Introduction
Related works
Method and materials
Proposed method
Data source
LSTM and GRU algorithms
Proposed LSTM and GRU architectural models
Model-1: direct model
Model-2: downsizing model
Model-3: tuned downsizing model
Model-4: stabilized downsizing model
Performance measurement
Results and discussions
Preprocessing result
Company grouping
Data normalization
Data segmentation
Data splitting
Building trained models
Performance evaluation of the proposed models
Company | Model | Upper accucacy (MAPE) | Average accuracy (RMSPE) | Lower accuracy (RMDPE) | |||
---|---|---|---|---|---|---|---|
LSTM | GRU | LSTM | GRU | LSTM | GRU | ||
AMZN | Model 1 | 96.78% | 94.39% | 95.79% | 93.51% | 83.40% | 80.89% |
Model 2 | 94.28% | 92.74% | 92.85% | 91.19% | 78.31% | 74.65% | |
Model 3 | 95.36% | 92.92% | 94.30% | 90.44% | 82.80% | 66.64% | |
Model 4 | 95.75% | 95.75% | 94.52% | 94.52% | 82.56% | 82.56% | |
GOOGL | Model 1 | 96.14% | 96.64% | 94.77% | 95.62% | 80.65% | 85.81% |
Model 2 | 95.61% | 97.58% | 94.35% | 96.97% | 82.22% | 84.70% | |
Model 3 | 96.99% | 97.13% | 95.99% | 96.28% | 84.00% | 85.16% | |
Model 4 | 94.68% | 94.68% | 93.71% | 93.71% | 83.47% | 83.47% | |
BLL | Model 1 | 97.00% | 98.48% | 96.22% | 97.98% | 87.32% | 90.73% |
Model 2 | 96.62% | 97.15% | 95.11% | 96.56% | 82.34% | 87.32% | |
Model 3 | 96.85% | 96.11% | 95.52% | 95.03% | 83.59% | 83.58% | |
Model 4 | 96.24% | 96.24% | 95.71% | 95.71% | 86.74% | 86.74% | |
QCOM | Model 1 | 98.00% | 97.85% | 97.04% | 97.06% | 78.96% | 82.98% |
Model 2 | 97.66% | 96.23% | 96.56% | 95.75% | 75.94% | 81.57% | |
Model 3 | 97.55% | 97.09% | 96.41% | 96.23% | 76.70% | 79.70% | |
Model 4 | 97.95% | 97.95% | 97.27% | 97.27% | 83.11% | 83.11% |
Discussion
Company | Model | Upper accucacy (MAPE) | Average accuracy (RMSPE) | Lower accuracy (RMDPE) | |||
---|---|---|---|---|---|---|---|
LSTM | GRU | LSTM | GRU | LSTM | GRU | ||
AMZN | Model 1 | 96.06% | 94.23% | 94.91% | 93.31% | 85.06% | 82.62% |
Model 2 | 94.19% | 95.48% | 92.50% | 94.63% | 76.41% | 87.19% | |
Model 3 | 93.92% | 95.16% | 92.22% | 94.02% | 76.02% | 82.54% | |
Model 4 | 88.34% | 96.85% | 86.53% | 96.07% | 67.89% | 87.19% | |
GOOGL | Model 1 | 89.12% | 93.65% | 86.78% | 92.64% | 75.10% | 81.66% |
Model 2 | 92.01% | 95.44% | 90.31% | 94.33% | 81.05% | 85.43% | |
Model 3 | 90.56% | 92.14% | 88.09% | 89.78% | 77.13% | 79.18% | |
Model 4 | 88.97% | 93.87% | 87.36% | 92.65% | 75.49% | 80.27% | |
BLL | Model 1 | 93.26% | 97.37% | 92.61% | 96.60% | 86.48% | 84.98% |
Model 2 | 91.31% | 95.63% | 90.36% | 95.05% | 82.93% | 87.14% | |
Model 3 | 88.12% | 91.46% | 87.51% | 90.97% | 80.79% | 85.95% | |
Model 4 | 95.60% | 97.15% | 94.46% | 96.30% | 86.26% | 82.27% | |
QCOM | Model 1 | 94.46% | 95.11% | 93.51% | 94.47% | 82.45% | 84.56% |
Model 2 | 90.58% | 94.21% | 89.67% | 93.60% | 76.20% | 83.69% | |
Model 3 | 89.37% | 96.14% | 88.38% | 95.38% | 74.61% | 84.62% | |
Model 4 | 93.72% | 95.82% | 92.42% | 95.13% | 79.63% | 85.55% |