VAR

SVR

RF

LSTM

MSE(Train)

3.433146e−5

3.078222e−5

1.186559e−6

2.274719e−5

R2 (Train)

0.350172

0.417352

0.775407

0.593098

MSE(Test)

5.607217e−6

1.110079e−5

8.340478e−6

4.244879e−5

R2 (Test)

−0.336931

−1.646767

−0.988624

−0.956968