Table 5 Results of different subgroups of experiment 1.

From: Shapley value-driven superior subset selection algorithm for carbon price interval forecast combination

 

Subset

PICP (↑)

MPIW (↓)

CWC (↓)

IS (↓)

The proposed algorithm

{5,6}

1

5.4061

0.1397

5.4061

Deleting a model from the selected subset

{5}

0.9421

4.4448

1.6153

5.2052

{6}

0.9463

6.2192

1.3011

8.2137

Adding a model to the selected subset

{1,5,6}

1

6.4054

0.1676

6.4054

{2,5,6}

1

6.8367

0.1741

6.8367

{3,5,6}

1

7.4802

0.1882

7.4802

{4,5,6}

1

7.5238

0.1869

7.5238

{5,6,7}

1

6.0066

0.1564

6.0066

{5,6,8}

1

6.7728

0.1734

6.7728

{5,6,9}

1

6.4508

0.1656

6.4508

{5,6,10}

1

6.8381

0.1721

6.8381

The best individual model

{1}

0.9835

10.7694

0.2834

10.8786

  1. Note: Bold text highlights PICP values exceeding Pc, as well as the smallest MPIW, CWC and IS values when the PICP is greater than Pc. “↑” indicates that a higher value is better, while “↓” suggests that a lower value is preferable.