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Algorithm 1: The polynomially weighted average forecaster with multiple learning rates (ML-Poly) |
---|
Initialization: and For each instance |
0. pick the learning rates |
1. form the mixture defined component-wise by |
where denotes the vector of non-negative parts of the components of |
2. output prediction |
3. for each expert k update the regret |
Algorithm 1: The polynomially weighted average forecaster with multiple learning rates (ML-Poly) |
---|
Initialization: and For each instance |
0. pick the learning rates |
1. form the mixture defined component-wise by |
where denotes the vector of non-negative parts of the components of |
2. output prediction |
3. for each expert k update the regret |
Variable 变量 | Mean 均值 | Std.Dev. 标准偏差 | Median 中位数 | Skewness 偏度 | Kurtosis 库特 osis | Jarque-Bera 贾克-贝拉 | ADF tests ADF 测试 |
---|---|---|---|---|---|---|---|
RVD | 2.643 | 3.080 | 1.746 | 3.627 | 20.212 | 18357.367*** | −7.198*** -7.198*** |
RVW | 2.641 | 1.901 | 2.076 | 1.904 | 5.070 | 1590.238*** | −6.259*** -6.259*** |
RVM | 2.644 | 1.391 | 2.271 | 1.078 | 0.946 | 198.212*** | −4.184*** -4.184*** |
RSK | 0.013 | 2.046 | 0.000 | −0.178 -0.178 | 1.677 | 117.814*** | −9.691*** -9.691*** |
RSK-5 | 0.013 | 0.905 | 0.040 | −0.168 -0.168 | 0.388 | 10.880*** | −9.863*** -9.863*** |
RSK-22 | 0.007 | 0.431 | 0.070 | −0.450 -0.450 | −0.228 -0.228 | 31.778*** | −5.493*** -5.493*** |
RKU | 11.510 | 10.970 | 7.565 | 2.618 | 8.934 | 4270.228*** | −9.489*** -9.489*** |
RKU-5 | 11.522 | 4.714 | 11.028 | 0.969 | 1.484 | 235.034*** | −8.209*** -8.209*** |
RKU-22 | 11.501 | 2.535 | 11.662 | −0.143 -0.143 | −0.061 -0.061 | 2.231 | −3.977** -3.977 |
HRSK | −0.872 -0.872 | 111.395 | −0.421 -0.421 | −0.909 -0.909 | 13.946 | 7878.071*** | −9.355*** -9.355*** |
HRSK-5 | −0.903 -0.903 | 48.766 | 0.581 | −0.636 -0.636 | 4.010 | 696.175*** | −9.433*** -9.433*** |
HRSK-22 | −1.202 -1.202 | 24.613 | 0.669 | −0.437 -0.437 | −0.076 -0.076 | 34.135*** | −4.881*** -4.881*** |
HRKU | 406.553 | 829.222 | 103.908 | 4.479 | 27.733 | 33808.896*** | −10.083*** -10.083*** |
HRKU-5 | 407.466 | 359.508 | 314.302 | 2.017 | 5.853 | 1979.390*** | −9.284*** -9.284*** |
HRKU-22 | 406.668 | 174.354 | 405.114 | 0.281 | −0.094 -0.094 | 16.152*** | −4.281*** -4.281*** |
MODEL | HAR | HAR-LOW | HAR-ODD | HAR-EVEN | HAR-ALL |
---|---|---|---|---|---|
Panel A: h = 1 图 A:h = 1 | |||||
RVD | 0.151*** | 0.141*** | 0.129*** | 0.160*** | 0.136*** |
RVW | 0.257*** | 0.260*** | 0.252*** | 0.260*** | 0.252*** |
RVM | 0.056 | 0.010 | 0.054 | 0.021 | 0.023 |
RSK | −0.103*** -0.103*** | −0.308*** -0.308*** | −0.275*** -0.275*** | ||
RSK-5 | −0.101** -0.101 | −0.251*** -0.251*** | −0.207** -0.207 | ||
RSK-22 | −0.029 -0.029 | 0.007 | 0.020 | ||
HRSK | 0.233*** | 0.191** | |||
HRSK-5 | 0.157* | 0.098 | |||
HRSK-22 | −0.010 -0.010 | −0.041 -0.041 | |||
RKU | −0.061* -0.061 | 0.019 | 0.017 | ||
RKU-5 | −0.047 -0.047 | 0.140 | 0.193 | ||
RKU-22 | −0.084* -0.084 | −0.237* -0.237 | −0.246* -0.246 | ||
HRKU | −0.077 -0.077 | −0.072 -0.072 | |||
HRKU-5 | −0.188 -0.188 | −0.231* -0.231 | |||
HRKU-22 | 0.157 | 0.157 | |||
Panel B: h = 5 图 B:h = 5 | |||||
RVD | 0.483*** | 0.493*** | 0.456*** | 0.514*** | 0.486*** |
RVW | 0.265*** | 0.250*** | 0.264*** | 0.246*** | 0.243*** |
RVM | 0.115*** | 0.067* | 0.121*** | 0.072* | 0.080* |
RSK | −0.103*** -0.103*** | −0.269*** -0.269*** | −0.225*** -0.225*** | ||
RSK-5 | −0.128*** -0.128*** | −0.290*** -0.290*** | −0.236*** -0.236*** | ||
RSK-22 | −0.016 -0.016 | 0.071 | 0.090 | ||
HRSK | 0.193*** | 0.135* | |||
HRSK-5 | 0.170** | 0.096 | |||
HRSK-22 | −0.056 -0.056 | −0.097 -0.097 | |||
RKU | −0.113*** -0.113*** | −0.059 -0.059 | −0.040 -0.040 | ||
RKU-5 | −0.024 -0.024 | 0.247** | 0.315*** | ||
RKU-22 | −0.121*** -0.121*** | −0.395*** -0.395*** | −0.414*** -0.414*** | ||
HRKU | −0.049 -0.049 | −0.069 -0.069 | |||
HRKU-5 | −0.271** -0.271 | −0.334*** -0.334*** | |||
HRKU-22 | 0.275** | 0.281** | |||
Panel C: h = 22 图 C:h = 22 | |||||
RVD | 0.249*** | 0.239*** | 0.238*** | 0.255*** | 0.241*** |
RVW | 0.161*** | 0.149*** | 0.170*** | 0.146*** | 0.153*** |
RVM | 0.285*** | 0.214*** | 0.290*** | 0.201*** | 0.206*** |
RSK | −0.087*** -0.087*** | −0.199** -0.199 | −0.133* -0.133 | ||
RSK-5 | −0.101*** -0.101*** | −0.100 -0.100 | −0.051 -0.051 | ||
RSK-22 | −0.003 -0.003 | 0.032 | 0.107 | ||
HRSK | 0.123* | 0.053 | |||
HRSK-5 | −0.023 -0.023 | −0.063 -0.063 | |||
HRSK-22 | 0.046 | −0.100 -0.100 | |||
RKU | −0.091** -0.091 | −0.156 -0.156 | −0.127 -0.127 | ||
RKU-5 | −0.019 -0.019 | −0.112 -0.112 | −0.004 -0.004 | ||
RKU-22 | −0.275*** -0.275*** | −0.515*** -0.515*** | −0.565*** -0.565*** | ||
HRKU | 0.077 | 0.044 | |||
HRKU-5 | 0.097 | −0.022 -0.022 | |||
HRKU-22 | 0.256* | 0.288* |
Models 模型 | Panel A: h = 1-day 图 A:h = 1 天 | Panel B: h = 1-week 图 B:h = 1 周 | Panel C: h = 1-month 图 C:h = 1 个月 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Range 范围 | SemiQ 半定量 | Range 范围 | SemiQ 半定量 | Range 范围 | SemiQ 半定量 | |||||||
MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | |
HAR | 0.035 | 0.271 | 0.000 | 0.000 | 0.001 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-LOW | 0.021 | 0.325 | 0.000 | 0.000 | 0.001 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-ODD | 0.118 | 0.271 | 0.000 | 0.000 | 0.001 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-EVEN | 0.021 | 0.271 | 0.000 | 0.000 | 0.003 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-ALL | 0.035 | 0.271 | 0.000 | 0.000 | 0.075 | 0.003 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-ALL-LASSO | 0.035 | 0.271 | 0.000 | 0.000 | 0.016 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-ALL-EN | 0.035 | 0.271 | 0.000 | 0.000 | 0.018 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-ALL-GBDT | 0.152 | 0.325 | 0.000 | 0.000 | 0.022 | 0.285 | 0.000 | 0.000 | 0.001 | 0.000 | 0.000 | 0.000 |
HAR-ALL-RF | 0.118 | 0.271 | 0.000 | 0.000 | 0.335 | 0.669 | 0.000 | 0.000 | 1.000* | 1.000* | 1.000* | 1.000* |
MEAN | 0.508 | 0.444 | 0.000 | 0.000 | 0.722 | 0.669 | 0.000 | 0.000 | 0.001 | 0.000 | 0.000 | 0.000 |
MEDIAN | 0.921 | 0.736 | 0.000 | 0.000 | 0.722 | 0.961 | 0.000 | 0.000 | 0.001 | 0.000 | 0.000 | 0.000 |
TRIMMED MEAN 修剪均值 | 0.921 | 0.736 | 0.921 | 0.682 | 0.722 | 0.961 | 0.615 | 0.000 | 0.001 | 0.000 | 0.001 | 0.000 |
DMSPE(1) | 0.715 | 0.736 | 0.000 | 0.000 | 0.722 | 0.848 | 0.615 | 0.961 | 0.001 | 0.000 | 0.001 | 0.000 |
DMSPE(0.9) | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* | 0.001 | 0.000 | 0.000 | 0.000 |
ML-Poly ML-多边形 | 0.035 | 0.271 | 0.000 | 0.000 | 0.335 | 0.669 | 0.000 | 0.000 | 0.336 | 0.471 | 0.336 | 0.471 |
MODEL | HAR-PRV | HAR-PRV-LOW | HAR-PRV-ODD | HAR-PRV-EVEN | HAR-PRV-ALL |
---|---|---|---|---|---|
Panel A: h = 1 图 A:h = 1 | |||||
PRVD | 0.073* | 0.083 | 0.088* | 0.052 | 0.070 |
PRVW | 0.221*** | 0.247* | 0.242*** | 0.216 | 0.241* |
PRVM | 0.062 | 0.012*** | 0.033 | 0.039*** | 0.012*** |
RSK | −0.122*** -0.122*** | −0.276*** -0.276*** | −0.247*** -0.247*** | ||
RSK-5 | −0.117** -0.117 | −0.164* -0.164 | −0.124 -0.124 | ||
RSK-22 | −0.051 -0.051 | −0.106 -0.106 | −0.101 -0.101 | ||
HRSK | 0.166* | 0.134* | |||
HRSK-5 | 0.038 | −0.021 -0.021 | |||
HRSK-22 | 0.083 | 0.077 | |||
RKU | −0.006 -0.006 | 0.106 | 0.109 | ||
RKU-5 | −0.012 -0.012 | 0.152 | 0.231** | ||
RKU-22 | −0.090 -0.090 | −0.342* -0.342 | −0.347** -0.347 | ||
HRKU | −0.091 -0.091 | −0.107 -0.107 | |||
HRKU-5 | −0.157 -0.157 | −0.243* -0.243 | |||
HRKU-22 | 0.250* | 0.261* | |||
Panel B: h = 5 图 B:h = 5 | |||||
PRVD | 0.481*** | 0.504*** | 0.490*** | 0.473*** | 0.489*** |
PRVW | 0.240*** | 0.266*** | 0.273*** | 0.222*** | 0.258*** |
PRVM | 0.115*** | 0.043 | 0.081* | 0.074* | 0.042 |
RSK | −0.137*** -0.137*** | −0.244*** -0.244*** | −0.200*** -0.200*** | ||
RSK-5 | −0.155*** -0.155*** | −0.239*** -0.239*** | −0.190 -0.190 | ||
RSK-22 | −0.059* -0.059 | −0.102 -0.102 | −0.087 -0.087 | ||
HRSK | 0.125* | 0.066 | |||
HRSK-5 | 0.077 | 0.008 | |||
HRSK-22 | 0.079 | 0.064 | |||
RKU | −0.063* -0.063 | 0.490 | 0.027 | 0.059 | |
RKU-5 | −0.011 -0.011 | 0.273 | 0.198* | 0.280** | |
RKU-22 | −0.136*** -0.136*** | 0.081 | −0.531*** -0.531*** | −0.533*** -0.533*** | |
HRKU | −0.063 -0.063 | −0.117** -0.117 | |||
HRKU-5 | −0.197* -0.197* | −0.290** -0.290 | |||
HRKU-22 | 0.396*** | 0.402*** | |||
Panel C: h = 22 图 C:h = 22 | |||||
PRVD | 0.231*** | 0.241*** | 0.244*** | 0.224*** | 0.241*** |
PRVW | 0.096** | 0.107** | 0.132*** | 0.089* | 0.111** |
PRVM | 0.354*** | 0.242*** | 0.322*** | 0.247*** | 0.235*** |
RSK | −0.127*** -0.127*** | −0.247*** -0.247*** | −0.186** -0.186** | ||
RSK-5 | −0.136*** -0.136*** | −0.191** -0.191 | −0.157* -0.157 | ||
RSK-22 | −0.079* -0.079 | −0.068 -0.068 | 0.023 | ||
HRSK | 0.131* | 0.072 | |||
HRSK-5 | 0.028 | 0.024 | |||
HRSK-22 | 0.064 | −0.092 -0.092 | |||
RKU | −0.075** -0.075 | −0.178* -0.178 | −0.159 -0.159 | ||
RKU-5 | 0.002 | −0.192* -0.192* | −0.118 -0.118 | ||
RKU-22 | −0.313*** -0.313*** | −0.579*** -0.579*** | −0.538*** -0.538*** | ||
HRKU | 0.137 | 0.096 | |||
HRKU-5 | 0.204* | 0.121 | |||
HRKU-22 | 0.293** | 0.235* |
MODEL | HAR-NRV | HAR-NRV-LOW | HAR-NRV-ODD | HAR-NRV-EVEN | HAR-NRV-ALL |
---|---|---|---|---|---|
Panel A: h = 1 图 A:h = 1 | |||||
NRVD | 0.118*** | 0.113 | 0.098** | 0.138 | 0.120** |
NRVW | 0.161*** | 0.132** | 0.131** | 0.175*** | 0.132** |
NRVM | 0.091* | 0.076** | 0.119** | 0.061*** | 0.089* |
RSK | −0.032 -0.032 | −0.231** -0.231 | −0.196** -0.196** | ||
RSK-5 | −0.088* -0.088 | −0.303*** -0.303*** | −0.272*** -0.272*** | ||
RSK-22 | −0.002 -0.002 | 0.107 | 0.131 | ||
HRSK | 0.226** | 0.193* | |||
HRSK-5 | 0.234** | 0.202* | |||
HRSK-22 | −0.083 -0.083 | −0.141 -0.141 | |||
RKU | −0.074* -0.074 | 0.000 | −0.047 -0.047 | ||
RKU-5 | −0.045 -0.045 | 0.119 | 0.106 | ||
RKU-22 | −0.078* -0.078 | −0.131 -0.131 | −0.103 -0.103 | ||
HRKU | −0.079 -0.079 | −0.027 -0.027 | |||
HRKU-5 | −0.172 -0.172 | −0.136 -0.136 | |||
HRKU-22 | 0.056 | 0.015 | |||
Panel B: h = 5 图 B:h = 5 | |||||
NRVD | 0.464*** | 0.456*** | 0.428*** | 0.498*** | 0.463*** |
NRVW | 0.195*** | 0.148*** | 0.167*** | 0.199*** | 0.153*** |
NRVM | 0.158*** | 0.164*** | 0.214*** | 0.122*** | 0.177*** |
RSK | −0.064* -0.064 | −0.257*** -0.257*** | −0.215*** -0.215*** | ||
RSK-5 | −0.120*** -0.120*** | −0.337*** -0.337*** | −0.292*** -0.292*** | ||
RSK-22 | 0.041 | 0.230*** | 0.259*** | ||
HRSK | 0.217*** | 0.179** | |||
HRSK-5 | 0.244*** | 0.183** | |||
HRSK-22 | −0.162* -0.162* | −0.232*** -0.232*** | |||
RKU | −0.108*** -0.108*** | −0.076 -0.076 | −0.101 -0.101 | ||
RKU-5 | −0.014 -0.014 | 0.292** | 0.313** | ||
RKU-22 | −0.116*** -0.116*** | −0.268* -0.268 | −0.265* -0.265 | ||
HRKU | −0.040 -0.040 | −0.007 -0.007 | |||
HRKU-5 | −0.319** -0.319 | −0.320** -0.320 | |||
HRKU-22 | 0.149 | 0.124 | |||
Panel C: h = 22 图 C:h = 22 | |||||
NRVD | 0.253*** | 0.235*** | 0.242*** | 0.257*** | 0.239*** |
NRVW | 0.184*** | 0.182*** | 0.185*** | 0.187*** | 0.187*** |
NRVM | 0.233*** | 0.222*** | 0.291*** | 0.169*** | 0.210*** |
RSK | −0.040 -0.040 | −0.128* -0.128 | −0.063 -0.063 | ||
RSK-5 | −0.041 -0.041 | −0.005 -0.005 | 0.061 | ||
RSK-22 | 0.069* | 0.121 | 0.181* | ||
HRSK | 0.099 | 0.024 | |||
HRSK-5 | −0.054 -0.054 | −0.131* -0.131 | |||
HRSK-22 | 0.025 | −0.104 -0.104 | |||
RKU | −0.078* -0.078 | −0.074 -0.074 | −0.056 -0.056 | ||
RKU-5 | −0.035 -0.035 | 0.041 | 0.145 | ||
RKU-22 | −0.226*** -0.226*** | −0.502*** -0.502*** | −0.577*** -0.577*** | ||
HRKU | −0.009 -0.009 | −0.020 -0.020 | |||
HRKU-5 | −0.079 -0.079 | −0.195* -0.195 | |||
HRKU-22 | 0.271* | 0.336** |
Models 模型 | Panel A: h = 1-day 图 A:h = 1 天 | Panel B: h = 1-week 图 B:h = 1 周 | Panel C: h = 1-month 图 C:h = 1 个月 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Range 范围 | SemiQ 半定量 | Range 范围 | SemiQ 半定量 | Range 范围 | SemiQ 半定量 | |||||||
MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | |
HAR-PRV | 0.265 | 0.308 | 0.000 | 0.000 | 0.143 | 0.014 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-LOW | 0.135 | 0.546 | 0.000 | 0.000 | 0.131 | 0.111 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-ODD | 0.149 | 0.308 | 0.000 | 0.000 | 0.131 | 0.014 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-EVEN | 0.135 | 0.308 | 0.000 | 0.000 | 0.131 | 0.014 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-ALL | 0.135 | 0.308 | 0.000 | 0.000 | 0.131 | 0.047 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-LASSO | 0.135 | 0.308 | 0.000 | 0.000 | 0.142 | 0.078 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-EN | 0.149 | 0.308 | 0.000 | 0.000 | 0.131 | 0.014 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-GBDT | 0.993 | 1.000* | 0.000 | 1.000* | 0.143 | 0.078 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-PRV-RF | 0.265 | 0.308 | 0.000 | 0.000 | 0.440 | 0.997 | 0.000 | 0.997 | 1.000* | 1.000* | 1.000* | 1.000* |
MEAN | 0.832 | 0.600 | 0.000 | 0.000 | 0.395 | 0.014 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
MEDIAN | 0.993 | 0.878 | 0.000 | 0.000 | 0.440 | 0.997 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
TRIMMED MEAN 修剪均值 | 1.000* | 0.878 | 1.000* | 0.872 | 1.000* | 0.997 | 1.000* | 0.997 | 0.000 | 0.000 | 0.000 | 0.000 |
DMSPE(1) | 0.897 | 0.684 | 0.000 | 0.000 | 0.440 | 1.000* | 0.000 | 1.000* | 0.000 | 0.000 | 0.001 | 0.000 |
DMSPE(0.9) | 0.951 | 0.878 | 0.000 | 0.000 | 0.440 | 0.014 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
ML-Poly ML-多边形 | 0.897 | 0.844 | 0.000 | 0.000 | 0.395 | 0.985 | 0.000 | 0.000 | 0.235 | 0.704 | 0.235 | 0.704 |
Models 模型 | Panel A: h = 1-day 图 A:h = 1 天 | Panel B: h = 1-week 图 B:h = 1 周 | Panel C: h = 1-month 图 C:h = 1 个月 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Range 范围 | SemiQ 半定量 | Range 范围 | SemiQ 半定量 | Range 范围 | SemiQ 半定量 | |||||||
MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | |
HAR-NRV | 0.031 | 0.226 | 0.015 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-NRV-LOW | 0.076 | 0.338 | 0.076 | 0.142 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-NRV-ODD | 0.034 | 0.338 | 0.015 | 0.130 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-NRV-EVEN | 0.034 | 0.329 | 0.015 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-NRV-ALL | 1.000* | 1.000* | 1.000* | 1.000* | 0.095 | 0.020 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-NRV-LASSO | 0.034 | 0.226 | 0.015 | 0.000 | 0.003 | 0.002 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-NRV-EN | 0.034 | 0.226 | 0.015 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
HAR-NRV-GBDT | 0.031 | 0.338 | 0.000 | 0.130 | 0.014 | 0.015 | 0.000 | 0.000 | 0.000 | 0.000 | 0.001 | 0.000 |
HAR-NRV-RF | 0.031 | 0.226 | 0.000 | 0.000 | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* | 1.000* |
MEAN | 0.031 | 0.329 | 0.015 | 0.000 | 0.869 | 0.208 | 0.381 | 0.106 | 0.000 | 0.000 | 0.000 | 0.000 |
MEDIAN | 0.031 | 0.338 | 0.000 | 0.000 | 0.869 | 0.208 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
TRIMMED MEAN 修剪均值 | 0.031 | 0.338 | 0.015 | 0.130 | 0.869 | 0.218 | 0.381 | 0.153 | 0.000 | 0.000 | 0.001 | 0.000 |
DMSPE(1) | 0.034 | 0.338 | 0.015 | 0.130 | 0.982 | 0.281 | 0.982 | 0.387 | 0.006 | 0.000 | 0.005 | 0.000 |
DMSPE(0.9) | 0.034 | 0.338 | 0.015 | 0.000 | 0.869 | 0.218 | 0.381 | 0.153 | 0.000 | 0.000 | 0.000 | 0.000 |
ML-Poly ML-多边形 | 0.034 | 0.226 | 0.015 | 0.000 | 0.869 | 0.563 | 0.381 | 0.563 | 0.069 | 0.043 | 0.069 | 0.043 |