Table 8.
The DM test of predictive performance on the surrogate series
| Models | MLP (1) | ANFIS (1) | RF(1) | SVR (1) | MARS (1) | LASSO (1) | Proposed (1) |
|---|---|---|---|---|---|---|---|
| Static forecasting | |||||||
| MLP (2) | − | ||||||
| ANFIS (2) | 0.244# | − | |||||
| RF (2) | 0.189# | 0.226# | − | ||||
| SVR (2) | 0.234# | 0.239# | 0.213# | − | |||
| MARS (2) | − 3.7683*** | − 3.7580*** | − 3.8698*** | − 3.8753*** | − | ||
| LASSO (2) | − 3.8491*** | − 3.8881*** | − 3.8479*** | − 3.8811*** | 0.254# | − | |
| Proposed (2) | 5.3628*** | 5.2869*** | 5.2263*** | 5.3259*** | 5.6780*** | 5.7569*** | − |
| Dynamic forecasting | |||||||
| MLP (2) | − | ||||||
| ANFIS (2) | 0.214# | − | |||||
| RF (2) | 0.225# | 0.185# | − | ||||
| SVR (2) | 0.241# | 0.228# | 0.242# | − | |||
| MARS (2) | − 3.8316*** | − 3.8579*** | − 3.8856*** | − 3.88923*** | − | ||
| LASSO (2) | − 3.8641*** | − 3.8958*** | − 3.8911*** | − 3.9104*** | 0.239# | − | |
| Proposed (2) | 5.6673*** | 5.6389*** | 5.5427*** | 5.6160*** | 5.8906*** | 6.1425*** | − |
***Significant at 1% level, # Not significant