Table 1 Result of two-sample T-test on the prediction accuracy on all dates of the extended and original WKDE models.
No. of days between base date and date of prediction | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Accuracy of extended WKDE | Mean | 0.773 | 0.759 | 0.745 | 0.734 | 0.725 | 0.700 | 0.706 | 0.673 | 0.655 | 0.593 | 0.549 | 0.512 | 0.512 | 0.459 |
Variance | 0.084 | 0.075 | 0.071 | 0.065 | 0.060 | 0.059 | 0.059 | 0.056 | 0.055 | 0.057 | 0.052 | 0.049 | 0.045 | 0.043 | |
Accuracy of original WKDE | Mean | 0.679 | 0.665 | 0.657 | 0.650 | 0.644 | 0.616 | 0.625 | 0.590 | 0.574 | 0.515 | 0.471 | 0.435 | 0.428 | 0.385 |
Variance | 0.082 | 0.074 | 0.070 | 0.063 | 0.055 | 0.057 | 0.055 | 0.056 | 0.053 | 0.056 | 0.051 | 0.050 | 0.045 | 0.042 | |
T | 1.988 | 2.106 | 2.016 | 2.031 | 2.069 | 2.119 | 2.099 | 2.136 | 2.129 | 2.017 | 2.096 | 2.105 | 2.438 | 2.210 | |
P(H0) | 0.049 | 0.037 | 0.046 | 0.044 | 0.040 | 0.036 | 0.038 | 0.034 | 0.035 | 0.046 | 0.038 | 0.037 | 0.016 | 0.029 | |