Model | GMDH-type ANN | ARIMA | Holt-Winters exponential smoothing |
---|---|---|---|
Best parameters | Training set = 80%, testing set = 20% | p = 0, d = 3, q = 2 | α=0.91, β=0.51 |
RMSE | 0.09 | 0.23 | 2.87 |
RMAE | 0.25 | 0.41 | 1.20 |
Modified NSE | 0.998 | 0.996 | 0.967 |
DM test statistic | Reference | −3.608* | −4.474* |