Table 6 Forecasting error and ranking of single models
From: An interval constraint-based trading strategy with social sentiment for the stock market
Indicators | SARIMA | ES | SVR | ELM | BPNN | LSTM | TCN |
|---|---|---|---|---|---|---|---|
MAE | 4.17 | 4.09 | 3.44 | 3.13 | 3.07 | 2.43 | 2.15 |
RMSE | 4.34 | 4.26 | 3.63 | 3.35 | 3.24 | 2.71 | 2.44 |
MAPE (%) | 12.3 | 12.07 | 10.15 | 9.24 | 9.08 | 7.34 | 6.53 |
Rank | 7 | 6 | 5 | 4 | 3 | 2 | 1 |