数据 | 参数 | PSO-SVR | SVR | BP | RF |
东北制药 | MAE | 0.16479 | 0.20424 | 0.22254 | 0.26074 |
MSE | 0.068716 | 0.15137 | 0.17056 | 0.22391 | |
MAPE | 0.02622 | 0.030648 | 0.03439 | 0.041021 | |
R方 | 0.96055 | 0.94485 | 0.94448 | 0.9252 | |
测试时间(单位:秒) | 9.369703 | 27.254059 | 1.165984 | 1.992097 | |
沪深300指数 | MAE | 34.0208 | 46.5617 | 65.6359 | 117.37 |
MSE | 1992.8337 | 3096.6386 | 6781.8117 | 21401.773 | |
MAPE | 0.0089365 | 0.012267 | 0.017439 | 0.031239 | |
R方 | 0.9382 | 0.93772 | 0.9375 | 0.73021 | |
测试时间(单位:秒) | 13.179827 | 62.003099 | 1.458952 | 0.935442 | |
道琼斯指数 | MAE | 328.9117 | 336.5621 | 380.824 | 451.5471 |
MSE | 173045.4222 | 186449.2703 | 253865.4645 | 340335.845 | |
MAPE | 0.010368 | 0.010618 | 0.012129 | 0.014377 | |
R方 | 0.96788 | 0.96619 | 0.96171 | 0.94541 | |
测试时间(单位:秒) | 37.891043 | 133.304240 | 1.261699 | 0.866079 |