Composite Quantile Regression Neural Network for Massive Datasets

Table 2

Comparison results for case 1.

Samples	Errors	Indices		DC-			DC-		QRNN	DC-QRNN		ANN	RF	SVM
			In sample			0.2085	0.2117	0.2158	0.3185	0.3283	0.3284				0.4182	0.4164	0.4183	0.3137	0.3038	0.3568
	(0.0007)	(0.0010)			(0.0019)	(0.0012)	(0.0019)	(0.0023)	(0.0037)	(0.0051)	(0.0091)	(0.0159)	(0.0017)	(0.0015)
	0.3489	0.3530			0.3572	0.4489	0.4509	0.4598	0.4999	0.5012	0.5052	0.4512	0.4473	0.4607
	(0.0021)	(0.0021)			(0.0011)	(0.0020)	(0.0027)	(0.0027)	(0.0019)	(0.0072)	(0.0086)	(0.0115)	(0.0018)	(0.15)
		0.5583		0.5629	0.5755	0.6583	0.6632	0.6750	0.7581	0.7586	0.7512	0.7585	0.7291	0.7676
		(0.0036)		(0.0088)	(0.0013)	(0.0039)	(0.0042)	(0.0066)	(0.0068)	(0.0077)	(0.0078)	(0.0042)	(0.0020)	(0.0033)
		0.8607		0.8642	0.8796	0.9607	0.9643	0.9737	1.1107	1.1110	1.1079	1.0614	1.0437	1.1807
		(0.0029)		(0.0031)	(0.0050)	(0.0024)	(0.0037)	(0.0052)	(0.0029)	(0.0057)	(0.0062)	(0.0299)	(0.0137)	(0.0311)
		0.7222		0.7361	0.7392	0.8926	0.8909	0.8915	1.0192	1.0082	1.0095	1.0263	1.0066	1.0269
		(0.0023)		(0.0017)	(0.0023)	(0.0024)	(0.0025)	(0.0045)	(0.0022)	(0.0076)	(0.0085)	(0.0052)	(0.0012)	(0.0031)
		0.8634		0.8726	0.8975	1.0263	1.0266	1.0278	1.2637	1.2511	1.2113	1.2234	1.1866	1.2924
		(0.0046)		(0.0040)	(0.0052)	(0.0046)	(0.0059)	(0.0072)	(0.0043)	(0.0079)	(0.0098)	(0.0051)	(0.0013)	(0.0047)
Out of sample			0.2087	0.2114	0.2123	0.3283	0.3283	0.3285	0.4185	0.4198	0.4242	0.3145	0.4651	0.3564
			(0.0003)	(0.0026)	(0.0027)	(0.0009)	(0.0019)	(0.0028)	(0.0013)	(0.0048)	(0.0091)	(0.0167)	(0.0019)	(0.0020)
			0.3491	0.3526	0.3571	0.4498	0.4529	0.4613	0.5090	0.5133	0.5101	0.4522	0.5498	0.4587
			(0.0007)	(0.0027)	(0.0027)	(0.0007)	(0.0022)	(0.0021)	(0.0066)	(0.0075)	(0.0087)	(0.0130)	(0.0041)	(0.0041)
			0.5576	0.5633	0.5803	0.6596	0.6635	0.6764	0.7676	0.7649	0.7622	0.7582	0.8224	0.7682
			(0.0031)	(0.0041)	(0.0058)	(0.0033)	(0.0037)	(0.0052)	(0.0033)	(0.0070)	(0.0087)	(0.0047)	(0.0025)	(0.0027)
			0.8647	0.8685	0.8715	0.9646	0.9687	0.9880	1.1147	1.1129	1.1198	1.1545	1.2852	1.2003
			(0.0025)	(0.0044)	(0.0065)	(0.0046)	(0.0073)	(0.0095)	(0.0059)	(0.0075)	(0.0095)	(0.0102)	(0.0148)	(0.0105)
			0.7336	0.7461	0.7531	0.8940	0.8945	0.9032	1.0230	1.0089	1.0120	1.0276	1.1924	1.0786
			(0.0010)	(0.0013)	(0.0022)	(0.0029)	(0.0038)	(0.0049)	(0.0032)	(0.0071)	(0.0077)	(0.0045)	(0.0040)	(0.0031)
			0.8502	0.8552	0.8611	1.0707	1.0728	1.0857	1.2205	1.2149	1.2225	1.2289	1.4926	1.3986
			(0.0065)	(0.0040)	(0.0061)	(0.0036)	(0.0078)	(0.0091)	(0.0043)	(0.0083)	(0.0101)	(0.0067)	(0.0067)	(0.0069)