Table 5.
The DM test results
| Models | MLP (1) | ANFIS (1) | RF(1) | SVR (1) | MARS (1) | LASSO (1) | Proposed (1) |
|---|---|---|---|---|---|---|---|
| Static forecasting | |||||||
| MLP (2) | − | ||||||
| ANFIS (2) | 0.217# | − | |||||
| RF (2) | 0.209# | 0.216# | − | ||||
| SVR (2) | 0.211# | 0.208# | 0.223# | − | |||
| MARS (2) | − 3.8245*** | − 3.8663*** | − 3.8792*** | − 3.8804*** | − | ||
| LASSO (2) | − 3.8587*** | − 3.8935*** | − 3.8956*** | − 3.8967*** | 0.231# | − | |
| Proposed (2) | 4.8429*** | 4.8378*** | 4.8249*** | 4.8227*** | 5.2461*** | 5.2583*** | − |
| Dynamic forecasting | |||||||
| MLP (2) | − | ||||||
| ANFIS (2) | 0.198# | − | |||||
| RF (2) | 0.237# | 0.207# | − | ||||
| SVR (2) | 0.215# | 0.224# | 0.229# | − | |||
| MARS (2) | − 3.8369*** | − 3.8681*** | − 3.8783*** | − 3.8804*** | − | ||
| LASSO (2) | − 3.8548*** | − 3.8890*** | − 3.8988*** | − 3.8967*** | 0.231# | − | |
| Proposed (2) | 4.8461*** | 4.8451*** | 4.8316*** | 4.8289 *** | 5.2461*** | 5.2583*** | − |
***Significant at 1% level, # Not significant