Research Article
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN
Table 5
The RMB/EUR forecasting results using ARIMA, ARFIMA, SVM, BPNN, EWL, ARIMA-SVM, ARIMA-ANN, ARFIMA-SVM, ARFIMA-ANN, NCM-r, and NCM-f.
| ā | MAE | RMSE | MAPE (%) |
| ARIMA | 9.7196 | 12.6395 | 1.1497 | ARFIMA | 9.1906 | 11.9829 | 1.0872 | SVM | 7.4141 | 9.6193 | 0.8772 | BPNN | 6.1349 | 7.8148 | 0.7263 | EWL | 7.1599 | 9.2979 | 0.8473 | ARIMA-SVM | 6.0254 | 7.3706 | 0.7171 | ARIMA-ANN | 5.5129 | 7.0651 | 0.6528 | ARFIMA-SVM | 5.4177 | 6.2094 | 0.6458 | ARFIMA-ANN | 4.8081 | 5.9508 | 0.5719 | NCM-r | 2.6946 | 3.2667 | 0.3210 | NCM-f | 2.6097 | 3.1159 | 0.3111 |
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