Table 1 Measures of BSTS performance
Testing Horizons | MAE | MAPE | RMSE |
|---|---|---|---|
12-step ahead prediction | 4395.847 | 4.176 | 5622.687 |
24-step ahead prediction | 4821.816 | 4.578 | 5938.697 |
36-step ahead prediction | 4674.154 | 4.495 | 5826.284 |
48-step ahead prediction | 6140.172 | 5.901 | 7335.529 |
60-step ahead prediction | 7880.740 | 7.659 | 9416.390 |
72-step ahead prediction | 14235.330 | 13.955 | 17151.620 |
84-step ahead prediction | 32750.720 | 32.465 | 39170.760 |
96-step ahead prediction | 33881.080 | 33.661 | 42252.210 |
108-step ahead prediction | 27384.980 | 28.328 | 28872.140 |