Metrics obtained by each model ordered from lowest to highest RMSE
| Model | RMSE | MAE | MAPE | Variables | Overfitting |
|---|---|---|---|---|---|
| Second Voting (OMP/RF/ET) | 0.1715 | 0.1312 | 1.4816 | Stationary | No |
| First Voting (OMP/CatBoost/AdaBoost/XGBoost) | 0.1759 | 0.1360 | 1.3781 | Stationary | Yes |
| ET | 0.1782 | 0.1358 | 1.3479 | Stationary | No |
| OMP | 0.1786 | 0.1418 | 1.558 | Stationary | No |
| Random Forest | 0.1858 | 0.1464 | 1.5869 | Stationary | No |
| CatBoost | 0.1860 | 0.1456 | 1.5149 | Stationary | Yes |
| Adaboost | 0.1889 | 0.1499 | 1.6574 | Stationary | Yes |
| XGBoost | 0.1899 | 0.1509 | 1.4860 | Stationary | Yes |
| Voting (BR/RL) | 0.3336 | 0.2781 | 0.0782 | Nonstationary | Yes |
| Bayesian Ridge | 0.3338 | 0.2751 | 0.0783 | Nonstationary | Yes |
| Stationary Base Linear Regression | 0.3816 | 0.3116 | 5.3768 | Stationary | No |
| Non-Stationary Base Linear Regression | 0.4018 | 0.3451 | 0.0866 | Nonstationary | No |
| Model | RMSE | MAE | MAPE | Variables | Overfitting |
|---|---|---|---|---|---|
| Second Voting (OMP/RF/ET) | 0.1715 | 0.1312 | 1.4816 | Stationary | No |
| First Voting (OMP/CatBoost/AdaBoost/XGBoost) | 0.1759 | 0.1360 | 1.3781 | Stationary | Yes |
| ET | 0.1782 | 0.1358 | 1.3479 | Stationary | No |
| OMP | 0.1786 | 0.1418 | 1.558 | Stationary | No |
| Random Forest | 0.1858 | 0.1464 | 1.5869 | Stationary | No |
| CatBoost | 0.1860 | 0.1456 | 1.5149 | Stationary | Yes |
| Adaboost | 0.1889 | 0.1499 | 1.6574 | Stationary | Yes |
| XGBoost | 0.1899 | 0.1509 | 1.4860 | Stationary | Yes |
| Voting (BR/RL) | 0.3336 | 0.2781 | 0.0782 | Nonstationary | Yes |
| Bayesian Ridge | 0.3338 | 0.2751 | 0.0783 | Nonstationary | Yes |
| Stationary Base Linear Regression | 0.3816 | 0.3116 | 5.3768 | Stationary | No |
| Non-Stationary Base Linear Regression | 0.4018 | 0.3451 | 0.0866 | Nonstationary | No |
Source(s): Table by authors
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