Table 6

Metrics obtained by each model ordered from lowest to highest RMSE

ModelRMSEMAEMAPEVariablesOverfitting
Second Voting (OMP/RF/ET)0.17150.13121.4816StationaryNo
First Voting (OMP/CatBoost/AdaBoost/XGBoost)0.17590.13601.3781StationaryYes
ET0.17820.13581.3479StationaryNo
OMP0.17860.14181.558StationaryNo
Random Forest0.18580.14641.5869StationaryNo
CatBoost0.18600.14561.5149StationaryYes
Adaboost0.18890.14991.6574StationaryYes
XGBoost0.18990.15091.4860StationaryYes
Voting (BR/RL)0.33360.27810.0782NonstationaryYes
Bayesian Ridge0.33380.27510.0783NonstationaryYes
Stationary Base Linear Regression0.38160.31165.3768StationaryNo
Non-Stationary Base Linear Regression0.40180.34510.0866NonstationaryNo

Source(s): Table by authors

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