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Results.txt
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164 lines (151 loc) · 5.13 KB
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ARIMA:
ARIMA(0, 0, 0) MSE=2427.219899712278
ARIMA(0, 0, 1) MSE=2426.889060109343
ARIMA(0, 0, 2) MSE=2426.602164907176
ARIMA(0, 1, 0) MSE=144.25001473842363
ARIMA(0, 1, 1) MSE=143.5969105645171
ARIMA(0, 1, 2) MSE=143.01942823177956
ARIMA(0, 2, 0) MSE=42.76453519084149
ARIMA(0, 2, 1) MSE=12.244548667688566
ARIMA(0, 2, 2) MSE=12.151278200811966
ARIMA(1, 0, 0) MSE=860.748682962219
ARIMA(1, 0, 1) MSE=329.9321651297066
ARIMA(1, 0, 2) MSE=197.235476399423
ARIMA(1, 1, 0) MSE=144.27966378193824
ARIMA(1, 1, 1) MSE=143.08586485962718
ARIMA(1, 1, 2) MSE=143.0066374454988
ARIMA(1, 2, 0) MSE=14407.131984135267
ARIMA(1, 2, 1) MSE=9.946732405694835
ARIMA(2, 0, 2) MSE=1082.5405469682057
ARIMA(2, 1, 0) MSE=143.91056727687857
ARIMA(2, 1, 1) MSE=142.9797342132298
ARIMA(2, 1, 2) MSE=100.84796220305697
ARIMA(2, 2, 0) MSE=46196.40744376107
ARIMA(2, 2, 1) MSE=12.379594144077542
ARIMA(2, 2, 2) MSE=21449.605283565223
Best ARIMA(1, 2, 1) MSE=9.946732405694835
(1, 2, 1)
ARIMA(0, 0, 0) MSE=4734172.746740047
ARIMA(0, 0, 1) MSE=4732732.40415959
ARIMA(0, 0, 2) MSE=4732054.717345694
ARIMA(0, 1, 0) MSE=1082329.8384704096
ARIMA(0, 1, 1) MSE=1084618.2583134372
ARIMA(0, 1, 2) MSE=1085080.453962731
ARIMA(0, 2, 0) MSE=176519185.76455954
ARIMA(0, 2, 1) MSE=400117.2087978279
ARIMA(0, 2, 2) MSE=371916.32016217045
ARIMA(1, 0, 2) MSE=1367156.0713703092
ARIMA(1, 1, 0) MSE=1084355.8082599037
ARIMA(1, 1, 1) MSE=1086143.4411852588
ARIMA(1, 1, 2) MSE=1084769.3064204098
ARIMA(1, 2, 0) MSE=27030564.219416212
ARIMA(1, 2, 1) MSE=368502.9208951006
ARIMA(1, 2, 2) MSE=400569.5278533298
ARIMA(2, 0, 2) MSE=1361961.1021245334
ARIMA(2, 1, 0) MSE=1084879.4564360615
ARIMA(2, 1, 1) MSE=1084647.252210641
ARIMA(2, 1, 2) MSE=1084386.494242482
ARIMA(2, 2, 0) MSE=13951826.619142115
ARIMA(2, 2, 1) MSE=354834.5509666409
ARIMA(2, 2, 2) MSE=374892.08706609113
Best ARIMA(2, 2, 1) MSE=354834.5509666409
ARIMA(0, 0, 0) MSE=6942329.225106073
ARIMA(0, 0, 2) MSE=6941927.151667097
ARIMA(0, 1, 0) MSE=18570081.852634273
ARIMA(0, 1, 1) MSE=18534131.521415412
ARIMA(0, 1, 2) MSE=18358626.58365559
ARIMA(0, 2, 0) MSE=3099036513256.662
ARIMA(0, 2, 1) MSE=5814851715863.051
ARIMA(0, 2, 2) MSE=6723905943371.021
ARIMA(1, 0, 0) MSE=6935145.132672936
ARIMA(1, 0, 1) MSE=6938672.915983853
ARIMA(1, 0, 2) MSE=6940540.844872833
ARIMA(1, 1, 0) MSE=20128264.014919713
ARIMA(1, 1, 1) MSE=20089159.235747658
ARIMA(1, 1, 2) MSE=19659690.736502975
ARIMA(1, 2, 0) MSE=5019222753175.959
ARIMA(1, 2, 1) MSE=112438311.61167188
ARIMA(1, 2, 2) MSE=32480654.4687742
ARIMA(2, 0, 0) MSE=6942673.655134791
ARIMA(2, 0, 1) MSE=6942807.232369813
ARIMA(2, 0, 2) MSE=6942765.159775652
ARIMA(2, 1, 0) MSE=20080147.521736313
ARIMA(2, 1, 2) MSE=6827875.475761824
ARIMA(2, 2, 0) MSE=5915956708646.632
ARIMA(2, 2, 1) MSE=32448035.24553387
ARIMA(2, 2, 2) MSE=32708255.90299571
Best ARIMA(2, 1, 2) MSE=6827875.475761824
ARIMA(0, 0, 0) MSE=2427.219899712278
ARIMA(0, 0, 1) MSE=2426.889060109343
ARIMA(0, 0, 2) MSE=2426.602164907176
ARIMA(0, 1, 0) MSE=144.25001473842363
ARIMA(0, 1, 1) MSE=143.5969105645171
ARIMA(0, 1, 2) MSE=143.01942823177956
ARIMA(0, 2, 0) MSE=42.76453519084149
ARIMA(0, 2, 1) MSE=12.244548667688566
ARIMA(0, 2, 2) MSE=12.151278200811966
ARIMA(1, 0, 0) MSE=860.748682962219
ARIMA(1, 0, 1) MSE=329.9321651297066
ARIMA(1, 0, 2) MSE=197.235476399423
ARIMA(1, 1, 0) MSE=144.27966378193824
ARIMA(1, 1, 1) MSE=143.08586485962718
ARIMA(1, 1, 2) MSE=143.0066374454988
ARIMA(1, 2, 0) MSE=14407.131984135267
ARIMA(1, 2, 1) MSE=9.946732405694835
ARIMA(1, 2, 2) MSE=10.976195007789162
ARIMA(2, 0, 0) MSE=503.6667212514176
ARIMA(2, 0, 1) MSE=14834.95642727072
ARIMA(2, 0, 2) MSE=1082.5405469682057
ARIMA(2, 1, 0) MSE=143.91056727687857
ARIMA(2, 1, 1) MSE=142.9797342132298
ARIMA(2, 1, 2) MSE=100.84796220305697
ARIMA(2, 2, 0) MSE=46196.40744376107
ARIMA(2, 2, 1) MSE=12.379594144077542
ARIMA(2, 2, 2) MSE=21449.605283565223
Best ARIMA(1, 2, 1) MSE=9.946732405694835
ANN:
37/37 [==============================] - 0s 2ms/step - loss: 298.9086 - mae: 10.5907
Finance Dataset - Loss: 298.9085693359375, Metric: 10.590717315673828
758/758 [==============================] - 2s 2ms/step - loss: 7.7020e-05 - mae: 0.0073
Energy Dataset - Loss: 7.702020229771733e-05, Metric: 0.007320696022361517
118/118 [==============================] - 0s 2ms/step - loss: 7.9982e-07 - mae: 8.5520e-04
Environment Dataset - Loss: 7.998234536898963e-07, Metric: 0.0008551996434107423
ETS:
Finance dataset:
MSE: 618.7857534046295
MAE: 15.108209737056628
RMSE: 24.875404587757554
R2: 0.9993510824712432
Energy dataset:
MSE: 213363.8608457475
MAE: 304.0287331127811
RMSE: 461.91326117112885
R2: 0.9681692367558731
Environment dataset:
MSE: 0.2671893648350186
MAE: 0.3578717721941742
RMSE: 0.5169036320582576
R2: 0.9996109557443623
SVR:
Finance:
MAE: 0.12391457681683236
MSE: 0.03494212401239136
RMSE: 0.1869281252577882
R2: 0.9669896345404457
Energy:
MAE: 0.7774281862847674
MSE: 0.9571958077594762
RMSE: 0.9783638422179533
R2: 0.04121899865126655
Environment:
MAE: 0.07201012546031765
MSE: 0.0072392376493045935
RMSE: 0.0850837096588095
R2: 0.992616982065249
Hybrid:
Finance:
Mean Absolute Error (MAE): 4107.039261851906
Energy:
Mean Absolute Error (MAE): 19893.336461561423
Environment:
Mean Absolute Error (MAE): 406.74351558595896