Research on Stock Price Time Series Prediction Based on Deep Learning and Autoregressive Integrated Moving Average

Table 3

ARIMA-LSTM mixed-model loss function evaluation table.

	Develop data set			Test1 data set			Test2 data set
	MSE	RMSE	MAE	MSE	RMSE	MAE	MSE	RMSE	MAE
ARIMA-LSTM	0.103	0.320	0.250	0.101	0.319	0.248	0.116	0.341	0.266
Full history	0.479	0.692	0.558	0.463	0.681	0.554	0.432	0.657	0.523
Constant correlation	0.277	0.526	0.462	0.214	0.463	0.400	0.281	0.530	0.430
Single-index model	0.420	0.624	0.540	0.411	0.641	0.534	0.247	0.497	0.482
Multigroup	0.307	0.554	0.451	0.291	0.539	0.455	0.297	0.536	0.448