Table 1.
Forecast horizon | Short term(7 days) |
Medium term(14 days) |
Long term(28 days) |
||||||
---|---|---|---|---|---|---|---|---|---|
Models | MASE | SMAPE | R2 | MASE | SMAPE | R2 | MASE | SMAPE | R2 |
Arima(2,1,2)a | 0.8147 | 0.0666 | 0.3655 | 0.7893 | 0.0663 | 0.5368 | 1.3533 | 0.1553 | −0.1938 |
Arima(2,0,3)(0,1,2)[7]a | 0.6033 | 0.0508 | 0.7426 | 0.6122 | 0.0506 | 0.7061 | 1.4004 | 0.1640 | −0.2233 |
Arima(2,0,4)(0,1,2)[14]a | 0.5441 | 0.0453 | 0.7113 | 0.5179 | 0.0439 | 0.7593 | 1.2644 | 0.1467 | 0.0401 |
MLP(1,5,1) | 1.2615 | 0.1073 | −0.1680 | 1.4714 | 0.1114 | −1.0805 | 1.6767 | 0.1609 | −1.0199 |
MLP(7,5,1) | 0.4250 | 0.0355 | 0.8442 | 0.8180 | 0.0655 | 0.5554 | 1.5633 | 0.1887 | −0.3784 |
MLP(14,5,1) | 0.3584 | 0.0302 | 0.8851 | 0.3181 | 0.0267 | 0.9098 | 1.0262 | 0.1182 | 0.2815 |
MLP(14,5,1)Arima(2,0,4)(0,1,2)[14]a | 0.2904 | 0.0236 | 0.9192 | 1.4191 | 0.1101 | −0.3109 | 0.5865 | 0.0710 | 0.7596 |
With the drift technique.