Table 5 Overview of metrics per model
Model | MAE* | MAPE** | RMSE* | PL lower quantile* | PL upper quantile* | IS* | R2** | Adjusted R2** |
|---|---|---|---|---|---|---|---|---|
Avg | 137.08 | 26.73 | 161.66 | – | – | – | −25.88 | – |
Mov. Avg | 72.78 | 15.15 | 98.06 | – | – | – | 53.69 | – |
Naïve | 108.45 | 23.18 | 141.81 | – | – | – | 3.14 | – |
LR | 49.59 | 10.16 | 70.03 | – | – | – | 76.38 | - |
HWES | 69.80 | 14.06 | 91.07 | 4.90 | 12.13 | 291.76 | 60.06 | 59.69 |
SARMA | 65.03 | 13.12 | 93.69 | 5.68 | 6.20 | 360.68 | 57.72 | 57.72 |
SARMAX | 48.02 | 9.16 | 63.64 | 3.40 | 6.02 | 176.43 | 80.49 | 80.31 |
Bagging | 41.78 | 8.58 | 61.19 | 4.69 | 4.37 | 190.71 | 81.97 | 81.8 |
RF | 42.70 | 8.62 | 57.61 | 4.29 | 3.16 | 259.66 | 84.01 | 83.87 |
GradBoost | 40.66 | 8.17 | 62.10 | 5.05 | 5.32 | 165.13 | 81.43 | 81.26 |
MLP | 51.15 | 10.06 | 72.10 | 6.19 | 19.95 | 126.22 | 74,96 | 74,73 |
CNN | 42.40 | 8.70 | 64.08 | 7.48 | 9.86 | 129.41 | 80.22 | 80.04 |
LSTM | 50.36 | 9.77 | 67.71 | 6.92 | 11.48 | 183.52 | 77.16 | 76.95 |