Journal of Big Data

Table 22 Stacking and blending ensemble regressors error metrics result on BSE dataset

From: A comprehensive evaluation of ensemble learning for stock-market prediction

Model	RMSE	MAE	R²	EVS	MedAE	RMSLE	Train time	Test time
STK_DSN_R	0.053	0.036	0.978	0.978	0.028	0.025	0.284	0.002
STK_SND_R	0.111	0.081	0.904	0.904	0.056	0.051	2.360	0.001
STK_DNS_R	0.063	0.056	0.970	0.979	0.056	0.034	0.984	0.001
BLD_DSN_R	0.211	0.197	0.653	0.928	0.213	0.108	0.302	0.288
BLD_SND_R	0.132	0.108	0.864	0.864	0.098	0.070	0.661	0.519
BLD_DNS_R	0.055	0.039	0.977	0.977	0.030	0.024	1.142	0.287

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