Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market

Table 3

Prediction results for the natural logarithms series of stock price.

Stock name	ULP		MLP		MPP		MBP
	RMSE	NMSE	RMSE	NMSE	RMSE	NMSE	RMSE	NMSE
SHCI	0.0141	0.0134	0.0134	0.0120	0.0138	0.0123	0.0181	0.0219
SHCI1	0.0160	0.0151	0.0154	0.0139	0.0149	0.0130	0.0199	0.0232
SHAI	0.0139	0.0130	0.0138	0.0128	0.0146	0.0143	0.0153	0.0156
SHBI	0.019	0.0251	0.0178	0.0222	0.0169	0.0199	0.0187	0.0243