An Adaptive Control Combination Forecasting Method for Time Series Data

Table 12

Prediction accuracy of comparison algorithms on AEP dataset.

Models	FAall (%) under different STD
	0.05	0.10	0.15	0.20	0.25	0.30	0.35	0.40	0.45	0.50
PSI	98.073	97.252	96.324	95.348	94.381	93.466	92.587	91.716	90.824	89.881
ES	96.725	96.346	95.792	95.115	94.370	93.603	92.827	92.050	91.278	90.517
ARIMA	97.853	96.997	96.126	95.244	94.358	93.475	92.603	91.753	90.933	90.154
MA	95.304	95.047	94.632	94.080	93.409	92.642	91.816	90.967	90.135	89.357
BP-NET	96.986	95.825	94.608	93.386	92.209	91.118	90.106	89.156	88.252	87.377
GM	77.871	77.785	77.649	77.489	77.332	77.192	77.047	76.865	76.612	76.257
IV	98.120	97.344	96.542	95.724	94.900	94.080	93.266	92.461	91.666	90.882
MSEI	97.905	97.164	96.386	95.583	94.771	93.960	93.155	92.359	91.573	90.801
SWA	97.048	96.689	96.110	95.390	94.610	93.835	93.078	92.336	91.608	90.892
ACCF	98.184	97.399	96.576	95.741	94.918	94.127	93.354	92.581	91.788	90.955
Max values	98.184	97.399	96.576	95.741	94.918	94.127	93.354	92.581	91.788	90.955