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. 2020 Jan 9;22(1):83. doi: 10.3390/e22010083

Table 6.

Computational time, in minutes, for each of the six mutual investment funds, considering each of the four models, ARIMA, SSA, robust SSA based on the L1 norm (RLSSA), and robust SSA based on the Huber function (RHSSA), for the window length L2=N/2 and considering r2 engentriples for reconstruction as defined in Table 2.

Investment Fund ARIMA SSA RLSSA RHSSA
ADAM Strategy 0.0010 0.0052 15.563 14.232
Alaska Black 0.0018 0.0042 7.5859 6.8834
APEX Long Biased 0.0175 0.0320 195.27 61.031
Brasil Capital 0.0226 0.0366 287.80 83.821
Gavea Macro 0.0057 0.1584 1605.2 632.84
SPX Nimitz 0.0022 0.0618 616.75 120.83