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

Table 11.

Mean of the root mean square errors for model fit, computed for each of the four models, ARIMA, SSA, robust SSA based on the L1 norm, and robust SSA based on the Huber function, for the simulated data, based on 100 runs, using L=24 and r=5.

% of Data Contamination Shift ARIMA SSA RLSSA RHSSA
0% - 0.715 0.083 0.109 0.127
2% yi+2 0.612 0.149 0.119 0.133
5% yi+2 0.640 0.236 0.134 0.148
10% yi+2 0.675 0.364 0.179 0.232
2% yi×5 1.206 1.235 0.126 0.389
5% yi×5 1.828 2.289 0.167 0.929
10% yi×5 2.384 3.404 0.425 1.463