Table 12 Forecasting errors of hengrui pharmaceutical
From: An interval constraint-based trading strategy with social sentiment for the stock market
| Â | SARIMA | ES | SVR | ELM | BPNN | LSTM | TCN |
|---|---|---|---|---|---|---|---|
MAE | 244.2574 | 275.7138 | 235.2861 | 136.1548 | 147.3738 | 134.6134 | 100.9706 |
RMSE | 286.4579 | 322.6071 | 276.2383 | 160.7180 | 174.2493 | 158.7485 | 118.5251 |
MAPE | 6.9976 | 7.8992 | 6.7404 | 3.9053 | 4.2247 | 3.8616 | 2.9048 |
SARIMA-X | EX-X | SVR-X | ELM-X | BPNN-X | LSTM-X | TCN-X | Proposed approach |
|---|---|---|---|---|---|---|---|
71.0749 | 73.6239 | 61.0251 | 68.2109 | 61.0816 | 51.4318 | 41.8059 | 40.1873 |
82.6532 | 85.8654 | 71.6140 | 79.6781 | 71.6719 | 60.8306 | 50.2892 | 47.6682 |
2.0601 | 2.1313 | 1.7743 | 1.9780 | 1.7759 | 1.5017 | 1.2293 | 1.1824 |