Prediction output with different prediction horizons.
| Data set | Model | 2 | 3 | 5 | 7 | 10 | 15 |
|---|---|---|---|---|---|---|---|
| USD/CHF | PSNN-SDE | 0.0312 | 0.0485 | 0.0594 | 0.0698 | 0.0896 | 0.1189 |
| PSNN-DE | 0.0426 | 0.0566 | 0.0625 | 0.0716 | 0.1131 | 0.1194 | |
| PSNN-SFL | 0.0392 | 0.0604 | 0.0638 | 0.0937 | 0.0971 | 0.1249 | |
| PSNN-PSO | 0.0388 | 0.0504 | 0.0789 | 0.0867 | 0.0983 | 0.1206 | |
| USD/JPY | PSNN-SDE | 0.0545 | 0.0657 | 0.0748 | 0.0826 | 0.1085 | 0.1211 |
| PSNN-DE | 0.0582 | 0.0669 | 0.0753 | 0.0843 | 0.1097 | 0.1293 | |
| PSNN-SFL | 0.0561 | 0.0663 | 0.0767 | 0.0873 | 0.1102 | 0.1396 | |
| PSNN-PSO | 0.0564 | 0.0671 | 0.0828 | 0.0977 | 0.1108 | 0.1375 |
| Data set | Model | 2 | 3 | 5 | 7 | 10 | 15 |
|---|---|---|---|---|---|---|---|
| USD/CHF | PSNN-SDE | ||||||
| PSNN-DE | 0.0426 | 0.0566 | 0.0625 | 0.0716 | 0.1131 | 0.1194 | |
| PSNN-SFL | 0.0392 | 0.0604 | 0.0638 | 0.0937 | 0.0971 | 0.1249 | |
| PSNN-PSO | 0.0388 | 0.0504 | 0.0789 | 0.0867 | 0.0983 | 0.1206 | |
| USD/JPY | PSNN-SDE | ||||||
| PSNN-DE | 0.0582 | 0.0669 | 0.0753 | 0.0843 | 0.1097 | 0.1293 | |
| PSNN-SFL | 0.0561 | 0.0663 | 0.0767 | 0.0873 | 0.1102 | 0.1396 | |
| PSNN-PSO | 0.0564 | 0.0671 | 0.0828 | 0.0977 | 0.1108 | 0.1375 |
Bold values in the table represents better results obtained by the model in comparision to other models.
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