Model Strategy Index | ARIMA | XGBoost | ||||||
---|---|---|---|---|---|---|---|---|
One-step | Multistep | One-step | Multistep | |||||
Training set | Test set | Training set | Test set | Training set | Test set | Training set | Test set | |
ME | − 7.149 | − 61.448 | − 7.149 | − 259.878 | 8.111 | 33.622 | 8.111 | 97.931 |
RMSE | 181.977 | 249.276 | 181.977 | 302.781 | 166.311 | 178.547 | 166.311 | 223.187 |
MAE | 108.160 | 185.367 | 108.160 | 259.878 | 113.219 | 132.055 | 113.219 | 173.403 |
MPE | − 0.937 | − 6.575 | − 0.937 | − 30.121 | − 2.403 | 2.383 | − 2.403 | 6.348 |
MAPE | 10.293 | 18.561 | 10.293 | 30.121 | 11.596 | 12.353 | 11.596 | 15.615 |
MASE | 0.442 | 0.757 | 0.442 | 1.062 | 0.462 | 0.526 | 0.462 | 0.691 |
ACF1 | 0.016 | − 0.169 | 0.016 | − 0.159 | 0.424 | − 0.232 | 0.424 | − 0.047 |
Theil’s U | NA | 0.375 | NA | 0.441 | NA | 0.273 | NA | 0.398 |