Smooth Transitions, Neural Networks, and Linear Models - CiteSeerX
Smooth Transitions, Neural Networks, and Linear Models - CiteSeerX
Smooth Transitions, Neural Networks, and Linear Models - CiteSeerX
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Table 8: Number of series where model A (column) is better than model B (row) according to themodified Diebold-Mariano test at a 0.05 level (MAE test).1-step-ahead2-step-aheadNCSTAR ANN AR RW NCSTAR ANN AR RWNCSTAR – 0 0 0 – 1 2 1ANN 1 – 1 1 1 – 1 2AR 1 0 – 0 0 0 – 1RW 2 5 4 – 0 0 0 –3-step-ahead4-step-aheadNCSTAR ANN AR RW NCSTAR ANN AR RWNCSTAR – 0 1 1 – 0 0 0ANN 1 – 1 1 1 – 1 1AR 0 0 – 1 0 0 – 0RW 0 0 0 – 0 0 0 –33
Change language