Time-averaged performance comparison for each maturity pair
| Tn\TS | 1 | 2 | 3 | 5 | 7 | 10 |
|---|---|---|---|---|---|---|
| 1 | 4.5648/11.9618 | 1.3698/21.8410 | 0.7137/22.4873 | 0.5816/18.0907 | 1.0917/16.9350 | 1.5537/16.2323 |
| 2 | 14.3426/12.4134 | 2.4706/7.1413 | 0.6178/8.8432 | 0.9775/11.8410 | 2.7375/15.1261 | 4.3994/16.8990 |
| 3 | 22.0335/21.9966 | 5.9828/7.7694 | 1.2249/4.2516 | 1.3701/5.7262 | 4.3304/9.4019 | 7.4622/12.4973 |
| 5 | 32.4725/34.4908 | 12.5185/17.1694 | 3.9538/10.4634 | 1.1257/10.0113 | 4.7915/13.8504 | 8.3897/16.2631 |
| 7 | 34.7667/30.7702 | 16.2570/13.8607 | 6.8555/8.1459 | 0.8705/10.8151 | 1.9622/16.4478 | 4.2073/21.1314 |
| 10 | 31.3438/22.2418 | 18.1151/9.0601 | 11.5211/5.0799 | 5.6316/6.6442 | 3.9493/12.3443 | 3.8040/21.2147 |
| 1 | 2 | 3 | 5 | 7 | 10 | |
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Note(s): Each cell presents the MSPE of the proposed method (in italicface) versus the benchmark model in percentage terms