Table 2.

Features importance of the decomposed components of UK-Pre (Pre COVID-19 NGF-UK)

Series	Mean of squared residuals	% Var explained	Feature Importance			Execution Time (sec)
			Feature #1	Feature #2	Feature #3
D1 (F)	0.000045	61.33	$\mathit{Res}$(42.71)	EMA12 (8.15)	MTM5 (7.82)	0.41
D1 (NF)	0.000114	3.04	LAG1 (8.91)	MTMS (7.84)	WMS (6.56)	0.52
D2 (F)	0.000041	75.9	$\mathit{Res}$(37.2)	LOSS (20.29)	WMS (16.71)	0.43
D2 (NF)	0.000085	50.58	LOSS (21.62)	WMS (17.33)	LAG1 (13.89)	0.36
D3 (F)	0.000031	87.03	$\mathit{Res}$(24.18)	LAG1 (20.48)	WMS (15.48)	0.49
D3 (NF)	0.000044	81.69	LAG1 (21.90)	LOSS (16.61)	WMS (15.88)	0.37
D4 (F)	0.000017	95.74	LAG1 (19.76)	$\mathit{Res}$(17.77)	B5 (16.46)	0.36
D4 (NF)	0.000020	94.73	LAG1 (19.23)	LOSS (16.06)	B5 (14.61)	0.36
S4 (F)	0.000054	99.88	MTM10 (10.53)	B10 (9.63)	LAG1 (7.87)	0.37
S4 (NF)	0.000056	99.87	MTM20 (9.47)	MTM5 (9.33)	LAG1 (8.86)	0.34