Stacked Heterogeneous Neural Networks for Time Series Forecasting

Table 11

Comparative performance of the proposed model with other forecasting models.

Time series	MSE of the stacked neural network with a window size of 5	MSE of the stacked neural network with a window size of 10	MSE of the best SAS model	Name of the best SAS model
Sunspots	131.865	96.085	549.21	Simple exponential smoothing
Lynx	401,015.900	66,426.519	1,410,768	Simple exponential smoothing
Ozone	0.704	0.201	1.079	Simple exponential smoothing
UK Industrial Production	0.988	0.862	1.339	Log random walk with drift
Super-Exponential Growth	1.593	1.047	$\mathit{1.59}\times \mathit{1}{\mathit{0}}^{-\mathit{5}}$	Double exponential smoothing