Table 8 95% coverage probability of the uncertainty intervals of models including covariates
Week | Statistical models | Machine learning models | Ensemble | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
SARIMAX (%) | SARIMAX_Lag (%) | VAR (%) | Var_Lag (%) | SVM (%) | RF (%) | XGBoost (%) | LSTM (%) | Prophet (%) | LSTM_SARIMAX (%) | |
1 | 83.65 | 85.58 | 78.85 | 75.96 | 73.08 | 75.00 | 75.00 | 80.77 | 80.77 | 82.69 |
2 | 90.38 | 89.42 | 87.50 | 75.96 | 77.88 | 87.50 | 87.50 | 83.65 | 90.38 | 91.35 |
3 | 92.31 | 88.46 | 86.54 | 74.04 | 82.69 | 89.42 | 88.46 | 91.35 | 91.35 | 92.31 |
4 | 91.35 | 90.38 | 86.54 | 76.92 | 83.65 | 90.38 | 89.42 | 92.31 | 91.35 | 92.31 |
8 | 88.46 | 89.42 | 87.50 | 75.96 | 89.42 | 91.35 | 90.38 | 90.38 | 84.62 | 90.38 |
12 | 86.54 | 86.54 | 83.65 | 75.00 | 86.54 | 86.54 | 86.54 | 86.54 | 79.81 | 86.54 |