指数 | 方法 | RMSE | MAE | MAPE | R2 | CPU_TIME |
SSEC | LSTM | 49.42934 | 35.31324 | 0.011873 | 0.96442 | 23.1411 |
EMD-LSTM | 23.95438 | 18.13328 | 0.005658 | 0.99013 | 223.3267 | |
CEEMDAN-LSTM | 22.28871 | 17.04217 | 0.005321 | 0.99117 | 251.4321 | |
PSO-LSTM | 37.32633 | 28.67844 | 0.008327 | 0.98231 | 87.2213 | |
Proposed | 19.8797 | 15.97543 | 0.004864 | 0.99265 | 312.2543 | |
S&P500 | LSTM | 81.26213 | 61.74108 | 0.016926 | 0.98123 | 24.8193 |
EMD-LSTM | 42.55853 | 36.1823 | 0.009753 | 0.98923 | 210.2357 | |
CEEMDAN-LSTM | 38.19496 | 30.15249 | 0.008044 | 0.99133 | 224.3283 | |
PSO-LSTM | 56.5458 | 43.5343 | 0.011476 | 0.98332 | 86.2342 | |
Proposed | 29.68454 | 23.67231 | 0.005786 | 0.99469 | 340.2357 | |
FTSE | LSTM | 104.35234 | 69.87963 | 0.010234 | 0.96587 | 29.5431 |
EMD-LSTM | 57.52134 | 45.23177 | 0.006992 | 0.98942 | 221.8734 | |
CEEMDAN-LSTM | 52.41531 | 38.58732 | 0.005913 | 0.99123 | 241.3278 | |
PSO-LSTM | 85.87344 | 56.34467 | 0.008754 | 0.98153 | 92.2211 | |
Proposed | 46.6532 | 32.53211 | 0.004776 | 0.99321 | 322.3211 | |
N225 | LSTM | 490..01216 | 357.3127 | 0.014324 | 0.97535 | 30.4321 |
EMD-LSTM | 241.63233 | 186.28561 | 0.007233 | 0.99113 | 287.3124 | |
CEEMDAN-LSTM | 188.62348 | 147.78641 | 0.005864 | 0.99225 | 333.7655 | |
PSO-LSTM | 348.58122 | 269.38194 | 0.010947 | 0.98543 | 93.3532 | |
Proposed | 167.06532 | 131.31241 | 0.004611 | 0.99523 | 418.7983 | |
DAX | LSTM | 232.01216 | 165.22418 | 0.012901 | 0.97533 | 30.6483 |
EMD-LSTM | 152.60336 | 126.33213 | 0.009394 | 0.98978 | 221.2357 | |
CEEMDAN-LSTM | 124.58732 | 91.52134 | 0.006912 | 0.99134 | 236.6912 | |
PSO-LSTM | 197.34513 | 135.26432 | 0.010557 | 0.98175 | 86.2312 | |
Proposed | 101.54321 | 79.89764 | 0.005321 | 0.99404 | 347.1238 |