Research Article
Optimization of Local Prediction Algorithm of Financial Time Series Based on Fuzzy Neural Network
Table 2
Predict the index results of different models.
| Error | Traditional forecasting model | CNN-GRU model | ARIMA-ESN model | Prediction model in this paper |
| MAPE | 20.741 | 19.934 | 19.794 | 19.368 | RMSE | 6.256 | 6.187 | 5.864 | 5.648 | MAE | 4.765 | 4.714 | 4.527 | 4.421 |
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