Table 28 Comparative performance of various models.
Model abbreviation | Factor/principal component | MSE | RMSE | R2 | 95% Confidence interval |
---|---|---|---|---|---|
MLFA + Transformer | Factor 1 | 0.1652 | 0.4065 | 0.8231 | (− 0.0115, 0.0348) |
Factor 2 | 0.0441 | 0.2101 | 0.9597 | (0.0003, 0.0464) | |
PCFA + Transformer | Factor 1 | 0.6977 | 0.8353 | 0.8198 | (− 0.0618, 0.0279) |
Factor2 | 0.2579 | 0.5079 | 0.9474 | (− 0.1256, − 0.0563) | |
MLFA + N-Beats | Factor 1 | 0.1912 | 0.4373 | 0.7852 | (− 0.0746, − 0.0381) |
Factor 2 | 0.1616 | 0.4021 | 0.8932 | (− 0.0247, 0.0313) | |
MLFA + Informer | Factor 1 | 0.2867 | 0.5354 | 0.8408 | (− 0.1679, − 0.0275) |
Factor 2 | 0.2600 | 0.5099 | 0.9433 | (0.0806, 0.1149) |