Table 3.

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

Series	Mean of squared residuals	% Var explained	Feature Importance			Execution Time (sec)
			Feature #1	Feature #2	Feature #3
D1 (F)	0.000049	56.29	$\mathit{Res}$(43.39)	UB (7.86)	EMA10 (6.11)	0.47
D1 (NF)	0.000133	18.06	UB (10.29)	EMA10 (7.48)	EMA12 (7.35)	0.50
D2 (F)	0.000091	51.93	$\mathit{Res}$(27.57)	WMS (11.96)	LAG1 (11.07)	0.36
D2 (NF)	0.000144	23.71	LAG1 (14.05)	WMS (12.04)	EMA5 (8.75)	0.38
D3 (F)	0.000062	75.20	$\mathit{Res}$(20.98)	LAG1 (17.64)	MTM5 (12.46)	0.44
D3 (NF)	0.000078	68.73	LAG1 (19.87)	EMA5 (12.50)	B5 (12.18)	0.42
D4 (F)	0.000017	97.20	LAG1 (18.18)	$\mathit{Res}$(17.87)	MTM5 (13.49)	0.36
D4 (NF)	0.000019	96.72	LAG1 (18.37)	MTM5 (14.74)	LAG2 (12.85)	0.36
S4 (F)	0.000101	99.78	LAG1 (12.68)	LAG2 (12.21)	ROC20 (11.28)	0.33
S4 (NF)	0.000101	99.78	LAG1 (12.20)	LAG2 (11.75)	EMA5 (11.11)	0.34