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 | |||