notesum.ai

Published at November 12

cs.CE

cs.AI

Released Date: November 12, 2024

Authors: Xiangyu Shi¹, Hongcheng Ding¹, Salaar Faroog¹, Deshinta Arrova Dewi¹, Shamsul Nahar Abdullah¹, Bahiah A Malek¹

Aff.: ¹INTI International University, Malaysia

Method	Model	MAE	Rank	RMSE	Rank
Deep Learning + Optimization	PSO-LSTM	0.144535	1	0.095793	1
Deep Learning + Optimization	PSO-GRU	0.171519	9	0.192560	11
Deep Learning	LSTM	0.160276	7	0.107104	3
Deep Learning	GRU	0.154488	6	0.108713	4
Machine Learning + Optimization	PSO-SVM	0.142365	3	0.102022	2
Machine Learning + Optimization	PSO-SVR	0.164589	8	0.183262	9
Machine Learning	SVM	0.143759	4	0.177816	6
Machine Learning	SVR	0.189177	11	0.187001	10
Statistical Method (Multi-series)	VAR	0.196366	12	0.197862	12
Statistical Method (Multi-series)	ECM	0.138344	2	0.179916	8
Statistical Method (Single-series)	ARIMA	0.179173	10	0.146148	5
Statistical Method (Single-series)	GRACH	0.152889	5	0.178053	7