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Ensemble Self Exercise Class

The document contains various error metrics like MAE, RMSE, and MAPE comparing the actual values to predictions from neural networks, ARIMA, and random walk models across 30 observations. It also includes the error metrics for each of the individual models. The last section provides an ensemble prediction and the associated error metrics for that ensemble model.

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Rajat Bhatia
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0% found this document useful (0 votes)
35 views4 pages

Ensemble Self Exercise Class

The document contains various error metrics like MAE, RMSE, and MAPE comparing the actual values to predictions from neural networks, ARIMA, and random walk models across 30 observations. It also includes the error metrics for each of the individual models. The last section provides an ensemble prediction and the associated error metrics for that ensemble model.

Uploaded by

Rajat Bhatia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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MAE 0.2913777895 -0.7418707032 1.

4504929137 1
RMSE 0.327328844 0.0856990913 0.5869720647 1
MAPE -0.2768183522 0.8478731824 0.4289451698 1

0.0392032

Actual Values Pred_NN Pred_ARIMA Pred_RW MAE_NN


-0.064678144 -0.007888668 -0.009689433 -0.01162072 0.0567895
-0.03877399 -0.015636089 0.003941982 -0.01162072 0.0231379
0.022642074 0.0507485 0.005370025 -0.01162072 0.0281064
0.066091647 0.032153721 0.004301404 -0.01162072 0.0339379
-0.048869246 -0.0103775 0.004046175 -0.01162072 0.0384917
-0.0379759 -0.030681374 0.004113096 -0.01162072 0.0072945
0.028170877 -0.045281577 0.004144121 -0.01162072 0.0734525
0.042882763 -0.012755341 0.004141699 -0.01162072 0.0556381
-0.029761675 -0.0478714 0.004138599 -0.01162072 0.0181097
-0.075621157 0.004032988 0.004138455 -0.01162072 0.0796541
0.049788592 0.009497489 0.004138719 -0.01162072 0.0402911
0.02147797 0.009012926 0.004138763 -0.01162072 0.012465
-0.052256264 -0.030988498 0.004138744 -0.01162072 0.0212678
-0.033678839 -0.021438754 0.004138738 -0.01162072 0.0122401
-0.001926783 0.001339152 0.004138739 -0.01162072 0.0032659
-0.019590499 0.016342814 0.00413874 -0.01162072 0.0359333
-0.010467037 0.032480569 0.00413874 -0.01162072 0.0429476
-0.024797838 0.022233042 0.00413874 -0.01162072 0.0470309
0.043158668 0.005817361 0.00413874 -0.01162072 0.0373413
0.022192233 -0.008444301 0.00413874 -0.01162072 0.0306365
-0.04971397 -0.007387596 0.00413874 -0.01162072 0.0423264
-0.039714021 0.011510949 0.00413874 -0.01162072 0.051225
-0.0142811 0.027281703 0.00413874 -0.01162072 0.0415628
-0.043198727 0.014655653 0.00413874 -0.01162072 0.0578544
-0.038573371 0.004295714 0.00413874 -0.01162072 0.0428691
0.058527689 -0.01745534 0.00413874 -0.01162072 0.075983
0.061123097 -0.034297537 0.00413874 -0.01162072 0.0954206
-0.092454549 -0.03010265 0.00413874 -0.01162072 0.0623519
-0.01831626 0.005058535 0.00413874 -0.01162072 0.0233748
0.014824935 0.017501748 0.00413874 -0.01162072 0.0026768
0.039527769 0.017905013 0.00413874 -0.01162072 0.0216228
RMSE
MAE 0.0452904 0.0440869662 0.04302501
0.039305903 0.0369486 0.0020512 0.0019436606 0.00185115 1.18549765

MAE_ARIMA MAE_RW RMSE_NN RMSE_ARIMA RMSE_RW MAPE_NN


0.054988711 0.0530574 0.003225 0.0030237583 0.00281509 0.87803194
0.042715972 0.0271533 0.0005354 0.0018246543 0.0007373 0.59673768
0.017272049 0.0342628 0.00079 0.0002983237 0.00117394 1.2413362
0.061790243 0.0777124 0.0011518 0.0038180341 0.00603921 0.51349796
0.052915421 0.0372485 0.0014816 0.0028000418 0.00138745 0.78764763
0.042088996 0.0263552 5.321E-05 0.0017714836 0.0006946 0.19208303
0.024026756 0.0397916 0.0053953 0.000577285 0.00158337 2.60738968
0.038741064 0.0545035 0.0030956 0.00150087 0.00297063 1.29744681
0.033900274 0.018141 0.000328 0.0011492286 0.00032909 0.60849146
0.079759612 0.0640004 0.0063448 0.0063615957 0.00409606 1.05333148
0.045649873 0.0614093 0.0016234 0.0020839109 0.0037711 0.80924367
0.017339207 0.0330987 0.0001554 0.0003006481 0.00109552 0.58036416
0.056395008 0.0406355 0.0004523 0.0031803969 0.00165125 0.40698979
0.037817577 0.0220581 0.0001498 0.0014301691 0.00048656 0.36343548
0.006065522 0.0096939 1.0666E-05 3.6790557E-05 9.3972E-05 1.69501963
0.023729239 0.0079698 0.0012912 0.0005630768 6.3517E-05 1.83422143
0.014605777 0.0011537 0.0018445 0.0002133287 1.331E-06 4.10312928
0.028936578 0.0131771 0.0022119 0.0008373255 0.00017364 1.89657179
0.039019928 0.0547794 0.0013944 0.0015225548 0.00300078 0.8652099
0.018053493 0.033813 0.0009386 0.0003259286 0.00114332 1.38050704
0.05385271 0.0380933 0.0017915 0.0029001144 0.0014511 0.85139799
0.043852761 0.0280933 0.002624 0.0019230646 0.00078923 1.28984597
0.01841984 0.0026604 0.0017275 0.0003392905 7.0776E-06 2.91033625
0.047337467 0.031578 0.0033471 0.0022408358 0.00099717 1.33926122
0.042712111 0.0269527 0.0018378 0.0018243244 0.00072645 1.11136475
0.054388949 0.0701484 0.0057734 0.0029581578 0.0049208 1.29824072
0.056984357 0.0727438 0.0091051 0.0032472169 0.00529166 1.56112237
0.096593289 0.0808338 0.0038878 0.0093302635 0.00653411 0.67440596
0.022455 0.0066955 0.0005464 0.000504227 4.483E-05 1.27617729
0.010686195 0.0264457 7.1653E-06 0.0001141948 0.00069937 0.18056153
0.035389029 0.0511485 0.0004675 0.0012523834 0.00261617 0.54702698
MAPE 0.0420633416
1.0898401112 1.05421928 0.0353327584 0.0017693247

MAPE_ARIMA MAPE_RW Pred_Ensem MAE_Ensem Pred_RMSE RMSE_Ensem


0.8501899962 0.82033003 -0.011966048 0.0527120958 -0.0102336 0.0029642081
1.1016656269 0.700296 -0.024336222 0.014437768 -0.01160136 0.000738352
0.7628298097 1.51323567 -0.00605265 0.0286947245 0.010250616 0.0001535482
0.934917585 1.17582736 -0.010677977 0.0767696245 0.004072429 0.0038463834
1.0827959367 0.76220791 -0.022881284 0.0259879623 -0.00987114 0.0015208523
1.1083080585 0.69399751 -0.028847028 0.0091288716 -0.01651145 0.0004607227
0.8528934332 1.41250828 -0.03312422 0.0612950968 -0.02128786 0.0024461664
0.9034180937 1.27098814 -0.023645 0.0665277632 -0.01064129 0.0028648242
1.1390579999 0.60954079 -0.03387474 0.0041130651 -0.02213605 5.8150098E-05
1.0547261529 0.84632978 -0.018750847 0.0568703096 -0.00514626 0.0049667107
0.9168741506 1.23340126 -0.017158809 0.066947401 -0.00335755 0.0028245126
0.8073019471 1.541053 -0.017300033 0.0387780026 -0.00351616 0.0006247065
1.0792009165 0.77762054 -0.028955545 0.023300719 -0.01660978 0.0012706718
1.122888381 0.65495485 -0.026172957 0.0075058818 -0.01348387 0.0004078366
3.1480047312 5.03115141 -0.019535982 0.0176091991 -0.00602801 1.6820053E-05
1.2112626126 0.40681858 -0.015164249 0.0044262501 -0.00111688 0.0003412747
1.3954070288 0.11022059 -0.010462066 4.971431E-06 0.004165475 0.0002141104
1.1668992273 0.53138173 -0.013447967 0.0113498707 0.000811164 0.000655821
0.904104084 1.26925576 -0.018231132 0.0613898002 -0.00456216 0.0022772776
0.8135050222 1.52363906 -0.022386664 0.0445788967 -0.00923042 0.0009873828
1.0832510459 0.7662484 -0.022078763 0.0276352066 -0.00888453 0.0016670436
1.1042135723 0.70738999 -0.016572147 0.0231418739 -0.00269849 0.0013701498
1.2898054071 0.18628677 -0.0119769 0.0023042003 0.002463737 0.0002803896
1.0958069899 0.73099392 -0.01565585 0.0275428768 -0.00166913 0.0017247071
1.1072952634 0.69873725 -0.018674506 0.0198988647 -0.00506024 0.0011231299
0.9292857779 1.19855081 -0.02501228 0.0835399694 -0.01217999 0.0049995756
0.9322884441 1.19011995 -0.029919722 0.0910428195 -0.01769292 0.0062119653
1.044765131 0.87430883 -0.028697426 0.0637571234 -0.01631982 0.0057964974
1.2259598848 0.3655517 -0.018452237 0.0001359772 -0.00481055 0.0001824043
0.7208257574 1.78386313 -0.014826561 0.0296514963 -0.00073752 0.0002421902
0.8952953808 1.29398877 -0.014709059 0.0542368279 -0.00060552 0.0016106813
0.9420604708

Pred_MAPE MAPE_Ensem
-0.01101633 0.8296745493
0.002686006 1.0692733841
-0.01447967 1.6395027095
-0.01023835 1.1549113563
0.001318674 1.0269837192
0.006995899 1.1842194517
0.011063809 0.6072607581
0.002057896 0.9520111082
0.011776037 1.3956779131
-0.00259217 0.9657216063
-0.00410462 1.0824410162
-0.00397045 1.1848614595
0.007102663 1.1359198447
0.004459114 1.1324010546
-0.00184623 0.0418081557
-0.00599952 0.6937537987
-0.01046674 2.812194E-05
-0.00763004 0.6923103091
-0.00308588 1.0715007549
0.000862012 0.9611570215
0.000569497 1.011455474
-0.00466197 0.8826115595
-0.0090276 0.3678637411
-0.00553248 0.8719295878
-0.00266466 0.9309197651
0.003356433 0.9426522138
0.008018663 0.8688112512
0.006857441 1.0741709411
-0.00287582 0.8429908518
-0.00632033 1.4263310497
-0.00643196 1.1627200678

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