Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market

Table 2

Prediction results for stock returns series.

Stock name	ULP		MLP		MPP		MBP
	RMSE	NMSE	RMSE	NMSE	RMSE	NMSE	RMSE	NMSE
SHCI	0.0139	1.0979	0.0139	1.0952	0.0165	1.5440	0.017	1.6302
SHCI1	0.0150	1.0991	0.0138	0.9375	0.0166	1.3524	0.0175	1.5037
SHAI	0.0140	1.1065	0.0138	1.0744	0.0180	1.8301	0.0147	1.2144
SHBI	0.0170	1.1143	0.0170	1.1109	0.0180	1.2414	0.0192	1.4121