Table 8 Generalization experiments.

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

ETTh1

24

0.506

0.507

0.887

0.654

0.798

0.625

0.674

0.554

0.646

0.563

0.733

0.584

0.684

0.559

48

0.705

0.582

0.969

0.897

0.946

0.723

0.804

0.679

0.776

0.611

0.838

0.637

0.793

0.618

168

0.876

0.689

1.047

0.964

1.072

0.842

1.119

0.851

0.914

0.672

0.857

0.646

0.923

0.685

336

0.921

0.895

1.382

1.115

1.485

1.006

1.445

0.976

1.532

1.108

1.311

1.097

1.334

1.095

720

1.342

1.113

2.784

1.318

2.715

1.303

2.746

1.312

2.393

1.456

2.678

1.291

2.784

1.318

ETTh2

24

0.732

0.584

0.964

0.742

1.071

0.793

0.789

0.636

0.914

0.618

0.768

0.617

0.873

0.678

48

1.168

0.973

1.786

1.233

1.449

1.149

1.385

1.131

1.494

1.121

1.229

0.871

1.494

1.174

168

1.721

1.272

2.243

1.398

2.381

1.445

1.513

1.175

2.615

1.423

1.705

1.258

1.517

1.928

336

2.205

1.384

2.603

1.425

2.702

1.301

2.265

1.433

3.021

1.649

2.748

1.308

2.608

1.294

720

4.174

1.863

4.367

1.911

4.885

2.017

4.858

2.011

4.648

1.963

5.093

2.044

4.293

1.899

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