Table 2 Mean and standard deviation of residuals for different forecasting models in Case 1 and Case 2.
Model | (a) Case 1 | (b) Case 2 | ||
|---|---|---|---|---|
Mean residual | Std dev residual | Mean residual | Std dev residual | |
Attention LSTM | \(-1.6700 \times 10^{-11}\) | \(5.1807 \times 10^{-11}\) | \(-1.4836 \times 10^{-11}\) | \(4.8007 \times 10^{-11}\) |
LSTM | \(-2.9950 \times 10^{-11}\) | \(7.0636 \times 10^{-11}\) | \(-2.5608 \times 10^{-11}\) | \(6.8006 \times 10^{-11}\) |
GRU | \(-1.3892 \times 10^{-11}\) | \(4.5987 \times 10^{-11}\) | \(-1.1619 \times 10^{-11}\) | \(4.2006 \times 10^{-11}\) |
CNN | \(-1.1850 \times 10^{-11}\) | \(3.2181 \times 10^{-11}\) | \(-1.1475 \times 10^{-11}\) | \(3.7358 \times 10^{-11}\) |
Residual LSTM | \(1.2017 \times 10^{-11}\) | \(2.7876 \times 10^{-11}\) | \(1.1260 \times 10^{-11}\) | \(2.3006 \times 10^{-11}\) |