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Table 5 Forecasting precision of proposed models

From: Asymmetric GARCH type models for asymmetric volatility characteristics analysis and wind power forecasting

NameERMSE(MW)EMAE(MW)EMAPE(%)
TP16.449512.036817.468
ARMA5.13083.40874.693
GARCH-M15.10233.38504.678
GARCH-M25.11833.4004.684
GARCH-M35.12423.40664.686
GJR-M15.08913.37774.657
GJR-M25.10343.38594.656
GJR-M35.10873.39034.655
EGARCH-M15.08213.35494.632
EGARCH-M25.10143.37534.641
EGARCH-M35.10373.38234.647
APARCH-M15.07913.35214.630
APARCH-M25.10063.37414.640
APARCH-M35.10413.38214.646
  1. Bold entries are value in APARCH-M1