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. Author manuscript; available in PMC: 2012 Dec 1.
Published in final edited form as: J Am Stat Assoc. 2011 Dec 1;106(496):1485–1495. doi: 10.1198/jasa.2011.tm09294

Table 4.

Simulation results on forecasting by three models

Simulation Model Fitted Model Year Distance Relative Bias MSE Coverage Rate Interval Length
SSVM-OU SSVM-OU 0.08 0.010 0.162 0.949 1.116
0.5 0.019 0.232 0.951 1.336
1 0.011 0.343 0.951 1.639
SSVM-W 0.08 0.008 0.270 0.957 1.455
0.5 −0.144 6.700 1 9.640
1 −0.024 39.430 1 23.974
LMM 0.08 −0.165 1.508 0.994 3.465
0.5 −0.061 2.206 0.936 3.547
1 −0.303 3.442 0.742 3.661

LMM SSVM-OU 0.08 0.001 0.034 0.915 0.483
0.5 0.077 0.069 0.974 0.781
1 0.092 0.155 0.996 1.249
SSVM-W 0.08 −0.021 0.046 0.920 0.565
0.5 0.075 0.384 1.000 2.152
1 −0.040 1.905 1.000 5.085
LMM 0.08 −0.007 0.028 0.943 0.456
0.5 0.026 0.030 0.943 0.478
1 −0.006 0.034 0.952 0.510