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 |