I try to choose the best model between the
Arima model and the
Feed-forward neural networks.
The script runs well and I use the
accuracy function to compare the to algoritm.
I use the
RMSEto chouse the best model, is enough or I have to compare other parametres?
I'd like to precise that the data set is equal and the numbers are normalization between 0 and 1.
Below the results of the two algorithms:ARIMA MODEL
FEED FORWARD NEURAL NETWORKS MODEL
ME RMSE MAE MPE MAPE MASE ACF1 Training set -2.284042e-06 0.005978466 0.003094135 -Inf Inf 1.006384 -0.0004549235
ME RMSE MAE MPE MAPE MASE ACF1 Training set -7.196957e-06 0.00571893 0.003075926 -Inf Inf 1.000462 0.00461708
In this case I chouse the Feed Forward Neural Network because the RMSE is lower respect the Arima, but my question are:
is enouth lower the RMSE?
I have to do another type of test and consider also it?
Thank in advance for any type of help.