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

Table 10.

Computational time, in minutes, for the model for each of the six mutual investment funds, considering the models ARIMA, SSA with $L = N / 2$ , SSA with $L = N / 20$ , SSA with $L_{p},$ robust SSA based on the $L_{1}$ norm (RLSSA) with $L = N / 20$ , and RSSA with $L_{p}$ , and their respective engentriples, as defined in Table 2.

Investment Fund	ARIMA	SSA $\frac{N}{2}$	SSA $\frac{N}{20}$	SSA $L_{p}$	RLSSA $\frac{N}{20}$	RLSSA $L_{p}$
	one-step-ahead
ADAM Strategy	0.0123	0.1231	0.0277	0.0253	39.768	58.804
Alaska Black	0.0222	0.0549	0.0183	0.0267	30.516	45.948
APEX Long Biased	0.2106	0.4888	0.0613	0.1752	176.18	692.18
Brasil Capital	0.2712	0.8409	0.0644	0.0648	212.60	295.20
Gavea Macro	0.0681	2.7338	0.1687	0.0976	698.34	857.58
SPX Nimitz	0.0265	1.2750	0.0774	0.0740	420.23	584.59
	five-step-ahead
ADAM Strategy	0.0129	0.0879	0.0222	0.0256	44.019	56.524
Alaska Black	0.0181	0.0531	0.0150	0.0246	32.351	58.674
APEX Long Biased	0.2203	0.4909	0.0682	0.1840	250.85	675.41
Brasil Capital	0.2620	0.6400	0.0764	0.0675	314.59	290.72
Gavea Macro	0.0702	2.7839	0.1460	0.1034	988.02	858.96
SPX Nimitz	0.0348	1.3029	0.0805	0.0755	537.94	572.93
	ten-step-ahead
ADAM Strategy	0.0089	0.0924	0.0344	0.0261	45.729	46.518
Alaska Black	0.0156	0.0469	0.0184	0.0263	28.140	54.289
APEX Long Biased	0.1775	0.5057	0.0678	0.1906	198.27	638.13
Brasil Capital	0.2103	0.6628	0.0726	0.0679	244.06	307.30
Gavea Macro	0.0532	2.6942	0.1724	0.1060	761.49	520.66
SPX Nimitz	0.0243	1.2388	0.0634	0.0786	407.61	316.60