Table 3.
Testing | PBA | GLM | GB | SVM | Cubist | MARS | Ensemble | Best MLA |
---|---|---|---|---|---|---|---|---|
Jan | 0.55 | 0.56 | 0.62 | 0.56 | 0.65 | 0.47 | 0.67 | 0.68 |
Feb | 0.53 | 0.55 | 0.61 | 0.57 | 0.64 | 0.50 | 0.65 | 0.64 |
Mar | 0.48 | 0.49 | 0.52 | 0.48 | 0.56 | 0.43 | 0.57 | 0.58 |
Apr | 0.52 | 0.55 | 0.58 | 0.55 | 0.65 | 0.47 | 0.65 | 0.64 |
May | 0.41 | 0.44 | 0.48 | 0.44 | 0.50 | 0.39 | 0.51 | 0.52 |
Jun | 0.53 | 0.59 | 0.63 | 0.60 | 0.67 | 0.52 | 0.68 | 0.68 |
Jul | 0.55 | 0.58 | 0.66 | 0.61 | 0.66 | 0.53 | 0.69 | 0.69 |
Aug | 0.51 | 0.53 | 0.58 | 0.56 | 0.62 | 0.48 | 0.63 | 0.62 |
Sep | 0.52 | 0.57 | 0.64 | 0.57 | 0.68 | 0.51 | 0.69 | 0.68 |
Oct | 0.49 | 0.56 | 0.59 | 0.57 | 0.63 | 0.49 | 0.64 | 0.63 |
Nov | 0.52 | 0.57 | 0.63 | 0.54 | 0.64 | 0.48 | 0.66 | 0.66 |
Dec | 0.51 | 0.56 | 0.61 | 0.57 | 0.66 | 0.51 | 0.67 | 0.60 |
All | 0.51 | 0.54 | 0.59 | 0.55 | 0.63 | 0.48 | 0.64 | 0.64 |