Multivariate and Online Prediction of Closing Price Using Kernel Adaptive Filtering

Table 7

Effect of dictionary size.

Dictionary size	MSE	MAE	DS	Execution time (seconds)
500 dictionary size	0.020 2	0.687	0.511	0.675
1000 dictionary size	0.019 3	0.674	0.497	0.696
5000 dictionary size	0.019 3	0.674	0.497 1	0.702

The algorithm chose KMCC (60 minutes, 2021 dataset).