TABLE 3.
MSE One-step-ahead forecast, Scenario 4.
| Dates | SARIMAX | LR | Mean LR-SARIMAX | SARIMA | KNN | AR | ARX |
|---|---|---|---|---|---|---|---|
| 2020-10-01 | 2,27e-05 | 3,51e-05 | 2,86e-05 | 1,85e-05 | 2,56e-05 | 1,54e-03 | 1,30e-03 |
| 2020-07-01 | 1,35e-02 | 4,97e-03 | 8,72e-03 | 1,36e-02 | 6,14e-03 | 1,77e-02 | 1,78e-02 |
| 2020-04-01 | 9,03e-03 | 9,79e-03 | 9,41e-03 | 9,05e-03 | 7,33e-03 | 8,25e-03 | 8,24e-03 |
| 2020-01-01 | 2,85e-04 | 3,31e-04 | 3,07e-04 | 3,07e-04 | 2,97e-04 | 2,83e-04 | 2,54e-04 |
| 2019-10-01 | 8,94e-07 | 1,81e-06 | 1,31e-06 | 2,02e-09 | 1,28e-05 | 2,76e-06 | 4,19e-06 |
| 2019-07-01 | 1,03e-06 | 2,84e-06 | 1,82e-06 | 7,14e-07 | 3,07e-07 | 6,50e-06 | 6,70e-06 |
| 2019-04-01 | 1,91e-05 | 3,17e-06 | 9,44e-06 | 1,73e-05 | 4,80e-05 | 3,58e-07 | 1,11e-06 |
| 2019-01-01 | 2,10e-07 | 3,27e-07 | 2,65e-07 | 1,23e-06 | 1,75e-06 | 1,57e-05 | 1,70e-05 |