Geometric Brownian Motion-Based Time Series Modeling Methodology for Statistical Autocorrelated Process Control: Logarithmic Return Model

Table 4

Comparison of MAPE for ARIMA and LR models.

Attribute	MAPE (%)
	ARIMA model	LR model
	2.9295	3.1917
	1.4724	1.5851
	3.3750	3.3793