Journal of Big Data

Table 25 Stacking and blending ensemble regressors error metrics result on JSE dataset

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

Model	RMSE	MAE	EVS	MedAE	RMSLE	R²	Train time	Test time
STK_DSN_R	0.068	0.055	0.991	0.048	0.012	0.991	0.283	0.001
STK_SND_R	0.125	0.094	0.968	0.074	0.023	0.968	5.757	0.002
STK_DNS_R	0.041	0.035	0.997	0.033	0.007	0.997	5.338	0.001
BLD_DSN_R	0.210	0.179	0.961	0.163	0.036	0.911	0.314	0.424
BLD_SND_R	0.379	0.268	0.709	0.175	0.065	0.709	2.134	0.503
BLD_DNS_R	0.047	0.037	0.996	0.031	0.008	0.996	1.179	0.585

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