Local Functional Coefficient Autoregressive Model for Multistep Prediction of Chaotic Time Series

Table 2

The comparative results of different models of Mackey-Glass time series .

Multistep prediction	Prediction model	RMSE	MSE	SMAPE
5-step prediction	EKF (2013) [33]
	GEKF (2013) [33]
	UKF (2013) [33]
	GUKF (2013) [33]
	GPF (2013) [33]
	GGPF (2013) [33]
	The proposed LFAR (test data = 500)
12-step prediction	CERNN (2008) [29]
	The proposed LFAR (test data = 500)
30-step prediction	IGFC (2015) [36]
	The proposed LFAR (test data = 500)
250-step prediction	N-best (2014) [37]
	The proposed LFAR (test data = 500)
614-step prediction	HCNN (2011) [14]
500-step prediction	The proposed LFAR (test data = 500)