Table 7.

Performance on surrogate series in dynamic forecasting

Series	IA	TI	DA	NSE
Series one
Proposed	0.96944	0.035759	0.96251	0.95129
MLP	0.95893	0.062069	0.94965	0.93986
ANFIS	0.95814	0.061940	0.94910	0.93967
RF	0.95917	0.060238	0.95103	0.94223
SVR	0.95785	0.062124	0.94815	0.94136
MARS	0.95109	0.063496	0.94223	0.93254
LASSO	0.95074	0.063455	0.94178	0.93297
Series two
Proposed	0.95031	0.038045	0.93724	0.94106
MLP	0.96389	0.066703	0.92761	0.92996
ANFIS	0.94214	0.066816	0.92691	0.92961
RF	0.95638	0.066234	0.92778	0.93207
SVR	0.94196	0.066589	0.92765	0.93128
MARS	0.94196	0.068117	0.92542	0.92766
LASSO	0.94196	0.068077	0.92580	0.92797
Series three
Proposed	0.92970	0.041296	0.90855	0.91522
MLP	0.91821	0.080927	0.90875	0.92658
ANFIS	0.91845	0.080918	0.90875	0.92658
RF	0.91990	0.080335	0.90875	0.92658
SVR	0.91873	0.080891	0.90875	0.92658
MARS	0.91606	0.082216	0.90875	0.92658
LASSO	0.91575	0.081995	0.90875	0.92658
Series four
Proposed	0.94373	0.038837	0.91037	0.92916
MLP	0.93236	0.070862	0.90082	0.92018
ANFIS	0.93277	0.070814	0.90055	0.92033
RF	0.93344	0.070633	0.90104	0.92105
SVR	0.93258	0.070705	0.90029	0.92046
MARS	0.92850	0.071276	0.89565	0.91914
LASSO	0.92911	0.070975	0.89533	0.91827
Series five
Proposed	0.93106	0.039840	0.91673	0.92347
MLP	0.92135	0.073084	0.90347	0.92441
ANFIS	0.92119	0.073077	0.90304	0.92429
RF	0.92202	0.072918	0.90395	0.92467
SVR	0.92168	0.073109	0.90374	0.92541
MARS	0.91825	0.073863	0.89950	0.92118
LASSO	0.91849	0.073839	0.89943	0.92093