Table 5.
Test model (with internet data) | Reference model (without internet data)a | |||||||
GLMb | ARIMAXc | ANNd | SVMe | RFf | LSTMg | ELMh |
|
|
GLM | 2.4848 (<.001) | 0.4041 (.31) | 0.2797 (.37) | 0.2314 (.40) | 1.8806 (.22) | 2.1002 (.31) | 0.8635 (.16) |
|
ARIMAX | 1.5701 (.04) | 2.5818 (<.001) | 0.4968 (.28) | 1.7698 (.12) | 0.7756 (.20) | 1.5748 (.24) | 0.0337 (.51) |
|
ANN | 2.2546 (<.001) | 1.7547 (.02) | 4.1945 (<.001) | 2.8276 (<.001) | 3.4393 (<.001) | 1.2432 (.09) | 4.4291 (<.001) |
|
SVM | 2.244 (<.001) | 1.7374 (.02) | 6.0597 (<.001) | 2.3394 (<.001) | 1.6767 (.02) | 0.8602 (.07) | 3.2791 (<.001) |
|
RF | 1.7886 (.02) | 1.9591 (.02) | 2.7599 (<.001) | 1.8785 (.02) | 2.3097 (<.001) | 0.5800 (.05) | 2.3075 (<.001) |
|
LSTM | 0.8556 (.01) | 3.3685 (<.001) | 1.3620 (.07) | 1.6441 (.04) | 1.0560 (.12) | 2.4263 (<.001) | 1.9995 (.02) |
|
ELM | 2.2546 (<.001) | 1.7547 (.03) | 4.1946 (<.001) | 2.8276 (<.001) | 3.4394 (<.001) | 2.175 (.01) | 4.4291 (<.001) |
|
aValues are presented as the Diebold-Mariano statistic. The P value modified by false discovery rate is in brackets. The significance level is .05.
bGLM: generalized linear model.
cARIMAX: ARIMA with explanatory variables.
dANN: artificial neural network.
eSVM: support vector machine.
fRF: random forest.
gLSTM: long short-term memory.
hELM: extreme learning machine.