Research Article

Stacked Heterogeneous Neural Networks for Time Series Forecasting

Table 3

The errors of the model for the lynx data (window size 5).

MSE on original dataMSE on normalized data

TrainingNormal NN530,416.47310.974×10-3
Exponential NN383,963.2117.944×10-3
Stack401,015.9008.297×10-3

TestingNormal NN154,951.3113.206×10-3
Exponential NN113,955.7832.357×10-3
Stack109,902.0342.273×10-3