数据集

组件

MSE

RAI_{MAE_2}

RAI_{MAE_1}

VAR

G-O

ARIMA

G-O

ARIMA

1

$X_1$

5.76

5.48

4.37

−5.11

−31.81

$X_2$

11.22

99.75

87.80

88.75

87.22

$X_3$

3.61

3.29

2.86

−9.73

−26.22

$X_4$

8.29

165.92

145.93

95.004

94.32

Average

7.22

68.61

60.24

42.23

30.88

2

$F_1$

115.39

115.63

116.64

0.208

1.072

$F_2$

81.58

83.73

80.46

2.568

−1.392

$F_3$

9.99

11.80

10.43

15.339

4.219

Average

68.98

70.39

69.18

6.038

1.299