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|
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||Double exponential smoothing|