分折交叉验证
## 第 1 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 3.1444 13.5281 3.6781 0.0305 0.2153 0.4093
## 第 2 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 1.58255 3.53421 1.87995 0.01522 0.06432 0.21587
## 第 3 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 1.85162 4.61993 2.14940 0.01723 0.18867 0.39366
## 第 4 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 3.56907 14.85145 3.85376 0.03166 1.14537 1.17168
## 第 5 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 1.96116 6.14157 2.47822 0.01687 0.13456 0.29236
## 第 6 折交叉验证
## 误差
## mae mse rmse mape nmse nmae
## 4.82470 25.65505 5.06508 0.04039 0.24722 0.47590
6折交叉验证
## 6折交叉验证
总体误差
mae mse rmse mape nmse nmae
第 1 折 3.1444 13.5281 3.6781 0.030498 0.21534 0.4093
第 2 折 1.5825 3.5342 1.8799 0.015217 0.06432 0.2159
第 3 折 1.8516 4.6199 2.1494 0.017226 0.18867 0.3937
第 4 折 3.5691 14.8515 3.8538 0.031664 1.14537 1.1717
第 5 折 1.9612 6.1416 2.4782 0.016874 0.13456 0.2924
第 6 折 4.8247 25.6551 5.0651 0.040388 0.24722 0.4759
测试集总体 2.8222 11.3884 3.3747 0.025311 0.31670 0.5097
训练集总体 0.7337 0.9135 0.9558 0.006696 0.02540 0.1325
外推预测 7.4730 62.8809 7.9297 0.061461 0.53034 0.6863
拟合和预测结果
date 真值 拟合值 分折预测值 拟合误差 预测误差 拟合相对误差
1 2007-07-01 100.9 103.8 107.5 2.953289 2.953289 2.927e-02
2 2007-08-01 102.4 103.8 107.4 1.341247 1.341247 1.309e-02
3 2007-09-01 102.6 103.8 107.4 1.266228 1.266228 1.235e-02
4 2007-10-01 103.1 104.0 107.4 0.890487 0.890487 8.634e-03
5 2007-11-01 103.4 104.4 107.4 1.030684 1.030684 9.969e-03
6 2007-12-01 103.9 105.0 107.4 1.080839 1.080839 1.040e-02
7 2008-01-01 104.7 105.0 107.4 0.273052 0.273052 2.607e-03
8 2008-04-01 106.8 105.7 105.6 1.043516 1.043516 9.774e-03
9 2008-05-01 106.2 105.8 107.4 0.399641 0.399641 3.761e-03
10 2008-06-01 106.4 105.3 107.4 1.108723 1.108723 1.042e-02
11 2008-07-01 106.9 106.2 107.4 0.702097 0.702097 6.566e-03
12 2008-08-01 106.4 106.0 105.7 0.475086 0.475086 4.464e-03
13 2008-09-01 106.5 106.3 105.8 0.157999 0.157999 1.484e-03
14 2008-10-01 105.8 105.8 105.8 0.005402 0.005402 5.106e-05
15 2008-11-01 104.2 105.4 105.8 1.218538 1.218538 1.169e-02
16 2008-12-01 103.5 104.6 106.5 1.106088 1.106088 1.069e-02
17 2009-02-01 104.3 104.8 106.5 0.525771 0.525771 5.040e-03
18 2009-04-01 104.2 104.2 106.2 0.005828 0.005828 5.593e-05
19 2009-05-01 103.5 104.1 106.1 0.586403 0.586403 5.666e-03
20 2009-06-01 103.4 104.3 106.3 0.864663 0.864663 8.361e-03
21 2009-07-01 103.8 104.6 105.4 0.742346 0.742346 7.149e-03
22 2009-08-01 104.9 104.3 104.7 0.635971 0.635971 6.060e-03
23 2009-09-01 105.1 104.8 104.0 0.260419 0.260419 2.479e-03
24 2009-10-01 104.9 104.8 104.0 0.075563 0.075563 7.206e-04
25 2009-11-01 104.5 105.2 103.9 0.634071 0.634071 6.066e-03
26 2009-12-01 105.4 106.6 105.5 1.123334 1.123334 1.065e-02
27 2010-01-01 106.1 105.9 104.1 0.202296 0.202296 1.907e-03
28 2010-04-01 108.1 106.4 104.4 1.639395 1.639395 1.517e-02
29 2010-05-01 107.8 106.6 104.3 1.248381 1.248381 1.158e-02
30 2010-06-01 107.4 106.8 105.7 0.510584 0.510584 4.756e-03
31 2010-07-01 108.1 107.3 105.9 0.797082 0.797082 7.374e-03
32 2010-08-01 108.5 107.8 106.0 0.736327 0.736327 6.785e-03
33 2010-09-01 108.8 108.0 106.6 0.884158 0.884158 8.123e-03
34 2010-10-01 109.3 108.4 110.9 0.897324 0.897324 8.212e-03
35 2010-11-01 110.3 113.1 116.2 2.809869 2.809869 2.548e-02
36 2010-12-01 110.6 110.6 116.2 0.015194 0.015194 1.374e-04
37 2011-01-01 111.5 112.9 116.0 1.440835 1.440835 1.292e-02
38 2011-04-01 113.7 113.7 116.0 0.072071 0.072071 6.340e-04
39 2011-05-01 113.5 114.7 118.4 1.130960 1.130960 9.960e-03
40 2011-06-01 114.2 114.8 118.3 0.530724 0.530724 4.646e-03
41 2011-07-01 114.9 114.6 118.2 0.308142 0.308142 2.682e-03
42 2011-08-01 115.2 114.8 118.4 0.478288 0.478288 4.150e-03
43 2011-09-01 115.6 114.7 118.0 0.857975 0.857975 7.422e-03
44 2011-10-01 115.3 115.2 116.8 0.077877 0.077877 6.756e-04
45 2011-11-01 114.7 114.9 117.0 0.254408 0.254408 2.218e-03
46 2011-12-01 114.9 114.9 116.0 0.019189 0.019189 1.670e-04
47 2012-03-01 116.8 116.8 117.7 0.035547 0.035547 3.042e-04
48 2012-04-01 117.0 116.8 117.8 0.177263 0.177263 1.515e-03
49 2012-05-01 116.5 115.9 115.3 0.618523 0.618523 5.309e-03
50 2012-06-01 115.7 116.1 112.5 0.422896 0.422896 3.655e-03
51 2012-07-01 116.3 115.0 111.7 1.284345 1.284345 1.105e-02
52 2012-08-01 117.0 116.6 112.1 0.358618 0.358618 3.066e-03
53 2012-09-01 117.2 116.8 117.5 0.430638 0.430638 3.674e-03
54 2012-10-01 116.7 116.8 117.8 0.094453 0.094453 8.097e-04
55 2012-11-01 116.5 116.8 117.8 0.228214 0.228214 1.958e-03
56 2012-12-01 117.1 117.0 115.6 0.145992 0.145992 1.247e-03
57 2013-01-01 118.3 117.3 115.6 0.942328 0.942328 7.968e-03
58 2013-04-01 119.0 118.5 114.3 0.433052 0.433052 3.640e-03
59 2013-05-01 118.5 119.0 114.3 0.524586 0.524586 4.428e-03
60 2013-06-01 118.6 119.1 114.1 0.461949 0.461949 3.895e-03
61 2013-07-01 119.0 118.7 114.0 0.267114 0.267114 2.246e-03
62 2013-08-01 119.3 119.1 114.2 0.250711 0.250711 2.101e-03
63 2013-09-01 120.1 118.7 114.1 1.410626 1.410626 1.174e-02
64 2013-10-01 120.5 118.2 114.1 2.258976 2.258976 1.875e-02
65 2013-11-01 120.0 118.9 113.3 1.076349 1.076349 8.968e-03
66 2013-12-01 120.4 118.8 114.0 1.583479 1.583479 1.315e-02
67 2014-01-01 121.6 117.8 117.8 3.810720 3.810720 3.134e-02
68 2014-04-01 121.7 115.6 115.6 6.079124 6.079124 4.995e-02
69 2014-05-01 121.7 111.7 111.7 10.019965 10.019965 8.235e-02
70 2014-06-01 121.4 111.5 111.5 9.982303 9.982303 8.220e-02
预测相对误差
1 2.927e-02
2 1.309e-02
3 1.235e-02
4 8.634e-03
5 9.969e-03
6 1.040e-02
7 2.607e-03
8 9.774e-03
9 3.761e-03
10 1.042e-02
11 6.566e-03
12 4.464e-03
13 1.484e-03
14 5.106e-05
15 1.169e-02
16 1.069e-02
17 5.040e-03
18 5.593e-05
19 5.666e-03
20 8.361e-03
21 7.149e-03
22 6.060e-03
23 2.479e-03
24 7.206e-04
25 6.066e-03
26 1.065e-02
27 1.907e-03
28 1.517e-02
29 1.158e-02
30 4.756e-03
31 7.374e-03
32 6.785e-03
33 8.123e-03
34 8.212e-03
35 2.548e-02
36 1.374e-04
37 1.292e-02
38 6.340e-04
39 9.960e-03
40 4.646e-03
41 2.682e-03
42 4.150e-03
43 7.422e-03
44 6.756e-04
45 2.218e-03
46 1.670e-04
47 3.042e-04
48 1.515e-03
49 5.309e-03
50 3.655e-03
51 1.105e-02
52 3.066e-03
53 3.674e-03
54 8.097e-04
55 1.958e-03
56 1.247e-03
57 7.968e-03
58 3.640e-03
59 4.428e-03
60 3.895e-03
61 2.246e-03
62 2.101e-03
63 1.174e-02
64 1.875e-02
65 8.968e-03
66 1.315e-02
67 3.134e-02
68 4.995e-02
69 8.235e-02
70 8.220e-02
