GRID_COR | 0.533949 | 0.461928 |
RELIANCE_INDUSTR | 0.353265 | 0.281110 |
STATE_BANK_OF_I | 0.582342 | 0.498306 |
SUN_PHARMACEUTI | 0.423818 | 0.334507 |
TATA_CONSULTANC | 0.638716 | 0.501766 |
TATA_MOTORS | 0.631745 | 0.491985 |
TATA_MOTORS_DVR | 0.687075 | 0.565276 |
TATA_STEEL | 0.733887 | 0.626166 |
WIPRO | 0.567257 | 0.494062 |
Simple mean | 0.130158 | 0.100902 |
Trimmed mean | 0.102722 | 0.085454 |
Simple median | 0.147315 | 0.117914 |
Least-squares | 0.151789 | 0.116337 |
Mean square error | 0.108251 | 0.084964 |
MSE ranks | 0.111369 | 0.090427 |