Table 3.

Out-of-sample forecast mean squared error time series for three models.

	One	Second	C	D	Second	F
Support vector machines	0.0037	0.0035	0.0031	0.0027	0.0029	0.0034
Regression model	0.0032	0.0029	0.0026	0.0022	0.0024	0.0028
BPNN	0.0027	0.0025	0.0021	0.0012	0.0018	0.0023