Models (n = 10) | Summary statistics (n = 9) | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
ME | RMSE | MAE | MPE | MAPE | MASE | ACF1 | AIC | BIC | ||
Linear | Training | − 2.71e−11 | 305,647.6 | 224,512.4 | − 6.74 | 17.31 | 1.34 | 0.65 |  |  |
Test | − 4.33e + 05 | 436,429.1 | 433,277.9 | − 248.19 | 248.19 | 2.59 |  |  |  | |
Quadratic | Training | 2.72e− 11 | 250,728.0 | 189,867.5 | − 1.92 | 11.90 | 1.13 | 0.66 |  |  |
Test | 8.41e + 04 | 148,494.2 | 122,609.9 | 49.43 | 70.07 | 0.73 |  |  |  | |
Cubic | Training | − 2.52e− 11 | 262,603.7 | 191,917.9 | − 2.08 | 11.82 | 1.15 | 0.67 |  |  |
Test | 1.38e + 05 | 197,841.6 | 155,947.6 | 80.50 | 90.17 | 0.93 |  |  |  | |
Moving average | Training | − 70,280.17 | 183,319.75 | 145,459.7 | − 10.08 | 13.57 | 1.05 | 0.51 |  |  |
Test | 5797.66 | 11,713.42 | 10,721.0 | 2.98 | 6.02 | 0.08 | Â | Â | Â | |
Loess | Training | − 7111.25 | 47,878.78 | 21,823.28 | − 0.65 | 1.34 | 0.32 | − 0.12 |  |  |
Test | 342,636.37 | 355,731.07 | 342,636.37 | 197.43 | 197.43 | 5.06 | Â | Â | Â | |
Simple Exponential | Training | − 67,907 | 216,932 | 164,871 | − 10.29 | 15.6 | 1.05 | 0.25 |  |  |
Test | − 2,009,565 | 2,015,929 | 209,565 | − 1147.84 | 1147.84 |  |  | 932.35 | 936.84 | |
Double Exponential | Training | − 68,756 | 216,914 | 164,812 | − 10.56 | 15.36 | 0.97 | 0.23 |  |  |
Test | − 2,113,922 | 2,122,632 | 2,113,922 | − 1213.69 | 1213.69 |  |  | 932.34 | 936.83 | |
ARIMA(1,2,2) | Training | − 47,088 | 197,391 | 157,307 | − 3.96 | 11.62 | 0.94 | − 0.06 |  |  |
Test | − 43,021 | 64,631 | 57,451 | − 24.39 | 32.57 | 0.34 |  | 774.15 | 779.48 | |
Holt's additive | Training | − 54,609 | 213,525 | 162,359 | − 5.72 | 11.74 | 0.97 | 0.24 |  |  |
Test | 24,779 | 77,470 | 63,311 | 14.82 | 35.48 | 0.38 | Â | 852.06 | 857.67 | |
Holt's multiplicative | Training | − 42,161 | 225,610 | 172,941 | − 6.12 | 13.15 | 1.03 | 0.35 |  |  |
Test | − 86,303 | 90,667 | 86,303 | − 49.43 | 49.43 | 0.51 |  | 855.31 | 860.92 |