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

Table 13

TOPSIS evaluation of different models.

Prediction model	Positive ideal solution distance (D+)	Negative ideal solution distance (D−)	Comprehensive score index	The ranking of models
PCA-BP_LM	0.0162	0.3718	0.9582	5
PCA-BP_BR	0.0000	0.3859	1.0000	1
PCA-BP_SCG	0.3859	0.0000	0.0000	9
BP_LM	0.0161	0.3720	0.9584	4
BP_BR	0.0300	0.3606	0.9233	6
BP_SCG	0.2351	0.2073	0.4687	8
	0.0032	0.3830	0.9918	2
	0.0084	0.3784	0.9784	3
	0.0630	0.3337	0.8413	7