Skip to main content
. 2022 Jul 15:e13086. Online ahead of print. doi: 10.1111/exsy.13086

TABLE 10.

Monte Carlo simulation for various models

Iterations SARIMAX (with grid search) Linear regression Polynomial regression Prophet SARIMAX (without grid search)
#23 1.2509 4.2372 2.4512 3.5612 1.2569
#11 2.3710 7.9825 3.1298 2.8720 2.8719
#45 1.5420 4.9146 2.8713 3.4101 2.8712
#99 1.9812 5.7612 4.7512 2.3163 1.7610
#78 2.7681 3.7123 3.1210 2.8731 2.8790
#2 2.6501 4.9812 5.1291 2.5672 2.9854
#61 3.7912 3.1240 4.1209 3.7612 2.0915
#12 1.8721 5.1271 5.1971 3.8756 1.7609
#55 1.9632 7.5621 4.1263 2.6732 3.9650
#86 1.7621 8.8291 3.6101 3.5412 3.8912
Mean 2.1951 5.62313 3.8508 3.14511 2.6334