Table 1.
No. of days between base date and date of prediction | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Accuracy of extended WKDE | Mean | 0.773 | 0.759 | 0.745 | 0.734 | 0.725 | 0.700 | 0.706 | 0.673 | 0.655 | 0.593 | 0.549 | 0.512 | 0.512 | 0.459 |
Variance | 0.084 | 0.075 | 0.071 | 0.065 | 0.060 | 0.059 | 0.059 | 0.056 | 0.055 | 0.057 | 0.052 | 0.049 | 0.045 | 0.043 | |
Accuracy of original WKDE | Mean | 0.679 | 0.665 | 0.657 | 0.650 | 0.644 | 0.616 | 0.625 | 0.590 | 0.574 | 0.515 | 0.471 | 0.435 | 0.428 | 0.385 |
Variance | 0.082 | 0.074 | 0.070 | 0.063 | 0.055 | 0.057 | 0.055 | 0.056 | 0.053 | 0.056 | 0.051 | 0.050 | 0.045 | 0.042 | |
T | 1.988 | 2.106 | 2.016 | 2.031 | 2.069 | 2.119 | 2.099 | 2.136 | 2.129 | 2.017 | 2.096 | 2.105 | 2.438 | 2.210 | |
P(H0) | 0.049 | 0.037 | 0.046 | 0.044 | 0.040 | 0.036 | 0.038 | 0.034 | 0.035 | 0.046 | 0.038 | 0.037 | 0.016 | 0.029 |
The null hypothesis was H0: μ(accuracyextended) ≤ μ(accuracyoriginal), i.e., the extended WKDE model is not more accurate than the original WKDE model. At the significance level of 0.05, H0 was rejected consistently for the prediction accuracy with 1–14 days between the base date and the prediction date, thus showing that the extended WKDE model has a statistically significant higher accuracy. N = 75 samples on every date were use in each two-sample T-test.