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

Table 12

Summary of all prediction models for Wanxiang Denong.

Performance index	PCA_BP_LM	PCA_BP_BR	PCA_BP_SCG	BP_LM	BP_BR	BP_SCG
MSE	0.0764	0.0698	1.6857	0.3494	0.0880	7.1489	0.1324	0.1744	0.4644
RMSE	0.2764	0.2642	1.2983	0.5911	0.2966	2.6737	1.6351	0.4176	0.6815
Mape	0.0181	0.0169	0.0952	0.0333	0.0201	0.2112	0.0190	0.0219	0.0375
Accuracy5	0.9833	0.9900	0.2267	0.8033	0.9467	0.0533	0.9367	0.9133	0.7500
Accuracy	0.9830	0.9886	0.3623	0.8360	0.9533	0.2004	0.9455	0.9263	0.7925

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