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Table 4 In-sample and out-of-sample prediction errors, σx = 5 and σy= 20

From: Step away from stepwise

Candidates No drift Drift
MAE RMSE MAE RMSE
In Out In Out In Out In Out
10 15.45 16.87 19.32 21.09 15.40 24.51 19.25 29.81
50 14.42 18.07 18.03 22.60 14.91 43.99 18.65 52.11
100 12.82 19.92 16.03 24.90 14.55 61.09 18.18 71.85
200 7.76 22.27 9.69 31.60 13.90 83.38 17.38 97.69
250 3.53 29.08 4.43 36.35 13.57 91.71 16.90 107.35
500 0.00 29.89 0.00 37.38 11.46 127.26 14.31 148.16
1000 0.00 31.12 0.00 38.28 6.04 182.83 7.57 212.64