Training set

Test set

Model

RMSE

MAPE

NSE

RMSE

MAPE

NSE

ARIMA (1, 1, 0)

6.4172

0.0658

0.9421

19.8854

0.2931

−1.0583

ANN (4, 1, 1)

6.8834

0.0680

0.9334

6.6812

0.1140

0.7676

RF

3.6408

0.0355

0.9814

7.1443

0.1235

0.7343

FTS

4.8150

0.0476

0.9675

4.3210

0.0744

0.9034

Training set

Test set

Modified Diebold-Mariano

p-value

Modified Diebold-Mariano

p-value

ARIMA-ANN

−1.1705

0.878

6.390*

2.156e−08

ARIMA-RF

5.269*

2.907e−07

6.585*

1.049e−08

ARIMA-FTS

3.1858*

0.0009115

7.2609*

8.574e−10

RF-FTS

−3.8909

0.9999

3.0987*

0.001554

ANN-FTS

3.7739*

0.0001235

3.1501*

0.001341

ANN-RF

4.9635*

1.108e−06

−0.79746

0.7856