Research Article

Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size

Table 6

ARPE of the prediction results (%).

ARPEARPRMGM(1,1) modelGM(1,1)
rolling model
AR model with
linear interpolation

3.8730.9630.963.69
7.4648.7544.8011.66
12.1571.2365.9818.17