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

Table 3

The comparative results of different models of Sunspot time series .

Multistep prediction	Prediction model	RMSE	NMSE
1-step prediction	ERNN (2007) [8]
	RBF-OLS (2009) [9]
	HE-NARXNN (2010) [10]
	ARMA-RESN (2013) [7]
	The proposed LFAR (test data = 500)	(1.38)
18-step prediction	CERNN (2008) [29]
	MLPNN (2010) [31]
	FTLRNN (2010) [31]
	SOFM (2010) [31]
	The proposed LFAR (test data = 300)
60-step prediction	The proposed LFAR (test data = 60)