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    Ensemble Self Exercise Class

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    Rajat Bhatia
    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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    © All Rights Reserved
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    Ensemble Self Exercise Class

    Uploaded by

    Rajat Bhatia
    22 views4 pages
    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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    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.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    22 views4 pages

    Ensemble Self Exercise Class

    Uploaded by

    Rajat Bhatia
    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.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 4

    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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