Composite Quantile Regression Neural Network for Massive Datasets

Table 3

Comparison results for case 2.

Samples	Errors	Indices		DC-			DC-		QRNN	DC-QRNN		ANN	RF	SVM
			In sample			0.0300	0.0302	0.0304	0.0401	0.0403	0.0407				0.0601	0.0605	0.0607	0.0603	0.0377	0.0598
	(0.0002)	(0.0003)			(0.0001)	(0.0002)	(0.0002)	(0.0004)	(0.0002)	(0.0002)	(0.0005)	(0.0002)	(0.0001)	(0.0002)
	0.0452	0.0554			0.0557	0.0553	0.0554	0.0559	0.0752	0.0754	0.0760	0.0753	0.0445	0.0750
	(0.0003)	(0.0004)			(0.0001)	(0.0003)	(0.0003)	(0.0005)	(0.0003)	(0.0003)	(0.0006)	(0.0003)	(0.0001)	(0.0003)
		0.1703		0.1707	0.1766	0.2203	0.2208	0.2251	0.3203	0.3221	0.3263	0.3204	0.2044	0.3201
		(0.0011)		(0.0012)	(0.0028)	(0.0011)	(0.0013)	(0.0013)	(0.0011)	(0.0016)	(0.0027)	(0.0014)	(0.0011)	(0.0014)
		0.3327		0.3329	0.3615	0.3828	0.3831	0.3862	0.4828	0.4809	0.4825	0.4833	0.2710	0.4832
		(0.0018)		(0.0019)	(0.0019)	(0.0184)	(0.0184)	(0.0180)	(0.0185)	(0.0148)	(0.0134)	(0.0183)	(0.0079)	(0.0183)
		0.3058		0.3061	0.3112	0.3558	0.3562	0.3627	0.4558	0.4564	0.4637	0.4697	0.2622	0.4558
		(0.0018)		(0.0017)	(0.0008)	(0.0018)	(0.0017)	(0.0042)	(0.0018)	(0.0019)	(0.0038)	(0.0020)	(0.0010)	(0.0016)
		0.5053		0.5026	0.5194	0.5553	0.5526	0.5614	0.6554	0.6576	0.6631	0.6379	0.3400	0.6554
		(0.0033)		(0.0040)	(0.0006)	(0.0032)	(0.0040)	(0.0054)	(0.0032)	(0.0047)	(0.0067)	(0.0030)	(0.0016)	(0.0030)
Out of sample			0.0301	0.0303	0.0302	0.0401	0.0403	0.0407	0.0601	0.0603	0.0607	0.0602	0.0682	0.0598
			(0.0003)	(0.0002)	(0.0001)	(0.0003)	(0.0002)	(0.0004)	(0.0002)	(0.0002)	(0.0004)	(0.0003)	(0.0004)	(0.0004)
			0.0453	0.0455	0.0455	0.0553	0.0555	0.0560	0.0753	0.0754	0.0760	0.0753	0.0865	0.0750
			(0.0003)	(0.0003)	(0.0001)	(0.0003)	(0.0002)	(0.0004)	(0.0003)	(0.0003)	(0.0005)	(0.0004)	(0.0004)	(0.0004)
			0.1704	0.1708	0.1777	0.2204	0.2209	0.2250	0.3204	0.3222	0.3263	0.3205	0.3821	0.3202
			(0.0009)	(0.0009)	(0.0027)	(0.0009)	(0.0007)	(0.0009)	(0.0009)	(0.0016)	(0.0026)	(0.0010)	(0.0016)	(0.0009)
			0.3244	0.3246	0.3281	0.3744	0.3748	0.3780	0.4744	0.4833	0.4818	0.4739	0.5526	0.4738
			(0.0094)	(0.0094)	(0.0020)	(0.0094)	(0.0093)	(0.0087)	(0.0094)	(0.0227)	(0.0106)	(0.0089)	(0.0107)	(0.0088)
			0.3058	0.3061	0.3114	0.3558	0.3561	0.3628	0.4559	0.4565	0.4639	0.4697	0.5408	0.4553
			(0.0015)	(0.0013)	(0.0006)	(0.0015)	(0.0013)	(0.0049)	(0.0015)	(0.0020)	(0.0047)	(0.0024)	(0.0030)	(0.0019)
			0.5080	0.5053	0.5169	0.5580	0.5553	0.5641	0.6581	0.6581	0.6635	0.6397	0.7514	0.6569
			(0.0032)	(0.0040)	(0.0007)	(0.0032)	(0.0040)	(0.0036)	(0.0031)	(0.0052)	(0.0072)	(0.0038)	(0.0040)	(0.0039)