Research Article
Prediction after a Horizon of Predictability: Nonpredictable Points and Partial Multistep Prediction for Chaotic Time Series
Table 3
Electricity load series: nonpredictable points and error measures.
| Cl/Trj | UPV | NP | | | | | NP (%) | MAPE | RMSE | NP (%) | MAPE (%) | RMSE | NP (%) | MAPE | RMSE | NP (%) | MAPE | RMSE |
| cl | avg | cm | 0 | 0.26 | 0.30 | 0 | 0.21 | 0.25 | 0 | 0.20 | 0.24 | 0 | 0.22 | 0.27 | ap | 30 | 0.25 | 0.30 | 58 | 0.21 | 0.24 | 98 | 0.25 | 0.26 | 100 | — | — | en | 38 | 0.26 | 0.33 | 64 | 0.29 | 0.35 | 65 | 0.25 | 0.31 | 74 | 0.18 | 0.22 | wavgd | cm | 0 | 0.26 | 0.31 | 0 | 0.22 | 0.26 | 0 | 0.21 | 0.26 | 0 | 0.24 | 0.29 | wavgl | cm | 0 | 0.26 | 0.30 | 0 | 0.21 | 0.25 | 0 | 0.20 | 0.24 | 0 | 0.21 | 0.26 | wavgc | cm | 0 | 0.16 | 0.22 | 0 | 0.19 | 0.25 | 0 | 0.22 | 0.27 | 0 | 0.23 | 0.29 | | lr | 96 | 0.21 | 0.22 | 13 | 0.21 | 0.27 | 33 | 0.19 | 0.23 | 51 | 0.25 | 0.29 | | svm | 68 | 0.14 | 0.18 | 73 | 0.18 | 0.23 | 100 | — | — | 100 | — | — | | dt | 97 | 0.28 | 0.29 | 85 | 0.16 | 0.22 | 100 | — | — | 100 | — | — | | knn | 90 | 0.26 | 0.27 | 72 | 0.19 | 0.23 | 100 | — | — | 100 | — | — | | mlp | 33 | 0.21 | 0.26 | 31 | 0.20 | 0.25 | 57 | 0.25 | 0.31 | 70 | 0.27 | 0.31 | | adblr | 100 | — | — | 13 | 0.25 | 0.31 | 48 | 0.20 | 0.25 | 63 | 0.23 | 0.29 | | adbsvm | 54 | 0.32 | 0.37 | 45 | 0.26 | 0.32 | 96 | 0.15 | 0.16 | 100 | — | — | | lrv | 23 | 0.30 | 0.36 | 41 | 0.25 | 0.32 | 57 | 0.21 | 0.26 | 57 | 0.22 | 0.27 | | lrs | 79 | 0.28 | 0.33 | 74 | 0.26 | 0.32 | 100 | — | — | 100 | — | — | | rg | 0 | 0.25 | 0.31 | 26 | 0.23 | 0.27 | 32 | 0.20 | 0.25 | 44 | 0.26 | 0.31 | | rgdbscan | 0 | 0.25 | 0.31 | 26 | 0.23 | 0.29 | 28 | 0.21 | 0.26 | 20 | 0.24 | 0.29 | | rgwshrt | 0 | 0.25 | 0.31 | 5 | 0.24 | 0.30 | 14 | 0.19 | 0.24 | 10 | 0.23 | 0.27 |
| trj | avg | cm | 0 | 0.18 | 0.01 | 0 | 0.37 | 0.04 | 0 | 0.44 | 0.08 | 0 | 0.46 | 0.09 | ap | 17 | 0.09 | 0.01 | 28 | 0.11 | 0.01 | 61 | 0.11 | 0.01 | 63 | 0.11 | 0.01 | trjp | rgdbscan | 0 | 0.10 | 0.01 | 0 | 0.12 | 0.01 | 63 | 0.34 | 0.05 | 51 | 0.33 | 0.03 |
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Bold values represent column minimums for ease of identification of the corresponding algorithms.
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