UK_GDP_GROWTH

H=1 H=1
SVR(poly)^{se} 0.971 0.758 SVR(poly)^{se 0.971 0.758
SVR(lin)^{se} 0.986 0.866 SVR(lin)^{se} 0.986 0.866
AR(1) Benchmark 1.000 0.000 AR(1) Benchm 1.000 0.000
VAR$(p)$ 1.050 0.729 VAR$(p)$ 1.050 0.729
ARMA$(p,q)$ 1.058 0.145 ARMA$(p,q)$ 1.058 0.145
AR(12) 1.071 0.578 AR(12) 1.071 0.578
AR$(p)$ 1.074 0.073 AR$(p)$ 1.074 0.073
ARMA(1,1) 1.079 0.025 ARMA(1,1) 1.079 0.025
XGBoost^{se} 1.080 0.598 XGBoost^{se} 1.080 0.598
VAR$(4)$ 1.102 0.701 VAR$(4)$ 1.102 0.701
DecisionTree^{me} 1.118 0.601 DecisionTree^ 1.118 0.601
RandomForest^{me} 1.149 0.335 RandomForest 1.149 0.335
Comb.Mean^{se} 1.162 0.378 Comb.Mean^{s 1.162 0.378
XGBoost^{me} 1.170 0.369 XGBoost^{me 1.170 0.369
KRR(RBF)^{se} 1.180 0.337 KRR(RBF)^{se 1.180 0.337
Comb.Median^{se} 1.193 0.346 Comb.Median^ 1.193 0.346
Comb.Mean^{me} 1.237 0.359 Comb.Mean^{ 1.237 0.359
RandomForest^{se} 1.243 0.193 RandomForest 1.243 0.193
DecisionTree^{se} 1.251 0.341 DecisionTree^ 1.251 0.341
SVR(lin)^{me} 1.271 0.123 SVR(lin)^{me} 1.271 0.123
Ridge^{se} 1.287 0.277 Ridge^{se} 1.287 0.277
GradientBoost^{me} 1.288 0.298 GradientBoost 1.288 0.298
GradientBoost^{se} 1.289 0.290 GradientBoost 1.289 0.290
KNN^{se} 1.303 0.275 KNN^{se} 1.303 0.275
KRR(poly)^{se} 1.399 0.256 KRR(poly)^{se 1.399 0.256
KRR(sig)^{se} 1.447 0.229 KRR(sig)^{se} 1.447 0.229
Comb.Median^{me} 1.454 0.229 Comb.Median^ 1.454 0.229
KNN^{me} 1.541 0.139 KNN^{me} 1.541 0.139
KRR(poly)^{me} 1.596 0.191 KRR(poly)^{me 1.596 0.191
KRR(RBF)^{me} 1.622 0.186 KRR(RBF)^{m 1.622 0.186
ElasticNet^{me} 1.638 0.193 ElasticNet^{me 1.638 0.193
KRR(sig)^{me} 1.645 0.184 KRR(sig)^{me} 1.645 0.184
Ridge^{me} 1.656 0.168 Ridge^{me} 1.656 0.168
ElasticNet^{se} 1.702 0.169 ElasticNet^{se 1.702 0.169
SVR(RBF)^{se} 1.733 0.162 SVR(RBF)^{se 1.733 0.162
SVR(RBF)^{me} 1.747 0.155 SVR(RBF)^{me 1.747 0.155
HistAvg. 1.750 0.155 HistAvg. 1.750 0.155
Lasso^{me} 1.760 0.157 Lasso^{me} 1.760 0.157
Lasso^{se} 1.765 0.154 Lasso^{se} 1.765 0.154
SVR(sig)^{me} 1.780 0.149 SVR(sig)^{me} 1.780 0.149
SVR(poly)^{me} 1.927 0.024 SVR(poly)^{me 1.927 0.024
SVR(sig)^{se} 2.008 0.001 SVR(sig)^{se} 2.008 0.001

best mse 2.35066 0.00587664

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 UK_GDP_GROWTH

H=2 H=2
VAR$(p)$ 0.880 0.297 VAR$(4)$ 0.928 0.807 VAR$(4)$
VAR$(4)$ 0.897 0.713 SVR(poly)^{se 0.934 0.615 XGBoost^{me
SVR(poly)^{se 0.914 0.555 VAR$(p)$ 0.936 0.643 XGBoost^{se}
XGBoost^{se} 0.931 0.457 SVR(lin)^{se} 0.948 0.661 VAR$(p)$
SVR(lin)^{se} 0.934 0.642 XGBoost^{se} 0.977 0.831 Comb.Mean^{
ARMA$(p,q)$ 0.959 0.290 SVR(lin)^{me} 0.995 0.976 KRR(sig)^{me}
Comb.Mean^{ 0.961 0.487 AR(1) Benchm 1.000 0.000 KRR(poly)^{se
ARMA(1,1) 0.988 0.820 ARMA$(p,q)$ 1.004 0.882 Comb.Mean^{s
SVR(lin)^{me} 0.993 0.975 ARMA(1,1) 1.025 0.568 KRR(RBF)^{me
AR$(p)$ 0.997 0.949 AR$(p)$ 1.036 0.337 KRR(poly)^{me
AR(1) Benchm 1.000 0.000 AR(12) 1.044 0.757 HistAvg.
Comb.Mean^{s 1.001 0.990 Comb.Mean^{s 1.085 0.414 Comb.Median^
XGBoost^{me 1.030 0.783 Comb.Mean^{ 1.089 0.525 ARMA$(p,q)$
RandomForest 1.030 0.636 RandomForest 1.103 0.137 Comb.Median^
Comb.Median^ 1.033 0.541 XGBoost^{me 1.113 0.450 SVR(RBF)^{me
KRR(RBF)^{se 1.034 0.458 KRR(RBF)^{se 1.126 0.239 GradientBoost
AR(12) 1.038 0.818 Comb.Median^ 1.129 0.326 SVR(sig)^{me}
KRR(poly)^{se 1.067 0.430 DecisionTree^ 1.151 0.429 SVR(poly)^{se
GradientBoost 1.068 0.313 DecisionTree^{ 1.205 0.327 ElasticNet^{se
Comb.Median^ 1.072 0.369 GradientBoost 1.206 0.223 Lasso^{se}
KNN^{me} 1.072 0.394 Ridge^{se} 1.213 0.206 SVR(RBF)^{se
Ridge^{se} 1.084 0.227 RandomForest 1.237 0.056 Lasso^{me}
DecisionTree^ 1.111 0.470 GradientBoost 1.249 0.211 RandomForest
DecisionTree^{ 1.119 0.355 KRR(poly)^{se 1.251 0.241 KRR(sig)^{se}
KRR(poly)^{me 1.126 0.251 KNN^{se} 1.267 0.136 Ridge^{se}
KNN^{se} 1.129 0.172 Comb.Median^ 1.274 0.223 ElasticNet^{me
KRR(sig)^{me} 1.136 0.249 KNN^{me} 1.304 0.153 GradientBoost
KRR(sig)^{se} 1.137 0.179 KRR(sig)^{se} 1.323 0.180 KRR(RBF)^{se
KRR(RBF)^{me 1.146 0.219 KRR(poly)^{me 1.378 0.177 AR(1) Benchm
ElasticNet^{me 1.148 0.225 KRR(RBF)^{me 1.407 0.166 KNN^{me}
GradientBoost 1.159 0.102 ElasticNet^{me 1.411 0.182 Ridge^{me}
Ridge^{me} 1.183 0.139 KRR(sig)^{me} 1.412 0.169 SVR(lin)^{se}
HistAvg. 1.185 0.184 Ridge^{me} 1.447 0.138 AR$(p)$
RandomForest 1.190 0.004 ElasticNet^{se 1.502 0.138 KNN^{se}
SVR(RBF)^{me 1.196 0.151 HistAvg. 1.503 0.131 ARMA(1,1)
Lasso^{me} 1.212 0.143 SVR(RBF)^{me 1.507 0.126 DecisionTree^{
ElasticNet^{se 1.215 0.135 SVR(RBF)^{se 1.513 0.128 RandomForest
SVR(RBF)^{se 1.215 0.137 Lasso^{me} 1.523 0.130 DecisionTree^
SVR(sig)^{me} 1.216 0.135 Lasso^{se} 1.532 0.122 AR(12)
Lasso^{se} 1.219 0.129 SVR(sig)^{me} 1.538 0.119 SVR(lin)^{me}
SVR(poly)^{me 1.449 0.002 SVR(poly)^{me 1.781 0.003 SVR(poly)^{me
SVR(sig)^{se} 2.052 0.002 SVR(sig)^{se} 2.171 0.001 SVR(sig)^{se}

2.70386 0.011

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 UK_GDP_GROWTH

H=4 H=4
0.777 0.174 VAR$(4)$ 0.772 0.367 XGBoost^{me
0.779 0.036 VAR$(p)$ 0.833 0.207 VAR$(p)$
0.854 0.064 XGBoost^{me} 0.847 0.220 XGBoost^{se}
0.856 0.111 XGBoost^{se} 0.862 0.189 Comb.Mean^{
0.884 0.014 Comb.Mean^{me} 0.901 0.114 KRR(poly)^{se
0.913 0.017 ARMA$(p,q)$ 0.937 0.025 KRR(sig)^{me}
0.922 0.024 SVR(poly)^{se} 0.947 0.576 KRR(RBF)^{me
0.931 0.073 SVR(lin)^{se} 0.964 0.767 Comb.Mean^{s
0.934 0.027 Comb.Mean^{se} 0.965 0.482 KRR(poly)^{me
0.936 0.028 AR$(p)$ 0.997 0.941 RandomForest
0.937 0.108 AR(1) Benchmark 1.000 0.000 HistAvg.
0.943 0.029 RandomForest^{m 1.004 0.933 Comb.Median^
0.949 0.013 SVR(lin)^{me} 1.004 0.977 KRR(RBF)^{se
0.968 0.147 KRR(poly)^{se} 1.008 0.922 Comb.Median^
0.969 0.291 Comb.Median^{se 1.011 0.850 GradientBoost
0.973 0.453 ARMA(1,1) 1.014 0.772 KRR(sig)^{se}
0.974 0.373 Comb.Median^{me 1.028 0.748 ARMA$(p,q)$
0.977 0.829 KRR(RBF)^{se} 1.028 0.551 ARMA(1,1)
0.986 0.548 GradientBoost^{m 1.055 0.470 AR$(p)$
0.986 0.549 AR(12) 1.055 0.626 SVR(RBF)^{me
0.986 0.602 GradientBoost^{se 1.058 0.519 SVR(sig)^{me}
0.988 0.606 KRR(poly)^{me} 1.063 0.564 ElasticNet^{me
0.990 0.837 KRR(sig)^{me} 1.063 0.591 AR(1) Benchm
0.994 0.800 Ridge^{se} 1.066 0.370 Ridge^{se}
0.995 0.864 KNN^{me} 1.067 0.412 Lasso^{me}
0.996 0.868 KRR(RBF)^{me} 1.076 0.502 ElasticNet^{se
0.998 0.940 DecisionTree^{me 1.099 0.290 Lasso^{se}
1.000 0.992 KRR(sig)^{se} 1.104 0.303 SVR(RBF)^{se
1.000 0.000 RandomForest^{se 1.122 0.012 GradientBoost
1.001 0.978 KNN^{se} 1.124 0.160 SVR(poly)^{se
1.001 0.947 HistAvg. 1.131 0.339 Ridge^{me}
1.002 0.991 DecisionTree^{se} 1.134 0.285 KNN^{se}
1.009 0.716 ElasticNet^{me} 1.137 0.291 SVR(sig)^{se}
1.016 0.724 Ridge^{me} 1.150 0.222 VAR$(4)$
1.028 0.378 SVR(RBF)^{me} 1.155 0.256 KNN^{me}
1.039 0.611 ElasticNet^{se} 1.171 0.225 SVR(lin)^{se}
1.087 0.116 SVR(sig)^{me} 1.176 0.220 DecisionTree^
1.088 0.054 Lasso^{me} 1.177 0.216 RandomForest
1.109 0.421 SVR(RBF)^{se} 1.177 0.215 DecisionTree^{
1.211 0.191 Lasso^{se} 1.180 0.208 AR(12)
1.262 0.007 SVR(poly)^{me} 1.517 0.000 SVR(lin)^{me}
1.705 0.006 SVR(sig)^{se} 2.134 0.002 SVR(poly)^{me

2.821 0.022

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 UK_GDP_GROWTH

H=8 H=8
0.808 0.133 XGBoost^{me 0.633 0.014
0.868 0.138 VAR$(4)$ 0.718 0.148
0.891 0.271 VAR$(p)$ 0.738 0.035
0.918 0.053 XGBoost^{se} 0.749 0.028
0.929 0.032 Comb.Mean^{ 0.808 0.001
0.930 0.044 KRR(poly)^{se 0.875 0.006
0.935 0.027 Comb.Mean^{s 0.891 0.004
0.936 0.092 KRR(sig)^{me} 0.894 0.065
0.951 0.050 RandomForest 0.915 0.151
0.951 0.358 KRR(RBF)^{me 0.915 0.076
0.960 0.205 KRR(poly)^{me 0.915 0.081
0.961 0.046 ARMA$(p,q)$ 0.918 0.006
0.964 0.247 Comb.Median^ 0.927 0.050
0.969 0.057 Comb.Median^ 0.947 0.033
0.975 0.336 SVR(poly)^{se 0.957 0.623
0.985 0.186 KRR(RBF)^{se 0.971 0.216
0.987 0.246 GradientBoost 0.973 0.484
0.989 0.227 HistAvg. 0.978 0.726
0.991 0.226 AR$(p)$ 0.989 0.738
0.991 0.645 Ridge^{se} 0.998 0.953
0.997 0.867 AR(1) Benchm 1.000 0.000
0.999 0.921 GradientBoost 1.001 0.976
1.000 0.000 KRR(sig)^{se} 1.002 0.950
1.001 0.960 KNN^{me} 1.009 0.849
1.002 0.851 ARMA(1,1) 1.012 0.787
1.002 0.826 SVR(lin)^{se} 1.024 0.833
1.002 0.811 SVR(RBF)^{me 1.028 0.606
1.005 0.719 ElasticNet^{me 1.038 0.465
1.008 0.540 Ridge^{me} 1.039 0.408
1.010 0.935 SVR(sig)^{me} 1.048 0.412
1.012 0.240 KNN^{se} 1.048 0.254
1.014 0.635 ElasticNet^{se 1.049 0.370
1.026 0.748 Lasso^{se} 1.053 0.340
1.036 0.825 Lasso^{me} 1.054 0.338
1.040 0.192 SVR(RBF)^{se 1.058 0.303
1.052 0.731 RandomForest 1.097 0.142
1.064 0.043 SVR(lin)^{me} 1.117 0.238
1.122 0.012 DecisionTree^ 1.157 0.001
1.133 0.063 AR(12) 1.173 0.082
1.173 0.235 DecisionTree^{ 1.218 0.147
1.250 0.031 SVR(poly)^{me 1.597 0.000
1.276 0.009 SVR(sig)^{se} 1.791 0.003

2.83222 0.0337314

Page 4