A Hybrid Model Using PCA and BP Neural Network for Time Series Prediction in Chinese Stock Market with TOPSIS Analysis

Table 10

Summary of all prediction models for China Merchants Bank.

Performance index	PCA_BP_LM	PCA_BP_BR	PCA_BP_SCG	BP_LM	BP_BR	BP_SCG
MSE	1.8505	0.6835	465.9897	1.7650	2.8216	50.4798	0.9742	1.3598	4.0850
RMSE	1.3603	0.8267	21.5868	1.3285	1.6798	7.1049	0.9870	1.1661	2.0211
MAPE	0.0204	0.0130	0.4137	0.0197	0.0226	0.1142	0.0154	0.0187	0.0336
Accuracy5	0.9433	0.9967	0.0000	0.9433	0.8967	0.2233	0.9867	0.9700	0.7867
Accuracy	0.9506	0.9947	0.1173	0.9507	0.9128	0.3558	0.9863	0.9723	0.8226

RMSE, root mean square error. Bold values signify the best results.