Enhancing Stock Price Trend Prediction via a Time-Sensitive Data Augmentation Method

Table 3

Comparison experiments by adding decay-scale random noise with diverse scales to the high-frequency subseries and the original time series.

	Decay-scale random noise		Decay-scale random noise
	High frequency (ours)		Original time series
Scale coefficient ()	MSE	MAE	MSE	MAE
0.05	5.105	0.929	5.119	0.926
0.1	5.006	0.902	5.130	0.921
0.15	5.117	0.927	5.115	0.925
No data augmentation			5.106	0.923