Table 7 Comparative experiment of re-selected price factors.

From: PMANet: a time series forecasting model for Chinese stock price prediction

Method

PMANet

Autoformer

Transformer

FEDformer

Informer

CEEMD-CNN-LSTM

LSTM

Metrics

MSE

MAE

MSE

MAE

MSE

MAE

MSE

MAE

MSE

MAE

MSE

MAE

MSE

MAE

JT

24

0.359

0.423

0.449

0.469

0.456

0.438

0.639

0.669

0.435

0.418

0.452

0.458

0.717

0.721

48

0.431

0.470

0.451

0.473

0.693

0.631

0.742

0.673

0.570

0.481

0.421

0.569

0.782

0.764

GL

24

0.148

0.241

0.309

0.376

0.919

0.837

0.214

0.262

0.186

0.317

0.225

0.391

0.204

0.319

48

0.161

0.256

0.113

0.317

1.707

1.355

0.204

0.359

0.175

0.331

0.195

0.359

0.341

0.476

THS

24

0.488

0.491

0.387

0.367

1.117

0.866

1.641

1.571

0.606

0.713

0.672

0.613

0.689

0.654

48

0.784

0.563

0.524

0.649

1.697

1.141

1.879

1.791

0.691

0.739

0.733

0.634

0.706

0.647

HR

24

0.158

0.277

0.318

0.465

0.578

0.517

0.234

0.261

0.341

0.239

0.141

0.285

0.408

0.539

48

0.186

0.361

0.214

0.369

0.615

0.698

0.567

0.492

0.412

0.339

0.202

0.449

0.545

0.593

KM

24

0.103

0.259

0.171

0.298

0.283

0.375

0.177

0.354

0.131

0.281

0.317

0.568

0.584

0.556

48

0.153

0.307

0.273

0.401

0.389

0.561

0.345

0.495

0.197

0.395

0.406

0.563

0.673

0.576

BYD

24

0.073

0.217

0.282

0.414

0.281

0.397

0.172

0.347

0.089

0.241

0.561

0.545

0.741

0.584

48

0.093

0.243

0.335

0.443

0.391

0.456

0.240

0.317

0.136

0.297

0.679

0.742

0.823

0.971