Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size

Table 4

Results of ARPRM forecasting percent relative error for sample size and nonlinearity dynamics monitoring (%).

Percent error	Experiment   1; sample Size			Experiment   2; sample Size
	𝑛=10	𝑛=9	𝑛=8	𝑛=10	𝑛=9	𝑛=8
Step 𝑙=1	3.13	3.85	3.93	4.23	4.59	5.39
Step 𝑙=2	4.40	5.83	7.44	9.73	11.3	13.5
Step 𝑙=3	6.60	9.26	11.6	16.5	21.2	25.5
Step 𝑙=4	8.80	12.0	16.8	24.4	34.2	41.9
Step 𝑙=5	11.0	15.8	22.9	33.6	52.1	66.2