Table 6. LR and MLR results with time regimes.
| Linear regression | Multiple Linear Regression | |||||||
|---|---|---|---|---|---|---|---|---|
| Series | h | MAPE | rRMSE | kp | MAPE | rRMSE | kp | kv |
| BTC | 0 | 0.015 | 0.025 | 4 | 0.012 | 0.014 | 8 | 10 |
| 120 | 0.007 | 0.010 | 7 | 0.007 | 0.011 | 1 | 1 | |
| 240 | 0.029 | 0.050 | 4 | 0.031 | 0.052 | 5 | 1 | |
| 360 | 0.034 | 0.041 | 1 | 0.037 | 0.045 | 1 | 2 | |
| 480 | 0.041 | 0.062 | 2 | 0.039 | 0.061 | 2 | 1 | |
| 600 | 0.065 | 0.082 | 2 | 0.065 | 0.080 | 2 | 2 | |
| 720 | 0.028 | 0.035 | 1 | 0.026 | 0.035 | 1 | 5 | |
| 840 | 0.017 | 0.024 | 7 | 0.018 | 0.024 | 7 | 1 | |
| 960 | 0.030 | 0.040 | 4 | 0.029 | 0.040 | 1 | 10 | |
| 1.080 | 0.029 | 0.039 | 1 | 0.022 | 0.031 | 3 | 3 | |
| 1.200 | 0.018 | 0.025 | 8 | 0.021 | 0.026 | 8 | 2 | |
| 1.320 | 0.020 | 0.026 | 5 | 0.021 | 0.027 | 7 | 7 | |
| ETH | 0 | 0.045 | 0.060 | 7 | 0.042 | 0.056 | 10 | 6 |
| 120 | 0.022 | 0.029 | 1 | 0.022 | 0.028 | 1 | 1 | |
| 240 | 0.031 | 0.047 | 4 | 0.033 | 0.046 | 1 | 3 | |
| 360 | 0.053 | 0.078 | 1 | 0.053 | 0.078 | 2 | 2 | |
| 480 | 0.048 | 0.077 | 1 | 0.050 | 0.077 | 1 | 1 | |
| 600 | 0.060 | 0.080 | 1 | 0.053 | 0.069 | 3 | 8 | |
| 720 | 0.039 | 0.051 | 1 | 0.036 | 0.049 | 1 | 7 | |
| 840 | 0.048 | 0.070 | 7 | 0.064 | 0.084 | 5 | 1 | |
| 960 | 0.051 | 0.068 | 1 | 0.055 | 0.071 | 4 | 1 | |
| 1.080 | 0.032 | 0.046 | 3 | 0.020 | 0.027 | 10 | 7 | |
| 1.200 | 0.024 | 0.031 | 8 | 0.022 | 0.029 | 1 | 8 | |
| 1.320 | 0.025 | 0.033 | 1 | 0.028 | 0.035 | 1 | 1 | |
| LTC | 0 | 0.027 | 0.034 | 4 | 0.023 | 0.027 | 8 | 8 |
| 120 | 0.011 | 0.018 | 3 | 0.011 | 0.017 | 1 | 4 | |
| 240 | 0.030 | 0.046 | 5 | 0.031 | 0.047 | 5 | 2 | |
| 360 | 0.075 | 0.098 | 1 | 0.074 | 0.094 | 3 | 3 | |
| 480 | 0.073 | 0.111 | 1 | 0.074 | 0.112 | 1 | 1 | |
| 600 | 0.077 | 0.096 | 2 | 0.058 | 0.074 | 8 | 7 | |
| 720 | 0.040 | 0.049 | 1 | 0.040 | 0.047 | 1 | 1 | |
| 840 | 0.032 | 0.045 | 9 | 0.031 | 0.043 | 9 | 3 | |
| 960 | 0.047 | 0.060 | 3 | 0.048 | 0.062 | 1 | 1 | |
| 1.080 | 0.037 | 0.047 | 9 | 0.023 | 0.028 | 7 | 7 | |
| 1.200 | 0.026 | 0.032 | 8 | 0.027 | 0.034 | 8 | 1 | |
| 1.320 | 0.026 | 0.036 | 1 | 0.026 | 0.037 | 1 | 1 | |
| MSFT | 0 | 0.015 | 0.018 | 1 | 0.015 | 0.017 | 1 | 3 |
| 120 | 0.037 | 0.045 | 6 | 0.035 | 0.044 | 6 | 4 | |
| 240 | 0.015 | 0.019 | 7 | 0.015 | 0.019 | 9 | 6 | |
| 360 | 0.010 | 0.014 | 3 | 0.012 | 0.018 | 1 | 1 | |
| 480 | 0.011 | 0.015 | 2 | 0.010 | 0.012 | 3 | 7 | |
| 600 | 0.009 | 0.011 | 4 | 0.009 | 0.011 | 5 | 1 | |
| 720 | 0.008 | 0.011 | 7 | 0.007 | 0.009 | 10 | 8 | |
| 840 | 0.012 | 0.015 | 1 | 0.012 | 0.015 | 1 | 10 | |
| INTC | 0 | 0.014 | 0.019 | 5 | 0.013 | 0.017 | 6 | 10 |
| 120 | 0.036 | 0.045 | 7 | 0.035 | 0.043 | 7 | 4 | |
| 240 | 0.017 | 0.022 | 5 | 0.017 | 0.022 | 2 | 3 | |
| 360 | 0.012 | 0.015 | 1 | 0.012 | 0.015 | 1 | 1 | |
| 480 | 0.016 | 0.020 | 1 | 0.016 | 0.020 | 3 | 5 | |
| NKSH | 0 | 0.019 | 0.023 | 8 | 0.019 | 0.023 | 9 | 6 |
| 120 | 0.014 | 0.018 | 9 | 0.013 | 0.017 | 10 | 4 | |
| 240 | 0.014 | 0.018 | 4 | 0.012 | 0.016 | 1 | 4 | |
| 360 | 0.019 | 0.026 | 2 | 0.019 | 0.026 | 2 | 1 | |
| 480 | 0.009 | 0.012 | 7 | 0.009 | 0.012 | 10 | 5 | |