Journal of Big Data

Table 23 Stacking and blending ensemble regressors error metrics result on GSE 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	0.074	0.061	0.993	0.993	0.057	0.014	0.279	0.004
STK_SND_R	0.210	0.157	0.942	0.942	0.128	0.042	5.945	0.001
STK_DNS_R	0.055	0.050	0.996	0.998	0.051	0.011	4.480	0.001
BLD_DSN_R	0.574	0.521	0.570	0.917	0.450	0.105	0.338	0.343
BLD_SND_R	0.275	0.194	0.901	0.902	0.136	0.064	2.503	0.400
BLD_DNS_R	0.067	0.054	0.994	0.994	0.047	0.013	1.224	0.339

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