Table 7.

Seasonal forecasting RMSE of different algorithms

Algorithms	2020Q1	2020Q2	2020Q3	2020Q4	2021Q1
ARIMA	0.0469	0.0275	0.0385	0.0419	0.0442
SVR	0.0423	0.0382	0.0361	0.0379	0.0288
BPNN	0.0402	0.0378	0.0365	0.0399	0.0270
ELM	0.0401	0.0338	0.0361	0.0389	0.0224
CNN	0.0380	0.0326	0.0311	0.0340	0.0216
LSTM-single	0.0321	0.0302	0.0348	0.0362	0.0234
LSTM-sentiment	0.0281	0.0308	0.0314	0.0334	0.0210
LSTM-market	0.0259	0.0273	0.0260	0.0261	0.0182
LSTM-all	0.0195	0.0236	0.0220	0.0242	0.0161
MF-LSTM	0.0145	0.0176	0.0167	0.0186	0.0135