Optimization of Local Prediction Algorithm of Financial Time Series Based on Fuzzy Neural Network

Table 1

Specific prediction effect of the model.

Algorithm	Training set		Test set		Verification set
	MAPE	Theil	MAPE	Theil	MAPE	Theil
CNN	0.0124	0.0096	0.0125	0.0084	0.0095	0.0069
GRU	0.0084	0.0062	0.0074	0.0052	0.0069	0.0051
LSTM	0.0084	0.0056	0.0085	0.0057	0.0061	0.0048
BPNN	0.0096	0.0081	0.0099	0.0066	0.0085	0.0078
FNN	0.0071	0.0048	0.0041	0.0051	0.0057	0.0039