TABLE 2.

Comparison of average MSE in the two strategies considered: one-step- vs. multi-step-ahead.

	SARIMAX	LR	Mean LR-SARIMAX	ARX
One step
Scenario 1	2,44e-03	1,93e-03	2,15e-03	3,57e-03
Scenario 2	6,19e-03	2,41e-03	3,96e-03	7,81e-03
Scenario 3	5,90e-03	2,38e-03	3,84e-03	5,92e-03
Scenario 4	2,86e-03	1,89e-03	2,31e-03	3,45e-03
Scenario 5	6,10e-03	2,43e-03	3,96e-03	6,66e-03
Scenario 6	6,14e-03	2,41e-03	3,94e-03	7,99e-03
Multi step
Scenario 1	3,66e-03	2,50e-03	3,01e-03	4,29e-03
Scenario 2	3,99e-03	2,48e-03	3,13e-03	5,24e-03
Scenario 3	4,05e-03	2,38e-03	3,08e-03	4,69e-03
Scenario 4	3,97e-03	2,40e-03	3,06e-03	5,24e-03
Scenario 5	4,57e-03	2,37e-03	3,26e-03	4,84e-03
Scenario 6	3,97e-03	2,48e-03	3,13e-03	4,86e-03