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Table 9

The DM test results between the proposed prediction approach and the other prediction models

DM (model 1, model 2)1% significance level5% significance level10% significance level
DM (ARMA, proposed approach) 1.9277 1.1609 1.0671 
DM (SVM, proposed approach) 2.3987 1.0729 1.0769 
DM (LSSVM, proposed approach) 1.4157 1.0708 1.0446 
DM (BP neural network, proposed approach) 1.2535 1.9303 1.0317 
DM (Elman neural network, proposed approach) 2.3480 1.2260 1.0761 
DM (model 1, model 2)1% significance level5% significance level10% significance level
DM (ARMA, proposed approach) 1.9277 1.1609 1.0671 
DM (SVM, proposed approach) 2.3987 1.0729 1.0769 
DM (LSSVM, proposed approach) 1.4157 1.0708 1.0446 
DM (BP neural network, proposed approach) 1.2535 1.9303 1.0317 
DM (Elman neural network, proposed approach) 2.3480 1.2260 1.0761 
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