Table 6

The DM test values of the forecasting models

DM (model 1, model 2)significance level (test phase)
significance level (training phase)
1%5%10%1%5%10%
DM (ARIMA, proposed model) 1.9963 2.9335 2.8536 5.1758 5.2608 5.0268 
DM (TAR, proposed model) 2.4325 3.2743 3.6537 4.3627 4.8926 4.7780 
DM (SVM proposed model) 2.7765 3.7485 3.7643 5.0239 5.3789 5.2364 
DM (LSTM, proposed model) 2.4031 2.7643 3.8834 3.9958 4.8211 4.8752 
DM (MEED-ARIMA, proposed model) 2.4436 2.7875 3.5463 3.2594 3.1687 3.2658 
DM (model 1, model 2)significance level (test phase)
significance level (training phase)
1%5%10%1%5%10%
DM (ARIMA, proposed model) 1.9963 2.9335 2.8536 5.1758 5.2608 5.0268 
DM (TAR, proposed model) 2.4325 3.2743 3.6537 4.3627 4.8926 4.7780 
DM (SVM proposed model) 2.7765 3.7485 3.7643 5.0239 5.3789 5.2364 
DM (LSTM, proposed model) 2.4031 2.7643 3.8834 3.9958 4.8211 4.8752 
DM (MEED-ARIMA, proposed model) 2.4436 2.7875 3.5463 3.2594 3.1687 3.2658 
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