Table 9
The impact of the news index for LSTM_att.
| MAPE |
RMSE |
|||||
|---|---|---|---|---|---|---|
| LSTM_att | + News | + News + TFIDF | LSTM_att | + News | + News + TFIDF | |
| One | 0.0229 | 0.0267 | 0.0228 | 1.4455 | 1.7150 | 1.4597 |
| Two | 0.0325 | 0.0345 | 0.0310 | 2.0848 | 2.3392 | 2.0890 |
| Three | 0.0381 | 0.0400 | 0.0374 | 2.4754 | 2.7808 | 2.5367 |
| Four | 0.0447 | 0.0435 | 0.0437 | 2.7841 | 2.9340 | 2.7411 |
| Five | 0.0497 | 0.0497 | 0.0483 | 3.0893 | 3.3694 | 3.0208 |
| Six | 0.0537 | 0.0511 | 0.0538 | 3.3587 | 3.3902 | 3.3317 |
Note: The values in bold signify the minimum MAPE or RMSE values of different models for each horizon.