Table A.1.
Performance measures for each evaluated model for Brazilian states.
| Country | State | Forecasting Horizon |
Criterion | Model |
|||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BRNN | CUBIST | KNN | QRF | SVR | VMD–BRNN | VMD–CUBIST | VMD–KNN | VMD–QRF | VMD–SVR | ||||
| Brazil | AM | ODA | sMAPE | 11.59% | 5.34% | 50.92% | 45.99% | 5.40% | 2.00% | 3.31% | 38.17% | 20.32% | 4.30% |
| RRMSE | 12.96% | 5.88% | 73.92% | 65.17% | 5.59% | 3.83% | 4.25% | 50.10% | 23.55% | 5.11% | |||
| TDA | sMAPE | 14.54% | 8.86% | 52.37% | 45.99% | 7.65% | 2.68% | 6.09% | 51.73% | 24.93% | 9.58% | ||
| RRMSE | 17.00% | 11.05% | 77.14% | 65.17% | 9.20% | 5.18% | 7.77% | 75.87% | 30.25% | 11.99% | |||
| SDA | sMAPE | 19.62% | 19.15% | 63.80% | 45.99% | 14.48% | 3.67% | 11.26% | 63.53% | 38.35% | 18.68% | ||
| RRMSE | 24.11% | 23.31% | 102.85% | 65.17% | 16.62% | 6.29% | 14.50% | 102.53% | 52.68% | 24.83% | |||
| CE | ODA | sMAPE | 7.97% | 2.70% | 53.33% | 45.42% | 5.49% | 2.55% | 1.83% | 40.75% | 17.82% | 3.26% | |
| RRMSE | 9.48% | 3.89% | 78.05% | 64.86% | 5.52% | 3.52% | 2.09% | 56.19% | 20.56% | 3.85% | |||
| TDA | sMAPE | 13.17% | 4.24% | 55.23% | 45.42% | 8.46% | 3.46% | 1.23% | 52.98% | 22.64% | 8.03% | ||
| RRMSE | 16.46% | 4.26% | 82.59% | 64.86% | 8.85% | 5.35% | 1.41% | 79.73% | 26.70% | 9.57% | |||
| SDA | sMAPE | 16.69% | 5.91% | 56.75% | 45.42% | 14.36% | 5.08% | 1.82% | 62.54% | 35.71% | 16.20% | ||
| RRMSE | 21.78% | 6.62% | 86.22% | 64.86% | 16.85% | 7.71% | 2.08% | 101.64% | 49.40% | 22.04% | |||
| PE | ODA | sMAPE | 10.43% | 1.14% | 54.97% | 45.27% | 1.22% | 2.54% | 2.09% | 37.56% | 26.69% | 1.96% | |
| RRMSE | 13.54% | 1.36% | 83.80% | 66.03% | 1.86% | 3.32% | 2.39% | 51.61% | 32.54% | 2.65% | |||
| TDA | sMAPE | 12.21% | 1.06% | 60.19% | 45.27% | 1.42% | 3.30% | 1.78% | 44.05% | 30.83% | 6.11% | ||
| RRMSE | 16.57% | 1.39% | 94.20% | 66.03% | 2.33% | 4.37% | 2.11% | 62.59% | 40.21% | 7.94% | |||
| SDA | sMAPE | 15.32% | 2.08% | 61.09% | 45.27% | 1.05% | 3.28% | 2.16% | 48.27% | 39.07% | 12.76% | ||
| RRMSE | 21.34% | 2.53% | 96.22% | 66.03% | 1.81% | 4.15% | 3.08% | 71.19% | 55.22% | 17.24% | |||
| RJ | ODA | sMAPE | 4.87% | 3.65% | 34.70% | 28.70% | 3.54% | 3.61% | 3.05% | 16.88% | 15.87% | 3.80% | |
| RRMSE | 5.82% | 4.37% | 46.38% | 38.06% | 4.62% | 5.32% | 3.60% | 21.62% | 19.64% | 5.24% | |||
| TDA | sMAPE | 6.68% | 5.62% | 34.95% | 28.70% | 5.34% | 5.58% | 2.73% | 18.69% | 20.51% | 7.67% | ||
| RRMSE | 9.23% | 7.00% | 46.81% | 38.06% | 6.72% | 9.02% | 3.30% | 23.93% | 25.51% | 9.88% | |||
| SDA | sMAPE | 9.38% | 8.95% | 34.95% | 28.70% | 7.57% | 7.67% | 3.02% | 21.92% | 28.10% | 14.24% | ||
| RRMSE | 12.73% | 11.40% | 46.81% | 38.06% | 9.83% | 12.35% | 3.95% | 28.99% | 37.48% | 19.27% | |||
| SP | ODA | sMAPE | 4.70% | 3.58% | 29.85% | 26.12% | 2.81% | 3.73% | 2.57% | 32.58% | 20.39% | 3.91% | |
| RRMSE | 6.81% | 4.82% | 39.71% | 34.83% | 4.22% | 5.85% | 4.22% | 43.82% | 27.35% | 5.06% | |||
| TDA | sMAPE | 6.44% | 4.56% | 29.85% | 26.12% | 3.17% | 6.14% | 2.79% | 37.21% | 21.95% | 6.65% | ||
| RRMSE | 9.62% | 6.45% | 39.71% | 34.83% | 4.74% | 10.04% | 4.62% | 52.39% | 29.47% | 8.73% | |||
| SDA | sMAPE | 10.67% | 11.29% | 32.05% | 26.12% | 5.95% | 8.71% | 2.42% | 40.67% | 23.02% | 11.82% | ||
| RRMSE | 14.65% | 14.92% | 43.16% | 34.83% | 8.19% | 13.68% | 4.10% | 58.44% | 31.18% | 15.78% | |||