Table 5. The sorting of different prediction methods based on RMSE for forecasting the TAIEX1999.
| A | B | C | D | E | F | G | H | I | |
|---|---|---|---|---|---|---|---|---|---|
| III | 123.64(9) | 119.32(8) | 102.34(7) | 100.74(5) | 87.63(1) | 101.11(6) | 99.12(4) | 99.03(2) | 96.77(3) |
| IV | 131.1(8) | 129.87(7) | 131.25(9) | 125.62(2) | 125.34(1) | 127.47(5) | 125.7(3) | 128.62(6) | 126.85(4) |
| V | 115.08(5) | 123.12(8) | 113.62(2) | 113.04(1) | 114.57(4) | 114.19(3) | 115.91(6) | 125.64(9) | 120.12(7) |
| VI | 73.06(8) | 71.01(7) | 65.77(3) | 62.94(2) | 76.86(9) | 61.92(1) | 70.43(6) | 66.29(4) | 66.39(5) |
| VII | 66.36(9) | 65.14(8) | 52.23(2) | 51.46(1) | 54.29(6) | 53.05(3) | 54.26(5) | 53.2(4) | 54.87(7) |
| VIII | 60.48(8) | 61.94(9) | 56.16(4) | 54.24(2) | 58.17(7) | 53.07(1) | 57.24(5) | 56.11(3) | 58.1(6) |
| average rank | 7.83 | 7.83 | 4.5 | 2.17 | 4.67 | 3.17 | 4.83 | 4.67 | 5.33 |