Prediction of Financial Time Series Based on LSTM Using Wavelet Transform and Singular Spectrum Analysis

Table 3

1-hour DJIA closing price forecast results.

	RMSE	MAE	MAPE	SDAPE
LSTM	5.8516916	4.5195833	0.0001481	0.0001218
RNN-dropout	5.1708886	4.4310000	0.0001453	0.0000874
LSTM-dropout	3.8146496	2.8042500	0.0000919	0.0000848
SSA-LSTM	1.7488158	1.5490332	0.0000508	0.0000266
WT-LSTM	1.1966503	1.0434276	0.0000342	0.0000192