Table 8 Comprehensive performance evaluation of ANFIS and its hybrid variants (ANFIS-ChHHO, ANFIS-HHO, ANFIS-PSO, ANFIS-GWO) in forecasting the EGX-70 index across multiple error metrics (RMSE, MAE, SD, Theil’s U, MARE, MSRE, RMSRE, RMSPE) for the testing set.

From: Optimizing adaptive neuro-fuzzy inference system model based Chaotic Harris Hawks algorithm for stock prediction

 

ANFIS

ANFIS-ChHHO

ANFIS-HHO

ANFIS-PSO

ANFIS-GWO

RMSE

2.5815

2.2414

2.3608

2.384

2.7444

MAE

1.6791

1.5336

1.6421

1.6089

1.7958

SD

2.5812

2.2428

2.3556

2.3821

2.7464

Theil’s U

0.0022

0.0019

0.0020

0.0020

0.0023

MARE

0.003104

0.00281

0.003063

0.003139

0.002948

MSRE

1.8397e-5

1.6824e-5

2.0024e-5

2.0323e-5

1.9977e-5

RMSRE

0.0042892

0.0040613

0.0044748

0.0045081

0.0044696

RMSPE

0.42892

0.40613

0.44748

0.45081

0.44696

  1. Bold indicates the best results.
Back to article page