Model | MSE | RMSE | R2 | MAE |
ARIMA(1,1,0) | 0.000 | 0.013 | 0.997 | 0.007 |
ARIMA(0,1,1) | 0.000 | 0.010 | 0.998 | 0.006 |
ARIMA(1,1,1) | 0.000 | 0.013 | 0.997 | 0.007 |
LSTM | 0.000 | 0.024 | 0.987 | 0.013 |
LightBGM | 0.001 | 0.029 | 0.989 | 0.016 |
XGBoost | 0.002 | 0.047 | 0.970 | 0.029 |
GBDT | 0.002 | 0.041 | 0.982 | 0.027 |
AdaBoost | 0.002 | 0.046 | 0.975 | 0.029 |
Random Forest | 0.001 | 0.024 | 0.990 | 0.014 |
Decision Tree | 0.001 | 0.023 | 0.984 | 0.014 |