Time Series Prediction Based on Complex-Valued S-System Model

Table 8

The RMSE performances of our method with different training sets for SSEI and NASDAQ prediction problems.

Datasets		500	1000	1500	2000
SSEI	Average	0.0069246	0.006561	0.006493	0.006469
	Best	0.006786	0.006445	0.006418	0.006406
	Worse	0.007541	0.006863	0.006568	0.006505
	Standard deviation	0.000175	0.000106	3.76E − 05	3.24E − 05
NASDAQ index	Average	0.006493	0.006483	0.006098	0.006087
	Best	0.006202	0.006201	0.005988	0.006032
	Worse	0.006949	0.006812	0.006243	0.006149
	Standard deviation	0.000198	0.000173	6.42E − 05	3.87E − 05