Model | Equation | MAPE in train set | Ljung–Box Test | MAPE in test set |
---|---|---|---|---|
CT(t) | \(H\left( t \right) = ~ - {\boldsymbol{3315.30}} + {\boldsymbol{17.03}} \times ~{\boldsymbol{CT}}\left( {\boldsymbol{t}} \right) + {\boldsymbol{196.63}} \times {\boldsymbol{Ld}}\left( {\boldsymbol{t}} \right) + ~\varepsilon \left( t \right) + ~0.84 \times \varepsilon \left( {t - 1} \right)\), with \(~\varepsilon \left( t \right)~ \sim {\mathcal{N}}\left( {0,~3420285} \right)\) | 6.82 | 0.0490* | 20.02 |
CT(t − 1) | \(H\left( t \right) = {\boldsymbol{7.05}} \times {\boldsymbol{CT}}\left( {\boldsymbol{t}} - {\boldsymbol{1}} \right) + {\boldsymbol{889.49}} \times {\boldsymbol{Ld}}\left( {\boldsymbol{t}} \right) + \varepsilon \left( t \right) + ~2.27 \times \eta \left( {t - 1} \right) - ~1.93 \times \eta \left( {t - 2} \right) + 0.59 \times ~\eta \left( {t - 3} \right)\), with \(~\varepsilon \left( t \right)~ \sim {\mathcal{N}}\left( {0,~924814} \right)\) | 25.82 | 0.0387* | 20.72 |
CT(t − 2) | \(H\left( t \right) = {\boldsymbol{29227}}.{\boldsymbol{22}} - {\boldsymbol{2.68}} \times \user2{CT}\left( {{\boldsymbol{t}} -{\boldsymbol{ 2}}} \right) - {\boldsymbol{1024.94}} \times {\boldsymbol{Ld}}\left({\boldsymbol{t}} \right) + ~\varepsilon \left( t \right) + ~1.95 \times \eta \left( {t - 1} \right) - ~0.96 \times \eta \left( {t - 2} \right)\), with \(~\varepsilon \left( t \right)~ \sim{\mathcal{N}}\left( {0,~968004} \right)\) | 30.85 | 0.2406 | 127.13 |
CT(t − 1), CT(t − 2), H(t − 1), H(t − 2) | \(H\left( t \right) = {\boldsymbol{8.60}} \times {\boldsymbol{CT}}\left( {{\boldsymbol{t}} - {\boldsymbol{1}}} \right) -{\boldsymbol{ 4.27}} \times {\boldsymbol{CT}}\left( {\boldsymbol{t}} -{\boldsymbol{ 2}} \right) + {\boldsymbol{149.89}} \times {\boldsymbol{Ld}}\left( {\boldsymbol{t}} \right) + {\boldsymbol{0.97}} \times {\boldsymbol{H}}\left( {{\boldsymbol{t}} -{\boldsymbol{1}}} \right) - {\boldsymbol{0.42}} \times {\boldsymbol{H}}\left( {\boldsymbol{t}} -{\boldsymbol{ 2}} \right) + ~\varepsilon \left( t \right) + ~1.83 \times \eta \left( {t - 1} \right)\), with \(~\varepsilon \left( t \right)~ \sim{\mathcal{N}}\left( {0,~479558} \right)\) | 24.40 | 0.1182 | 5.09 |