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