Composite Quantile Regression Neural Network for Massive Datasets

Table 8

Comparison results for real data.

Method		In sample			Out of sample
			MAE	RMSE	MAE	RMSE
		18984	17.1320	27.6946	19.9073	29.0148
DC-		1802	17.6858	28.6596	21.1274	29.8764
DC-		482	19.7306	28.8940	21.8771	30.5780
		18393	18.3089	28.1705	20.9148	29.2282
DC-		1675	19.8655	28.9747	21.9289	30.8750
DC-		476	20.7147	30.8786	22.5500	32.0981
QRNN		14896	20.4303	30.1461	22.6495	31.2272
DC-QRNN		1602	21.9448	31.4210	23.9496	32.4893
DC-QRNN		391	22.6668	31.6966	24.2192	33.6168
ANN		14872	22.9533	31.3591	24.8177	33.1205
RF		9776	22.4034	31.8750	27.5332	36.3443
SVM		8666	23.9032	32.6256	26.1106	34.5832