Table 6.

Performance on surrogate series in static forecasting

Series	IA	TI	DA	NSE
Series one
Proposed	0.97985	0.035044	0.96535	0.95878
MLP	0.97082	0.061623	0.95237	0.95532
ANFIS	0.97166	0.062382	0.94961	0.95549
RF	0.97231	0.059831	0.95837	0.95731
SVR	0.97175	0.063208	0.95318	0.96108
MARS	0.96898	0.066013	0.94227	0.95116
LASSO	0.96926	0.065744	0.94359	0.95184
Series two
Proposed	0.96389	0.037921	0.93982	0.94337
MLP	0.95443	0.064318	0.92096	0.93910
ANFIS	0.95418	0.063248	0.92262	0.93886
RF	0.95562	0.062925	0.92126	0.93954
SVR	0.95380	0.062475	0.92278	0.93902
MARS	0.95085	0.065149	0.91867	0.93626
LASSO	0.95177	0.065022	0.91920	0.93581
Series three
Proposed	0.94214	0.040185	0.91887	0.91684
MLP	0.92838	0.077623	0.90472	0.91123
ANFIS	0.92769	0.078014	0.90526	0.91158
RF	0.92857	0.076352	0.90516	0.91209
SVR	0.92711	0.077484	0.90569	0.91202
MARS	0.92430	0.080169	0.90291	0.90943
LASSO	0.92461	0.080074	0.90327	0.90959
Series four
Proposed	0.95638	0.038772	0.90697	0.93058
MLP	0.94344	0.069585	0.88701	0.92155
ANFIS	0.94275	0.069192	0.89141	0.92119
RF	0.94393	0.068713	0.89176	0.92208
SVR	0.94346	0.069626	0.88637	0.92089
MARS	0.94057	0.071233	0.88205	0.91865
LASSO	0.94096	0.070876	0.88289	0.91887
Series five
Proposed	0.94196	0.039561	0.90875	0.92658
MLP	0.92768	0.072736	0.89912	0.91771
ANFIS	0.92689	0.072584	0.89873	0.91733
RF	0.92830	0.072371	0.89966	0.91808
SVR	0.92789	0.072905	0.89832	0.91756
MARS	0.92494	0.073688	0.89513	0.91412
LASSO	0.92463	0.073641	0.89545	0.91397