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. 2021 Mar 1;306(1-2):295–320. doi: 10.1007/s10479-021-04000-8

Table 4.

Forecasting performance evaluation

Series Proposed MLP ANFIS RF SVR MARS LASSO
Static forecasting
IA 0.999703 0.991793 0.992093 0.992957 0.992777 0.988731 0.990769
TI 0.027424 0.055312 0.044386 0.039149 0.038274 0.048718 0.047633
DA 0.989514 0.971166 0.973414 0.980486 0.981639 0.962394 0.967938
NSE 0.998841 0.998020 0.994762 0.995152 0.994953 0.987845 0.983132
Dynamic forecasting
IA 0.999542 0.991766 0.992069 0.992944 0.992759 0.988716 0.990734
TI 0.028139 0.055327 0.044405 0.039162 0.038283 0.048728 0.047669
DA 0.988408 0.971154 0.973398 0.980474 0.981627 0.962367 0.967917
NSE 0.998593 0.998007 0.994741 0.995127 0.994938 0.987823 0.983113