Table 1. Comparison of prediction results in ANNs and ARMA with different splitting ratios.

Split	75%: 25%	85%: 15%	90%: 10%	95%: 5%
MSE (ANN)	0.135	0.146	0.141	0.143
MSE (ARMA)	0.699	0.608	0.550	0.464

Note: ARMA's prediction is very sensitive to splitting ratios: the more training sets included, the more accurate it appears. ANNs' prediction is more robust (∼ 0.1) for all forecasting splitting. Note that because the error is as the same scale level of the real data, the mean value of MSE for both ANNs and ARMA can be compared without any scaling.