A Quantitative Comparison Between ARMAV and GMWM
1 hour | 3 hours | 5 hours | ||||
---|---|---|---|---|---|---|
Method | % below | RMSE log | % below | RMSE log | % below | RMSE log |
ARMAV weighted | 74.34 % | 0.09 | 82.38 % | 0.09 | 83.88 % | 0.08 |
Constrained ARMAV | 15.02 % | 0.35 | 17.66 % | 0.29 | 18.91 % | 0.28 |
C-ARMAV w/ χ2 | 0.39 % | 0.39 | 0.51 % | 0.52 | 0.42 % | 0.44 |
GMWM weighted | 75.98 % | 0.10 | 83.14 % | 0.10 | 84.37 % | 0.09 |
Constrained GMWM | 16.34 % | 0.17 | 16.78 % | 0.11 | 17.01 % | 0.13 |
C-GMWM w/ χ2 | 0.58 % | 0.28 | 0.38 % | 0.27 | 0.43 % | 0.19 |