An Adaptive Control Combination Forecasting Method for Time Series Data

Table 10

Statistical test of MAPE_k (k = 1,2, …, 134) on VS dataset.

Models	Max value of MAPEk (%)	Standard deviation of MAPEk (%)	MAPEall (%)	Count {MAPEk1.189}	Per (=Count/134) (%)
PSI	1.669	0.140	1.237	50	37
ES	1.746	0.139	1.376	12	9
ARIMA	1.933	0.169	1.367	22	16
MA	2.574	0.209	1.964	0	0
BP-NET	1.913	0.169	1.454	7	5
GM	8.304	1.013	4.705	0	0
IV	1.593	0.136	1.220	56	42
MSEI	1.571	0.129	1.274	35	26
SWA	1.953	0.161	1.266	44	33
ACCF	1.618	0.138	1.189	68	51