Supplementary Table 1. for DJF Data Set, Summary Info About RMSE Values Obtained From

Supplementary Table 1. For DJF data set, summary info about RMSE values obtained from methods when the number of input is 2

10test 20test 40test SMN- MLP-ANN- SMN-R- SMN- MLP- SMN-R- SMN- MLP-ANN- SMN-R- Rank PM PM PM Data ANN-PSO PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO PSO ANN-PSO Tr 1/1/ 253.7 121.3 139.2 244.4 119.5 222.1 Mean 115.54 135.38 178.15 188.81 143.64 170.53 ai 1 4 6 6 9 3 8 ni 1/1/ 109.0 108.9 109.4 145.8 109.0 109.4 ng Min 108.62 109.13 120.61 110.57 109.52 128.68 1 6 0 7 7 4 9 1/1/ 266.3 147.9 181.3 256.7 148.4 233.9 Max 146.76 163.86 347.41 316.94 154.61 266.06 1 4 4 1 8 2 7 DJF 2010 1/1/ Std. D. 13.38 19.70 64.88 35.05 17.69 19.65 71.00 25.00 16.83 14.19 41.96 28.20 2 KW-H Test Te 1/1/ 475.7 229.0 239.3 492.0 368.8 541.0 Mean 202.09 208.33 433.69 415.68 379.59 476.53 st 1 9 1 9 0 5 3 1/1/ 204.5 177.9 198.5 257.1 360.3 364.9 Min 181.47 189.30 207.90 187.99 361.10 361.69 1 0 4 4 1 4 1 1/1/ 505.8 247.2 248.5 518.1 384.0 583.1 Max 212.57 217.33 759.78 730.50 385.69 659.31 1 5 0 7 6 1 9 1/2/ Std. D. 6.62 7.73 172.70 68.72 16.20 12.81 160.60 57.95 9.50 9.26 87.70 48.17 2 KW-H Test Tr 1/1/ 297.4 156.9 186.0 290.9 157.8 289.7 Mean 167.58 180.71 265.30 281.87 186.38 245.57 ai 1 7 8 5 6 6 8 ni 1/2/ 284.2 153.8 154.3 151.5 147.5 145.5 Min 152.48 153.08 154.21 154.19 148.35 160.66 ng 2 2 8 8 3 0 6 1/1/ 310.7 204.3 204.7 316.2 194.0 314.3 Max 201.72 203.47 384.10 387.19 202.39 428.60 1 4 5 0 1 0 6 DJF 2/1/ 2011 Std. D. 22.77 24.37 59.10 13.59 11.18 24.20 80.34 35.56 18.53 18.71 83.17 35.06 1 KW-H Test Te 1/1/ 137.8 130.8 139.6 157.2 186.4 219.8 Mean 146.95 154.72 149.29 139.27 222.86 197.11 st 1 2 4 0 8 3 2 3/1/ 130.8 129.3 129.4 131.4 173.1 176.2 Min 138.31 139.09 112.23 120.96 173.87 177.17 1 2 0 4 8 0 6 1/1/ 166.9 144.4 146.3 162.1 232.9 263.7 Max 162.86 180.12 183.16 168.47 244.35 227.86 2 5 9 9 7 7 0 2/1/ Std. D. 10.52 12.26 18.75 9.75 3.29 7.24 14.08 9.02 23.81 24.97 15.04 26.98 2 KW-H Test Tr 1/1/ 178.8 122.1 190.2 108.9 180.5 Mean 98.82 122.70 135.14 99.79 162.22 118.15 144.04 ai 1 9 8 8 5 2 ni 1/2/ Min 97.15 97.59 97.85 97.16 98.62 99.00 107.61 98.57 96.30 96.72 99.82 96.01 ng 2 1/1/ 201.1 104.8 145.3 203.7 130.4 206.1 Max 102.08 133.49 227.40 242.96 132.54 243.16 1 7 6 5 3 6 6 DJF 1/1/ 2012 Std. D. 1.57 16.16 27.46 20.75 1.81 17.30 45.38 23.84 16.16 16.45 37.91 32.03 1 KW-H Test Te 1/1/ 156.5 132.0 110.3 152.3 Mean 103.33 105.40 107.59 83.40 91.35 97.50 121.69 122.11 st 1 0 0 6 6 2/1/ 103.8 102.4 105.6 Min 101.99 102.92 94.87 81.44 82.76 82.21 83.45 103.55 103.66 1 8 0 9 1/1/ 163.3 149.6 137.1 169.9 Max 106.38 106.93 169.36 86.09 99.83 134.34 139.70 167.48 1 5 5 1 8 1/1/ Std. D. 1.20 1.91 17.18 13.01 0.96 7.44 13.67 16.09 12.15 17.14 12.44 20.33 1 KW-H Test Tr 1/1/ 356.3 120.8 132.4 363.8 111.3 286.2 DJF Mean 121.21 136.03 245.73 280.37 130.87 212.21 ai 1 6 9 4 4 9 7 2013 ni 1/1/ 114.1 102.4 113.7 112.8 108.0 Min 105.54 115.03 121.43 127.46 99.73 108.86 119.15 ng 1 3 9 8 9 1 Max 1/1/ 147.32 152.69 498.57 390.8 135.1 153.0 517.63 387.6 126.1 149.30 350.51 347.7 1 4 6 2 4 1 9 Std. D. 1/1/2 13.25 12.25 104.54 61.88 13.65 14.44 107.97 60.29 10.65 10.27 80.47 75.78 KW-H Test Te 1/1/ 786.0 473.3 516.0 774.0 748.5 905.6 Mean 579.78 611.14 766.55 682.59 756.11 814.77 st 1 8 9 4 7 6 4 1/1/ 587.8 398.5 489.0 500.5 732.3 754.5 Min 506.32 513.43 509.03 435.87 735.28 744.81 1 1 1 9 0 7 5 1/1/ 1074.5 901.8 498.3 522.4 820.7 757.7 1040.0 932.8 Max 605.62 632.69 987.82 764.86 1 2 5 5 1 8 7 2 8 109.3 Std. D. 29.19 28.22 156.83 25.36 9.02 154.00 76.00 7.29 6.34 64.78 43.12 2/2/1 6 KW-H Test Tr 1/1/ 259.0 130.7 139.2 279.0 117.8 209.2 Mean 125.45 145.41 200.80 198.69 134.91 164.95 ai 1 7 5 8 2 4 5 ni 119.6 119.1 119.3 118.8 113.8 113.2 ng Min 119.88 120.29 122.51 127.13 114.45 115.54 2/2/2 9 1 9 2 9 4 DJF 1/1/ 296.0 153.8 156.1 294.3 149.8 222.3 Max 154.70 157.23 409.34 381.57 152.40 252.67 2014 1 9 3 2 5 3 6 1/1/ Std. D. 9.88 16.12 84.42 66.18 15.22 17.07 66.74 38.07 10.69 18.24 34.03 31.62 1 KW-H Test Te 1/1/ 577.5 296.5 325.7 614.3 661.6 728.7 Mean 299.50 340.94 540.97 418.73 664.42 770.75 st 1 1 9 4 4 7 9 300.5 280.1 284.0 294.4 655.3 657.0 Min 276.27 276.12 276.90 283.32 655.65 658.99 2/1/1 6 6 0 6 0 2 1/1/ 698.1 337.5 341.4 641.0 673.3 798.4 Max 367.67 381.59 942.52 853.31 673.49 973.89 1 4 4 7 2 7 5 1/1/ 124.5 Std. D. 22.81 43.53 221.01 17.60 24.28 146.63 76.41 6.42 7.52 113.39 70.79 1 2 KW-H Test

10test 20test 40test SMN- MLP-ANN- SMN-R- SMN- MLP- SMN-R- SMN- MLP-ANN- SMN-R- Rank PM PM PM Data ANN-PSO PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO PSO ANN-PSO Tr 243.1 125.4 157.9 146.2 189.2 112.8 128.5 Mean 1/1/1 127.77 160.46 205.90 125.05 140.62 ai 6 1 9 5 3 6 5 ni 109.0 109.5 109.6 112.7 109.4 109.1 109.2 Min 1/2/1 108.49 109.36 129.91 109.59 120.53 ng 7 1 5 2 1 9 1 1/1/1 275.8 147.3 190.1 170.4 256.9 146.1 176.1 Max 148.20 179.29 297.75 150.17 178.63 2 8 8 0 9 1 9 Std. D. 1/1/1 18.73 19.56 56.75 55.57 18.33 19.13 16.38 66.47 8.74 18.69 14.24 25.89 DJF KW-H Test 2010 Te 1/1/1 439.5 226.7 244.9 232.5 364.1 360.4 369.5 Mean 199.23 207.48 420.26 368.43 399.45 st 0 7 0 9 2 0 3 198.6 181.3 202.7 156.3 228.7 346.7 360.5 Min 1/2/1 175.71 178.87 187.15 360.64 348.62 0 5 0 1 5 2 9 1/1/1 500.3 234.1 267.4 317.6 506.7 368.7 391.8 Max 207.39 229.43 725.02 380.65 442.45 8 7 9 3 4 7 6 1/1/1 118.1 133.0 Std. D. 7.13 9.62 148.02 10.97 15.99 49.51 4.94 7.41 29.30 10.68 5 6 KW-H Test Tr 1/1/1 223.5 158.3 205.3 237.8 262.1 158.9 270.8 DJF Mean 169.00 209.46 231.12 197.26 229.93 ai 5 6 0 5 6 2 2 2011 ni 149.7 151.7 152.3 196.8 150.7 145.7 144.4 Min 2/2/2 150.77 151.26 172.42 146.18 148.46 ng 2 0 3 9 4 1 9 1/1/1 308.7 203.2 248.0 343.2 313.8 192.2 331.1 Max 200.75 248.13 303.11 238.54 398.15 5 4 2 7 1 0 1 Std. D. 1/1/1 23.64 32.49 32.96 57.75 15.29 33.65 44.20 52.62 19.72 37.66 59.33 60.99 KW-H Test Te 1/1/1 160.3 134.2 166.1 140.8 162.9 190.4 241.2 Mean 149.95 177.26 159.04 235.30 209.97 st 5 6 5 9 2 0 6 1/1/1 129.6 129.5 131.3 129.8 131.4 172.2 172.8 Min 125.85 139.14 127.78 173.50 178.43 8 9 8 5 5 8 4 1/1/1 212.3 147.7 207.0 163.2 207.8 236.4 276.4 Max 173.77 205.39 182.57 277.02 245.17 9 8 9 5 1 7 2 Std. D. 1/1/3 14.81 19.40 14.89 23.94 4.98 29.00 9.29 30.08 26.84 39.29 14.06 22.36 KW-H Test Tr 155.9 102.2 131.6 160.8 175.2 114.5 148.4 Mean 1/1/1 110.26 144.66 153.16 125.28 150.83 ai 9 4 0 6 2 1 0 ni 118.9 Min 2/2/1 96.95 97.38 127.36 96.84 98.18 98.78 98.18 95.87 96.55 98.70 96.56 ng 1 1/1/1 200.1 115.3 166.3 251.9 202.7 132.3 204.9 Max 134.17 160.33 231.98 133.01 219.29 0 5 9 6 3 2 7 Std. D. 1/1/1 16.53 16.98 30.11 42.67 5.41 21.88 38.37 39.69 16.11 12.86 31.50 50.09 DJF KW-H Test 2012 Te 1/1/1 126.8 107.0 136.8 117.7 136.6 Mean 105.43 114.79 111.80 83.36 94.22 132.10 130.10 st 1 7 6 9 5 104.0 103.3 102.4 Min 2/1/2 102.66 103.74 102.53 82.69 83.12 83.18 84.02 103.78 104.19 2 3 0 1/1/1 150.6 108.8 177.3 149.3 137.5 168.1 Max 111.05 123.86 164.03 84.57 139.67 146.65 4 9 5 6 3 8 Std. D. 1/1/1 2.72 7.40 15.92 20.49 0.44 6.98 26.09 16.85 16.04 12.79 10.23 29.89 KW-H Test Tr 1/1/1 127.1 315.9 131.9 156.5 251.8 293.1 120.8 138.7 Mean 160.13 311.65 150.38 222.52 ai 5 3 7 8 8 2 2 1 ni 1/1/1 105.7 114.0 103.6 113.4 141.3 112.7 100.3 108.3 Min 114.56 121.99 108.55 124.48 ng 0 6 7 0 2 9 6 5 1/1/1 153.2 396.5 153.4 192.5 459.3 395.1 144.5 195.5 Max 190.91 470.72 181.77 415.35 0 5 5 5 9 4 5 1 1/1/1 117.2 121.1 Std. D. 14.05 18.06 96.44 15.29 18.06 87.48 14.01 14.78 81.96 18.50 6 4 DJF 2013 KW-H Test Te 1/1/1 593.6 809.2 495.5 523.0 645.6 694.3 751.3 763.9 Mean 644.93 868.50 766.50 841.51 st 1 9 7 2 4 0 9 3 1/1/1 558.9 589.1 457.6 478.7 460.8 504.3 723.3 733.4 Min 576.62 576.88 734.36 745.17 9 5 4 2 2 8 8 4 1/1/1 617.7 1141.9 908.3 509.2 551.8 998.8 807.9 760.8 1023.3 773.7 Max 680.08 775.69 9 0 0 9 2 6 3 7 8 2 121.0 148.2 136.0 Std. D. 18.78 30.04 177.33 13.73 16.86 9.50 8.72 83.70 8.52 1/1/3 1 2 1 KW-H Test Tr 1/1/1 145.3 293.7 131.7 151.1 176.2 285.4 126.7 148.8 Mean 175.06 171.13 154.88 179.36 ai 3 8 1 3 9 1 4 8 ni 1/1/1 119.6 120.3 118.8 119.5 122.4 119.2 113.1 114.0 Min 120.77 120.93 114.59 119.03 ng 4 1 9 4 1 0 4 9 1/1/1 187.2 303.5 154.9 187.2 281.2 294.2 150.6 241.2 Max 196.10 252.34 183.24 279.28 9 0 7 8 2 6 2 0 DJF Std. D. 2/1/1 23.84 20.58 26.68 42.01 15.97 22.03 39.87 39.12 17.49 17.91 41.30 34.53 2014 KW-H Test Te 1/1/1 338.2 670.4 302.6 326.8 414.3 619.9 663.7 678.4 Mean 412.37 408.86 674.89 770.38 st 5 5 3 7 7 2 7 6 1/1/1 282.1 290.9 281.8 282.8 287.4 286.8 646.0 650.6 Min 287.89 283.95 648.23 659.50 8 6 8 2 3 1 6 2 1/1/1 445.2 699.2 337.6 389.8 495.0 648.7 677.6 820.2 Max 449.39 633.46 694.45 960.87 2 6 7 1 6 9 1 9 Std. D. 2/1/1 45.82 41.02 86.34 92.02 21.12 34.51 53.14 78.87 8.92 10.70 89.49 35.65 KW-H Test

Supplementary Table 3. For DJF data set, summary info about RMSE values obtained from methods when the number of input is 4 10test 20test 40test SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- Rank PM PM PM Data ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO Tra 1/1/ 129.6 174.5 192.3 121.1 186.4 225.5 123.2 138.2 Mean 176.70 184.71 152.57 188.86 ini 1 4 1 7 0 2 3 1 2 ng 1/1/ 108.9 110.4 109.0 109.1 127.8 109.3 108.8 108.3 Min 132.63 136.54 109.24 112.33 2 8 6 3 5 0 9 7 7 DJF 1/1/ 173.0 203.2 285.4 147.7 205.6 272.0 146.7 245.0 Max 239.93 308.67 202.05 259.79 2010 1 4 8 0 0 2 2 2 8 1/1/ Std. D. 22.99 23.85 28.94 55.24 17.50 21.49 42.46 60.90 17.38 28.40 39.43 36.60 1 KW-H Test Tes 1/1/ 196.6 205.5 280.3 229.4 260.3 429.8 362.2 377.1 Mean 345.17 355.91 377.20 476.70 t 1 3 3 5 0 6 0 6 2 1/1/ 161.1 176.6 190.1 221.8 222.0 229.7 333.0 349.7 Min 174.97 228.07 356.72 353.30 1 6 5 9 6 8 5 2 7 1/1/ 202.8 215.7 530.4 237.2 284.2 571.2 372.8 528.4 Max 676.61 672.00 398.79 667.30 1 2 7 7 6 0 9 3 7 2/1/ 124.5 134.8 Std. D. 8.76 7.87 125.32 4.28 19.48 120.14 9.79 12.34 100.11 37.37 1 7 4 KW-H Test Tra 1/1/ 159.4 212.8 202.9 169.2 216.6 206.6 169.2 221.5 Mean 233.55 245.01 216.88 265.37 ini 1 4 4 3 6 6 4 9 2 ng 1/3/ 149.7 151.3 150.1 152.7 152.3 150.9 146.4 144.1 Min 177.64 156.46 146.09 170.64 3 1 4 0 4 6 0 5 8 DJF 1/1/ 200.7 271.5 264.5 204.5 272.0 263.8 192.9 330.3 Max 332.46 391.84 268.90 374.16 2011 1 4 9 8 5 2 7 8 6 1/1/ Std. D. 15.98 38.99 35.17 46.43 23.33 42.73 56.21 35.34 22.18 44.97 56.05 57.00 1 KW-H Test Tes 1/1/ 147.5 195.1 183.2 137.7 188.6 167.2 203.6 249.9 Mean 165.99 166.28 261.96 230.47 t 1 3 9 3 4 8 8 0 2 1/1/ 138.4 140.0 138.6 131.0 131.3 131.2 172.4 173.2 Min 139.43 131.76 174.20 176.35 1 3 5 1 6 8 3 0 1 1/1/ 174.1 251.9 252.4 151.8 274.7 269.6 237.9 323.9 Max 224.20 213.61 329.39 265.72 1 8 2 7 0 2 6 8 5 1/1/ Std. D. 13.44 27.95 22.40 44.47 8.65 54.22 21.07 44.15 30.76 57.66 20.75 40.93 1 KW-H Test Tra 1/1/ 103.4 136.9 133.4 108.8 141.8 138.7 104.5 126.3 Mean 144.25 157.17 142.03 141.14 ini 1 4 7 2 1 1 5 0 9 ng 2/2/ Min 96.90 97.32 109.53 96.87 98.40 98.67 102.40 98.22 96.45 96.50 101.44 96.66 1 DJF 1/1/ 132.8 181.1 178.7 135.3 182.9 180.8 130.6 178.2 Max 200.92 252.94 180.61 180.79 2012 1 4 3 7 8 5 9 8 9 1/1/ Std. D. 11.29 17.78 17.21 27.09 15.51 27.60 31.32 24.86 11.58 25.12 19.82 28.60 1 KW-H Test Tes 1/1/ 103.9 111.7 110.7 105.9 102.6 110.0 129.6 Mean 112.33 87.65 103.31 144.66 129.91 t 1 7 8 1 5 5 4 6 1/1/ 102.0 103.7 102.4 103.1 102.5 Min 102.12 83.14 83.19 84.29 83.35 103.38 105.01 2 3 0 2 5 0 1/1/ 108.2 126.5 127.1 131.9 120.7 137.8 169.6 Max 121.42 98.89 144.09 175.79 160.54 1 7 5 2 9 8 0 4 1/1/ Std. D. 1.50 6.36 4.99 8.18 6.41 15.45 13.46 12.35 12.22 19.71 11.45 23.94 2 KW-H Test Tra 1/1/ 137.6 172.5 173.4 131.4 163.9 261.5 112.8 145.1 Mean 241.07 259.94 154.82 204.05 ini 1 2 1 9 7 2 8 0 8 ng 1/1/ 105.0 115.7 111.7 104.7 112.3 110.5 100.2 106.3 Min 126.19 120.05 108.01 115.12 1 8 1 1 0 7 2 0 4 DJF 1/1/ 158.0 226.7 390.8 167.0 208.7 393.4 141.5 165.3 Max 388.01 433.49 187.84 370.32 2013 1 0 0 4 2 9 0 3 0 1/1/ 120.6 Std. D. 17.82 26.88 68.66 76.03 22.16 19.44 80.77 13.19 22.26 60.71 15.66 1 1 KW-H Test Tes Mean 1/1/ 612.2 667.3 765.85 677.8 495.3 533.5 654.02 657.1 753.1 770.48 834.21 770.9 t 1 8 3 2 9 7 8 7 6 1/1/ 575.5 587.8 595.5 436.2 480.6 504.2 741.1 753.8 Min 576.28 454.47 742.44 754.17 1 7 9 3 7 3 4 2 7 1/1/ 645.2 712.0 1063.0 883.9 523.1 573.2 1011.1 793.7 759.6 1010.3 784.1 Max 793.90 1 2 6 1 0 9 8 7 0 6 7 4 124.7 Std. D. 23.66 36.18 134.08 75.95 22.95 17.15 157.28 4.21 10.86 67.00 6.23 1/2/1 6 KW-H Test Tra 1/1/ 141.3 186.5 263.4 134.3 179.6 268.5 117.2 156.1 Mean 201.52 199.82 166.70 177.64 ini 1 9 2 3 8 4 2 5 6 ng 1/1/ 117.7 121.4 120.2 117.4 119.2 119.4 114.1 114.4 Min 130.07 122.68 114.64 115.89 1 7 6 6 3 5 4 4 0 1/1/ 178.8 238.8 326.8 158.1 246.3 317.5 147.9 240.8 Max 387.41 313.59 211.69 277.84 1 1 4 0 1 5 9 0 6 1/1/ Std. D. 18.54 33.07 64.86 64.63 16.19 30.72 50.40 56.85 7.51 27.52 39.79 41.24 1 DJF 2014 KW-H Test Tes 1/1/ 344.0 423.5 620.4 297.7 366.8 564.3 658.9 688.3 Mean 464.09 441.94 685.60 744.86 t 1 4 5 8 9 2 2 8 8 1/1/ 289.6 291.3 292.6 245.9 264.6 286.5 635.3 657.0 Min 318.18 250.34 654.61 635.44 1 6 5 1 5 3 7 7 1 1/1/ 421.5 526.6 743.6 336.3 426.3 640.8 669.1 813.9 Max 987.07 817.67 719.91 945.49 1 9 7 0 5 3 1 4 5 1/1/ 141.3 112.2 Std. D. 42.32 61.90 163.08 26.26 46.83 138.42 7.97 16.06 77.93 36.51 1 3 7 KW-H Test

10test 20test 40test SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- Rank PM PM PM Data ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO Tr 1/1/ 132.0 125 188.1 161.8 119.3 148.2 Mean 186.81 196.53 192.28 183.67 170.17 180.07 ai 1 1 .35 7 1 2 8 ni 2/1/ 108.8 108 110.3 109.1 107.4 107.8 Min 139.06 147.83 108.61 118.47 108.92 134.76 ng 1 1 .47 9 0 0 7 1/1/ 173.4 147 224.2 271.5 147.2 217.3 Max 228.49 332.46 301.81 255.83 219.85 315.45 1 4 .23 0 2 4 3 DJF 1/1/ 17. 2010 Std. D. 20.84 28.66 47.73 51.53 25.76 33.20 49.45 17.15 40.22 39.23 29.66 1 78 KW-H Test Te 1/1/ 196.0 235 269.9 289.0 362.7 376.2 Mean 208.96 338.19 244.49 344.80 382.90 448.34 st 1 3 .88 0 0 5 4 1/1/ 180.0 225 227.0 226.5 354.8 358.2 Min 185.63 181.84 188.80 233.99 359.83 355.47 1 6 .35 9 6 4 5 1/1/ 202.7 247 304.6 555.0 375.9 406.7 Max 236.34 718.28 483.83 576.02 403.20 714.68 1 5 .84 4 8 9 8 1/1/ 7.0 Std. D. 5.76 10.67 131.29 94.68 19.15 85.36 93.33 6.56 15.69 87.48 11.14 1 4 KW-H Test Tr 1/1/ 177.2 167 197.8 184.4 161.8 199.3 Mean 222.42 256.86 215.22 242.38 217.97 256.74 ai 1 8 .82 5 9 2 6 ni 3/2/ 151.7 151 152.7 151.5 147.0 144.8 ng Min 151.60 173.09 150.51 161.72 146.42 168.74 3 6 .63 4 9 9 1 DJF 1/1/ 202.3 212 271.7 285.4 195.9 277.6 Max 299.00 378.07 289.97 335.56 289.49 355.30 2011 1 1 .17 6 7 9 8 1/1/ 22. Std. D. 24.68 50.07 44.73 34.48 35.41 36.83 41.62 20.97 37.72 50.50 37.92 1 91 KW-H Test Te Mean 1/1/ 155.5 204.63 195.59 189.44 143 164.8 191.16 160.2 194.0 265.59 254.58 244.8 st 1 6 .15 1 9 8 5 1/2/ 137.1 131 132.9 131.4 174.0 176.4 Min 138.39 139.04 141.55 125.31 174.48 182.97 1 1 .07 1 4 7 9 1/1/ 180.4 212 267.1 339.4 239.9 349.6 Max 271.87 254.52 273.57 256.23 345.99 304.61 1 3 .60 4 5 9 3 1/1/ 19. Std. D. 15.92 46.96 29.71 32.30 33.39 26.99 53.02 29.34 47.45 29.77 46.89 1 53 KW-H Test Tr 1/1/ 107.9 105 143.8 132.1 110.3 125.6 Mean 149.87 156.42 134.47 154.08 142.39 167.86 ai 1 4 .28 7 7 5 6 ni 1/1/ 98. ng Min 97.14 97.41 123.03 97.38 98.82 112.62 98.85 96.50 96.78 100.93 96.77 1 25 DJF 1/1/ 135.4 134 201.5 182.3 131.3 189.8 Max 194.78 218.82 179.69 206.93 180.49 216.80 2012 1 2 .45 6 4 9 2 1/1/ 10. Std. D. 14.31 25.26 22.00 31.00 32.64 20.42 29.65 15.14 27.05 27.56 33.02 1 88 KW-H Test Te 1/1/ 104.9 86. 108.4 115.8 129.1 Mean 116.31 118.92 112.96 104.43 99.34 142.82 145.60 st 1 5 15 0 3 9 1/1/ 102.1 83. 103.3 103.4 Min 103.77 103.26 102.19 83.37 85.29 83.87 103.43 104.21 1 4 24 6 2 1/1/ 109.9 97. 144.3 124.0 137.7 187.7 Max 140.50 144.53 125.77 125.83 174.57 162.87 1 9 61 4 0 5 1 1/1/ 3.9 Std. D. 1.99 9.81 8.78 8.33 16.55 9.97 13.82 15.08 21.33 12.05 28.66 2 4 KW-H Test Tr 1/1/ 135.8 136 177.3 160.9 116.2 149.6 Mean 165.36 251.08 160.23 225.58 176.45 216.00 ai 1 0 .21 4 8 2 1 ni 1/1/ 106.2 103 111.4 107.8 100.2 104.3 ng Min 114.88 133.94 108.66 119.16 109.39 117.82 1 0 .74 2 9 1 6 DJF 1/1/ 172.5 161 233.3 185.5 142.4 172.3 Max 204.16 466.62 185.68 434.78 203.38 360.29 2013 1 2 .83 9 7 6 2 1/1/ 21. Std. D. 20.20 20.61 86.80 21.87 30.33 88.39 18.59 14.64 19.79 59.54 18.37 1 08 KW-H Test Te 1/1/ 604.2 500 538.2 551.6 750.8 773.4 Mean 666.61 821.26 675.13 655.20 777.02 841.72 st 1 3 .26 9 1 9 1 1/1/ 537.9 458 492.3 506.1 737.6 754.7 Min 561.82 601.11 595.77 469.00 743.98 753.91 1 8 .78 7 0 4 2 1/1/ 659.6 1136.8 526 589.8 1018.6 576.9 763.1 1031.6 783.0 Max 724.06 716.02 796.07 1 6 2 .61 3 7 0 9 8 8 18. Std. D. 33.97 38.72 150.64 34.69 24.16 144.79 15.83 7.89 10.71 76.93 6.59 1/2/2 00 KW-H Test Tr 1/1/ 148.2 149 177.9 234.7 126.8 150.6 Mean 189.93 200.84 258.42 192.62 180.86 194.19 ai 1 1 .16 4 7 4 1 ni 118.5 118 126.3 119.2 114.0 114.5 ng Min 120.57 125.29 120.63 131.28 115.40 113.98 1/1/2 7 .61 2 0 4 0 DJF 1/1/ 189.9 192 224.5 322.5 150.9 209.3 Max 255.72 331.26 332.28 329.63 233.00 307.27 2014 1 5 .19 3 8 1 5 1/1/ 26. Std. D. 26.06 38.11 45.40 71.57 27.69 41.45 75.17 15.84 29.80 45.04 31.92 1 34 KW-H Test Te 1/1/ 351.9 329 373.2 499.2 666.4 685.6 Mean 431.89 461.58 612.55 420.97 700.44 761.23 st 1 7 .62 5 2 1 7 1/1/ 281.5 283 286.2 288.5 643.4 651.4 Min 286.10 287.19 293.42 291.32 661.38 644.09 1 7 .85 1 3 4 5 1/1/ 447.3 404 460.6 675.5 680.4 739.8 Max 563.33 839.82 852.40 781.18 733.14 898.04 1 3 .73 5 8 7 5 1/1/ 41. 133.8 Std. D. 60.15 79.80 113.13 169.39 48.25 95.95 9.74 20.56 82.27 22.33 1 56 4 KW-H Test Supplementary Table 5. For BIST data set, summary info about RMSE values obtained from methods when the number of input is 2

10test 20test 40test SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- SMN- MLP- SMN-R- Rank PM PM PM Data ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO Tr 1/1/ Mean 1043 1213 2446 3058 1054 1213 2219 2970 1027 1172 2386 2643 ai 1 ni 2/1/ Min 926 927 1068 923 906 907 960 1146 884 884 905 1057 ng 1 1/1/ Max 1205 1448 4678 3268 1174 1791 4684 3188 1144 2502 3816 2783 1 2/1/ Std. D. 105 97 888 513 102 200 1121 432 108 333 899 375 1 BIST 2010 KW-H Test Te 1/1/ Mean 607 892 2057 3954 1151 1462 2433 6250 1229 1467 3837 7373 st 1 1/1/ Min 544 558 577 555 885 947 890 1773 1101 1103 1124 1891 1 1/1/ Max 816 1649 5533 5049 1443 2357 6373 7373 1432 2962 7242 8349 1 1/1/ Std. D. 81 220 1226 873 177 274 1740 1137 157 383 1930 1345 1 KW-H Test Tr 1/1/ Mean 1050 1359 1910 2825 1170 1367 1900 2694 1091 1370 1874 2311 ai 1 ni 1/1/ Min 1026 1042 1305 1036 1033 1043 1362 1038 1022 1035 1230 1032 ng 1 1/1/ Max 1223 1451 3052 3075 1425 1965 3590 2965 1420 1581 2838 2745 1 1/1/ Std. D. 45 145 683 452 179 227 683 427 142 171 560 375 1 BIST 2011 KW-H Test Te 1/1/ Mean 1089 1250 2909 5260 1197 1550 3059 5221 1575 1896 3679 10524 st 1 2/1/ Min 1047 1095 712 1100 1100 1136 841 1121 1498 1507 1521 1477 1 1/1/ Max 1139 1709 6759 5579 1280 4357 6583 5545 1806 2746 6567 16880 1 1/1/ Std. D. 936 1105 2120 3250 863 975 2290 2939 800 980 1217 2674 1 KW-H Test Tr 1/1/ Mean 758 885 799 884 697 814 882 813 707 815 686 815 ai 1 ni 1/1/ Min 1201 1651 3641 3399 931 1085 4330 3098 929 1072 2567 2820 ng 2 1/1/ Max 124 148 835 558 86 89 1035 504 90 94 502 441 1 1/1/ Std. D. 2334 2871 5738 7832 5072 5414 8323 8856 5521 5733 6412 8777 1 BIST 2012 KW-H Test Te 1/1/ Mean 1243 1898 1568 2883 4643 4876 5103 5435 5174 5396 5328 5711 st 1 1/1/ Min 2660 2979 11119 8154 5207 5492 12542 9200 5633 5790 7668 9058 1 1/1/ Max 418 231 2744 1166 146 132 2460 830 113 86 502 734 1 1/2/ Std. D. 936 1105 2120 3250 863 975 2290 2939 800 980 1217 2674 1 KW-H Test Tr 1/1/ BIST Mean 1713 1886 2697 3364 1679 1881 2445 3355 1680 1921 2291 3420 ai 1 2013 ni Min 2/1/1 1523 1524 1717 1518 1527 1529 1550 1523 1563 1566 1671 1559 ng Max 1/1/ 1951 2051 4054 3476 1968 2013 4794 3493 2007 2038 4247 3545 1 Std. D. 2/1/1 200 168 819 436 172 177 829 433 173 170 804 440 KW-H Test Te 1/1/ Mean 3440 3849 5464 6643 2723 2969 4304 5448 2099 2400 3036 4592 st 1 Min 1/2/2 3004 3131 3067 3134 2497 2518 2052 2518 1978 1984 1971 1992 1/1/ Max 3854 5006 9311 6875 3019 3166 7451 5625 2432 2593 5898 4767 1 Std. D. 1/2/2 338 376 2094 827 220 166 1598 691 158 118 1295 613 KW-H Test Tr 1/1/ Mean 1187 1418 2243 3673 1116 1395 3265 3597 1084 1248 2850 3628 ai 1 ni 1/1/ Min 1044 1070 1148 1064 1020 1035 1105 1030 974 997 1025 3588 ng 1 1/1/ Max 1349 2691 4961 3827 1295 2468 5258 3776 1254 1440 4710 3667 1 Std. D. 1/1/3 123 319 1133 615 103 268 1123 605 112 107 1218 36 BIST KW-H Test 2014 Te 1/1/ Mean 1547 1980 3533 5384 1664 1936 4438 5340 2708 2933 4955 6029 st 1 1/1/ Min 725 739 966 1714 1271 1296 1441 1824 2188 2311 2311 5793 1 1/1/ Max 1829 2257 7522 5781 1817 2125 7690 5719 2876 3131 8161 6257 1 1/1/ Std. D. 308 360 1558 896 185 191 2121 836 173 182 1763 204 1 KW-H Test

Supplementary Table 6. For BIST data set, summary info about RMSE values obtained from methods when the number of input is 3

10test 20test 40test SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- Rank PM PM PM Data ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO Tr 1/1/ Mean 1271 1362 2499 2960 1025 1249 1977 3111 1051 1285 1771 2754 ai 1 ni 1/1/ Min 926 927 1050 929 905 913 1075 909 881 905 917 880 ng 2 1/1/ Max 1398 1751 4782 3342 1206 1556 3892 3303 1180 1537 3923 2983 1 BIST 1/1/ 2010 Std. D. 184 188 1142 754 111 148 969 530 117 150 891 458 1 KW-H Test Te 1/1/ Mean 732 1068 2238 4204 1158 1486 2043 5176 1249 1686 2401 6526 st 1 1/1/ Min 539 560 581 552 932 952 1040 1033 1098 1099 1117 1120 1 1/1/ Max 1163 1474 5438 5853 1453 1691 5409 6567 1447 2822 7292 8560 1 1/2/ Std. D. 209 242 1573 1415 166 155 1355 1169 159 359 1718 1588 1 KW-H Test Tr 1/1/ Mean 1241 1500 2061 2730 1095 1613 1819 2500 1129 1548 1647 2017 ai 1 ni 1/1/ ng Min 1027 1036 1481 1032 1024 1037 1361 1035 1019 1030 1238 1028 1 BIST 1/1/ Max 1722 1798 3369 3147 1420 1935 3651 3029 1426 1829 2380 2815 2011 1 2/1/ Std. D. 224 177 550 691 140 217 567 700 163 244 291 671 1 KW-H Test Te Mean 1/1/ 1166 1426 3707 4484 1186 1799 3081 4188 1632 2124 3395 3608 st 1 1/2/ Min 1070 1151 1419 1090 1112 1162 1091 1133 1240 1529 1308 1496 1 1/1/ Max 1240 2369 5518 5650 1340 3995 6154 5654 1964 3216 5571 6036 1 1/1/ Std. D. 63 259 1318 1904 82 629 1534 2003 194 379 1191 2010 1 KW-H Test Tr 1/1/ Mean 992 1241 1798 3242 915 1228 1893 2644 938 1094 1773 2528 ai 1 ni 1/1/ ng Min 747 875 1087 867 692 823 887 801 699 803 1001 803 1 BIST 1/1/ Max 1148 1763 3045 3639 1073 1589 4024 3275 1105 1280 3450 3016 2012 1 1/1/ Std. D. 137 174 655 762 139 162 941 922 158 147 668 740 2 KW-H Test Te 1/1/ Mean 2306 2871 5512 7601 5130 5422 7590 8271 5418 5713 7189 8314 st 1 1/1/ Min 1536 2442 2426 2820 4975 5149 5048 5366 5014 5491 5104 5624 1 1/1/ Max 2522 3097 10706 8423 5259 5562 11906 9239 5574 5783 10358 8992 1 2/1/ Std. D. 263 126 2395 1632 86 116 2175 1569 161 63 1684 1324 2 KW-H Test Tr 1/1/ Mean 1643 2025 2518 3529 1721 2089 2373 3547 1830 2189 2834 3614 ai 1 ni 1/1/ ng Min 1513 1526 1703 1527 1528 1532 1760 1531 1562 1569 1761 1573 1 BIST 1/1/ Max 1953 2476 4220 3723 1979 2467 5138 3725 2030 2956 4743 3763 2013 1 1/1/ Std. D. 186 291 691 485 214 244 776 486 208 337 679 487 1 KW-H Test Te 1/1/ Mean 3309 4297 5643 7137 2747 3251 4062 5852 2293 2661 4010 4980 st 1 1/1/ Min 3070 3130 3128 3114 2430 2525 2517 2498 1917 1962 1927 2008 1 1/1/ Max 3862 6138 8438 7685 3092 3895 7965 6222 2635 3631 6369 5215 1 1/1/ Std. D. 316 798 1761 1020 251 385 1482 834 233 427 1215 718 1 KW-H Test Tr 1/1/ Mean 1231 1557 2694 3814 1221 1467 2159 3630 1193 1500 2528 3489 ai 1 ni 1/1/ ng Min 1053 1166 1300 1055 1015 1036 1369 1019 974 982 1009 979 1 BIST 1/1/ Max 1446 2361 4780 4022 1468 1929 4642 3992 1486 1937 4547 3876 2014 1 1/1/ Std. D. 151 289 974 655 143 239 938 812 173 180 1203 863 1 KW-H Test Te 1/1/ Mean 1941 2227 3124 5698 2015 2107 3205 5335 2952 3122 4433 5861 st 1 1/1/ Min 1439 1516 1441 1719 1767 1815 1834 1773 2213 2503 2596 2881 1 1/1/ Max 2259 2583 6258 6045 2233 2390 7033 5775 3183 3447 7260 6252 1 1/1/ Std. D. 280 286 1141 950 162 157 1276 1142 232 234 1195 1019 1 KW-H Test Supplementary Table 7. For BIST data set, summary info about RMSE values obtained from methods when the number of input is 4

10test 20test 40test SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- SMN- MLP-ANN- SMN-R- Rank PM PM PM Data ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO PSO ANN-PSO Tr 1/1/ Mean 1271 1533 2178 2205 1195 1551 1892 2216 1107 1587 2078 2144 ai 1 ni 1/1/ Min 918 957 1083 925 912 1158 1052 913 882 926 1144 884 ng 1 1/1/ Max 1429 2119 3725 3406 1362 2227 3488 3370 1444 2218 3141 3039 1 1/1/ Std. D. 170 238 736 990 158 248 760 1060 213 288 612 896 1 BIST 2010 KW-H Test Te 1/1/ Mean 798 1305 1845 2753 1476 1728 1792 3042 1333 2236 2779 3807 st 1 1/1/ Min 536 634 732 550 1035 1058 1055 1044 1098 1115 1452 1104 1 1/1/ Max 1222 1981 4129 5224 1764 2076 4184 5178 1824 3608 6709 5882 1 1/1/ Std. D. 220 292 790 1662 240 212 871 1557 254 723 1521 2044 1 KW-H Test Tr 1/1/ Mean 1245 1603 2158 2159 1247 1692 1906 1967 1132 1656 1809 1717 ai 1 ni 1/1/ Min 1029 1034 1534 1030 1029 1041 1443 1033 1026 1029 1273 1026 ng 1 1/1/ Max 1440 2004 3675 3236 1426 2025 2937 3088 1429 1993 3118 2835 1 1/1/ Std. D. 187 265 698 823 198 282 392 692 156 244 505 420 1 BIST 2011 KW-H Test Te 1/1/ Mean 1237 1677 3537 2890 1268 1857 3069 2601 1692 2444 3443 2502 st 1 2/2/ Min 1042 1174 1024 1119 1143 1222 1013 1144 1483 1533 1541 1501 1 1/1/ Max 1365 2253 7184 5937 1364 3529 6436 6050 2131 3861 5656 6524 1 1/1/ Std. D. 91 242 2132 2179 82 457 1629 1930 181 521 1224 1049 1 KW-H Test Tr 1/1/ Mean 996 1763 2105 2795 1028 1252 1633 1752 896 1259 1973 2360 ai 1 ni 1/1/ Min 747 1177 951 859 789 796 833 793 693 795 873 795 ng 1 1/1/ Max 1153 3848 4690 3670 1200 1558 3550 3268 1101 1657 3708 2990 1 1/1/ Std. D. 149 735 996 1175 128 184 673 1015 138 194 939 869 1 BIST 2012 KW-H Test Te 1/1/ Mean 2460 2790 4731 6134 5172 5542 7138 6579 5445 5737 7675 7846 st 1 1/1/ Min 2359 2428 2371 2628 4774 5142 4975 5025 5175 5579 5471 5534 1 1/1/ Max 2601 3333 11726 8197 5315 6076 10853 9210 5527 5805 10998 9125 1 1/1/ Std. D. 67 220 2290 2502 138 205 1565 1693 108 53 1851 1532 2 KW-H Test Tr 1/1/ BIST Mean 1795 2500 2334 3297 1737 2481 2761 3358 2068 2337 2797 3536 ai 1 2013 ni Min 3/1/2 1524 1529 1510 1521 1526 1551 1526 1527 1573 1575 1702 1562 ng 1/1/ Max 2310 2894 2909 3932 2361 3055 4495 3940 2432 3062 5287 4011 1 1/1/ Std. D. 251 370 315 760 259 392 718 788 274 370 900 666 1 KW-H Test Te 1/1/ Mean 3568 5082 5162 6755 2737 3868 4983 5544 2450 2767 3709 4815 st 1 1/1/ Min 2793 2989 3007 2967 2443 2577 2479 2495 1542 1933 1868 1941 1 1/1/ Max 4576 7010 7824 8296 3498 6259 7417 6717 2879 3491 6476 5544 1 1/1/ Std. D. 539 794 1414 1671 290 755 1420 1467 345 388 1225 1094 1 KW-H Test Tr 1/1/ Mean 1273 1704 2478 3264 1221 1467 2156 3630 1189 1669 2663 2712 ai 1 ni 1/1/ Min 1048 1066 1438 1056 1015 1036 1326 1019 970 1220 1409 982 ng 1 1/1/ Max 1589 2252 4845 4091 1468 1929 4642 3992 1524 2097 4099 3933 1 1/1/ Std. D. 207 293 1041 1263 143 239 940 812 201 208 795 1227 1 BIST 2014 KW-H Test Te 1/1/ Mean 2048 2448 3328 4843 2132 2282 3258 4001 3085 3354 4523 5078 st 1 1/1/ Min 1630 1704 1774 1715 1792 1800 1844 1827 2866 2906 2978 2883 1 1/1/ Max 2469 2743 7412 5934 2397 2743 5430 5833 3405 3573 7110 7582 1 Std. D. 1/2/1 330 248 1438 1685 212 197 963 1675 190 162 1390 1711 KW-H Test

Supplementary Table 8. For BIST data set, summary info about RMSE values obtained from methods when the number of input is 5

10test 20test 40test SMN- MLP- SMN-R- SMN- MLP-ANN- SMN-R- SMN- MLP- SMN-R- Rank PM PM PM Data ANN-PSO ANN-PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO Tr 1/1/ Mean 1271 1783 2402 1505 1226 1591 2317 1742 1212 1600 2155 1552 ai 1 ni 2/1/ Min 928 929 1178 928 912 916 968 916 896 1021 953 889 ng 2 1/1/ Max 1545 3338 3984 3444 1418 1939 4279 3386 1575 2646 3673 3143 1 BIST 1/1/ 2010 Std. D. 198 551 920 496 161 216 968 862 245 343 759 694 1 KW-H Test Te 1/1/ Mean 956 1842 2132 1541 1439 1860 2341 2341 1470 2117 2955 2371 st 1 1/1/ Min 544 569 837 551 1042 1067 1064 1081 1092 1173 1234 1098 1 1/1/ Max 1442 5721 4732 4236 1744 2445 4888 4681 1984 4370 6633 5783 1 1/1/ Std. D. 295 1331 1237 729 231 303 1326 1218 350 772 1653 1472 1 KW-H Test Tr 1/1/ BIST Mean 1378 1876 2256 1658 1407 1789 2344 1850 1345 1681 1683 1547 ai 1 2011 ni Min 1/1/ 1030 1046 1711 1033 1028 1035 1443 1035 1020 1031 1393 1032 ng 1 1/1/ Max 1731 2270 3348 3241 1740 2399 3239 3089 1715 2181 2213 2178 1 1/1/ Std. D. 307 317 481 513 276 341 537 480 199 270 196 448 2 KW-H Test Te 1/1/ Mean 1275 1927 3799 1636 1478 2054 4225 1985 1834 2416 2784 2260 st 1 1/1/ Min 1103 1271 1189 1180 1159 1184 1163 1164 1524 1544 1579 1533 1 1/1/ Max 1434 4823 5860 5962 1769 3791 7013 6037 2217 3388 4787 3399 1 1/1/ Std. D. 107 738 1526 1032 223 567 1606 1021 204 459 932 687 1 KW-H Test Tr 1/1/ Mean 1084 1523 1663 2002 877 1406 1687 1938 884 1379 1778 1838 ai 1 ni 1/1/ ng Min 769 916 1237 830 688 823 993 770 695 792 1004 770 1 BIST 1/1/ Max 1260 2139 3619 3677 1107 1802 3733 3286 1116 1562 3532 3001 2012 1 1/1/ Std. D. 148 277 542 1109 164 211 737 984 151 155 664 865 1 KW-H Test Te 1/1/ Mean 2367 2836 4349 4550 5135 5526 7213 6641 5423 5770 6890 6632 st 1 1/1/ Min 2189 2210 2574 2544 4951 4956 5066 5231 5220 5561 5281 5506 1 1/1/ Max 2498 3309 8136 8545 5319 5936 11724 9010 5533 6198 9816 8544 1 1/1/ Std. D. 96 231 1417 2553 89 220 1758 1502 80 126 1275 1308 1 KW-H Test Tr 1/1/ Mean 1758 2438 2522 2789 1762 2375 2592 2753 1872 2693 2662 3110 ai 1 ni Min 1/1/2 1521 1545 1646 1534 1533 1534 1833 1535 1570 1573 1576 1568 ng 1/1/ BIST Max 2327 3310 4802 4161 2012 3263 3945 3997 2407 3343 4612 4301 1 2013 1/1/ Std. D. 272 450 643 822 222 452 476 771 316 528 569 909 1 KW-H Test Te 1/1/ Mean 3597 5130 5411 5480 2815 3634 3969 4174 2284 3088 3316 3856 st 1 1/1/ Min 3043 3176 3061 3164 2463 2504 2488 2501 1973 1980 2033 1978 1 1/1/ Max 4768 6624 9392 8001 3351 5102 7193 6534 2836 4068 5744 5854 1 1/1/ Std. D. 529 860 1625 1562 306 665 1032 1291 318 590 998 1312 1 KW-H Test Tr 1/1/ Mean 1365 1726 2782 2633 1363 1717 2910 2394 1313 1715 2808 2320 ai 1 ni Min 2/2/1 1051 1101 1551 1048 1066 1149 1615 1021 970 988 1409 980 BIST ng 1/1/ Max 1752 2107 4790 4073 1576 2216 5218 4055 1706 2998 4483 3916 2014 1 Std. D. 2/1/1 271 242 1055 1216 170 267 847 1130 260 418 794 1086 KW-H Test Te 1/1/ Mean 2153 2583 4034 3891 2174 2811 3770 3351 3203 3454 4899 4386 st 1 1/1/ Min 1588 1732 1746 1711 1676 1870 1712 1769 2810 2913 2857 2874 1 1/1/ Max 2710 2991 7198 5967 2442 4591 8104 5662 3619 3706 6959 7514 1 Std. D. 2/1/2 417 291 1556 1635 227 682 1805 1499 259 195 1311 1438 KW-H Test Supplementary Table 9. For NASDAQ data set, summary info about RMSE values obtained from methods when the number of input is 2

10test 20test 40test SMN- MLP- SMN-R- SMN- MLP- SMN-R- SMN- MLP- SMN-R- Rank PM PM PM Data ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO Tr 2/1/ Mean ai 1 30.50 30.06 56.72 70.96 28.28 29.60 65.54 66.12 28.89 31.64 45.44 55.64 ni 2/3/ Min ng 2 25.27 25.32 27.24 25.15 25.40 25.37 25.74 25.18 25.02 25.06 28.17 24.89 1/1/ Max 1 33.11 34.31 98.35 76.02 33.33 34.09 106.89 71.09 33.65 34.36 62.13 60.83 1/1/ Std. D. 2 2.96 3.61 22.78 11.23 3.43 3.79 25.01 10.18 3.92 3.37 9.85 7.85 NASDAQ 2010 KW-H Test Te 1/1/ 167.4 180.2 190.8 Mean st 1 37.67 47.80 130.05 0 65.43 68.69 172.69 7 84.82 91.69 149.17 9 1/1/ Min 1 13.85 27.16 24.69 46.53 44.57 52.14 63.54 66.67 77.13 77.87 78.10 87.06 1/1/ 178.8 187.7 201.9 Max 1 47.84 51.31 233.71 8 69.32 72.15 271.14 0 88.48 94.09 240.71 6 2/2/ Std. D. 1 11.24 5.04 69.49 28.61 5.73 4.23 68.66 26.76 3.09 3.93 51.85 24.88 KW-H Test Tr 1/1/ Mean ai 1 32.54 38.19 42.64 43.71 32.84 36.17 42.67 44.63 32.02 39.06 42.74 44.37 ni 2/3/ Min ng 2 32.48 32.56 36.21 32.23 32.78 32.86 32.68 32.48 31.95 32.03 34.26 31.81 1/1/ Max 1 32.69 43.38 60.40 44.78 32.90 43.85 66.34 45.31 32.23 42.83 60.51 45.04 1/1/ Std. D. 1 0.05 5.36 6.42 2.85 0.03 5.16 7.77 2.86 0.06 5.27 7.72 2.96 NASDAQ 2011 KW-H Test Te 1/1/ Mean st 1 27.04 28.82 26.57 28.22 26.81 26.91 27.72 29.78 34.48 39.73 38.58 41.26 2/2/ Min 1 22.93 23.18 22.70 26.91 26.41 26.80 22.99 27.62 34.31 34.33 34.47 34.65 1/1/ Max 1 28.76 34.17 35.54 29.28 26.88 27.21 31.62 33.92 34.52 42.53 46.70 45.14 3/2/ Std. D. 1 2.61 1.89 3.76 1.16 0.10 0.10 1.79 1.47 0.05 3.92 3.34 1.96 KW-H Test Tr 1/1/ Mean ai 1 28.70 34.44 45.14 60.80 29.17 33.76 50.03 62.50 29.03 33.95 46.57 57.35 ni 1/1/ Min ng 1 25.41 27.33 30.03 26.98 25.70 27.50 30.88 27.14 25.54 27.30 27.64 26.81 1/1/ Max 1 33.80 41.38 73.31 67.86 34.24 37.50 87.76 68.96 33.94 45.11 93.77 70.34 1/1/ Std. D. 1 3.05 4.18 15.03 8.73 2.82 4.03 18.47 9.21 2.92 4.74 22.59 14.94 NASDAQ 2012 KW-H Test Te 1/1/ Mean st 1 30.44 33.95 31.97 42.29 26.34 30.21 29.40 37.13 28.30 34.70 35.67 44.48 1/1/ Min 1 29.08 29.65 29.83 29.23 25.31 25.92 25.32 26.52 26.65 27.12 28.34 28.77 1/1/ Max 1 33.69 35.83 35.55 63.11 27.41 32.44 34.05 51.50 35.22 41.85 47.99 82.89 1/1/ Std. D. 1 1.59 2.36 1.73 5.70 0.56 2.62 2.55 5.16 1.76 5.18 4.08 14.24 KW-H Test Tr 1/1/ 119.8 109.8 Mean ai 1 35.13 38.34 109.68 4 33.23 38.90 90.34 0 34.03 37.79 78.47 95.04 ni 1/1/ Min ng 1 28.49 30.93 32.58 30.80 27.88 29.83 31.44 29.53 27.71 29.17 31.14 29.08 NASDAQ 1/1/ 127.9 120.8 104.8 Max 2013 1 39.24 44.20 206.44 9 38.28 48.80 197.61 1 37.72 43.00 156.36 0 Std. D. 2/1/2 3.57 3.04 52.06 21.22 4.12 4.23 62.97 19.34 3.88 2.74 40.33 16.04 KW-H Test Te 1/1/ 105.8 359.6 109.9 129.9 351.4 169.3 389.2 Mean st 1 5 122.97 252.26 0 3 0 238.63 3 4 187.73 274.46 6 1/1/ 123.9 132.8 121.8 186.8 Min 1 69.32 85.93 79.04 1 54.98 73.36 82.95 3 4 154.25 156.24 2 1/1/ 116.5 847.1 127.7 134.0 815.6 183.1 678.1 Max 1 7 127.80 459.23 0 0 1 477.75 2 2 190.82 443.59 1 125.7 118.5 104.5 Std. D. 2/1/2 10.35 8.88 121.20 2 21.17 13.35 120.07 5 14.51 7.94 78.34 1 KW-H Test Tr 1/1/ 131.8 124.2 109.4 Mean ai 1 45.64 50.12 107.40 5 42.84 46.03 117.25 9 38.71 47.04 76.18 7 ni Min 2/2/2 37.84 37.98 40.69 37.78 37.10 37.28 39.08 37.04 34.67 34.73 37.86 34.56 NASDAQ ng 1/1/ 137.6 130.9 118.6 Max 2014 1 49.69 61.51 193.14 0 48.80 51.06 212.84 6 46.22 51.81 154.53 4 Std. D. 1/2/2 4.78 4.91 51.75 22.21 4.91 4.12 51.28 20.91 3.74 3.26 35.12 17.81 KW-H Test Te 1/1/ 255.4 263.4 172.2 331.7 Mean st 1 56.02 72.63 196.88 1 54.36 64.94 213.96 0 7 179.64 259.92 8 1/1/ 158.8 180.2 Min 1 32.34 45.34 37.05 61.26 43.19 43.37 48.74 60.04 2 165.71 162.49 4 1/1/ 266.4 276.8 178.7 370.5 Max 1 66.03 80.34 359.59 2 60.81 72.66 403.03 4 9 183.69 397.67 7 Std. D. 2/1/2 10.51 10.41 108.74 45.70 5.17 7.95 119.29 47.92 6.74 4.58 72.31 36.40 KW-H Test

Supplementary Table 10. For NASDAQ data set, summary info about RMSE values obtained from methods when the number of input is 3

10test 20test 40test SMN- MLP- SMN-R- SMN- MLP- SMN-R- SMN- MLP- SMN-R- Rank PM PM PM Data ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO Tr 1/1/ Mean 29.13 37.72 53.74 65.71 28.44 36.33 54.54 67.84 30.58 32.65 51.10 47.01 ai 1 ni 2/2/ Min 25.29 25.61 32.25 25.14 25.36 25.40 30.46 25.15 24.87 25.11 32.44 24.97 ng 1 1/1/ Max 34.03 42.06 96.64 77.50 34.70 42.12 96.69 72.79 36.41 42.98 87.27 63.29 1 1/1/ Std. D. 3.87 4.52 20.62 19.28 3.67 5.07 17.38 12.60 4.29 5.44 18.09 15.66 1 NASDAQ 2010 KW-H Test Te 1/1/ 141.3 171.9 145.8 Mean 46.59 47.58 116.50 66.69 71.45 131.97 86.58 90.62 158.80 st 1 3 0 0 1/1/ Min 42.65 42.88 53.85 45.23 58.66 64.24 60.73 65.55 82.66 83.19 85.53 85.64 1 1/1/ 172.5 186.1 205.2 Max 48.23 50.61 230.59 68.64 79.97 244.59 90.11 101.12 256.03 1 1 0 2 1/1/ Std. D. 1.41 2.10 53.34 52.69 2.26 3.58 55.53 35.39 1.79 3.98 58.78 55.56 1 KW-H Test Tr Mean 1/1/ 32.47 37.35 42.15 33.21 32.77 36.55 41.34 33.50 31.85 34.96 45.12 35.35 NASDAQ ai 1 2011 2/3/ ni Min 32.24 32.25 34.97 32.04 32.52 32.51 33.48 32.31 31.67 31.72 31.64 31.40 ng 3 1/1/ Max 33.18 43.83 55.92 43.33 33.01 43.97 63.00 43.89 32.24 42.92 57.35 42.58 1 1/1/ Std. D. 0.28 5.72 5.94 3.46 0.15 5.08 6.28 3.54 0.16 4.92 5.83 5.41 1 KW-H Test Te 1/1/ Mean 26.42 28.86 27.45 29.46 26.89 27.85 28.92 27.37 34.32 36.51 42.06 38.71 st 1 2/1/ Min 22.65 22.46 22.75 28.65 26.69 26.73 26.79 26.84 34.19 34.22 34.77 34.86 1 1/1/ Max 29.01 29.80 34.09 29.85 27.25 31.01 32.03 27.68 34.49 42.56 46.63 45.84 1 3/1/ Std. D. 2.77 1.52 3.03 0.24 0.15 0.90 1.39 0.19 0.08 3.60 2.97 5.13 1 KW-H Test Tr 1/1/ Mean 31.09 38.79 46.12 38.72 31.26 38.60 51.31 42.56 28.74 38.46 45.79 41.25 ai 1 ni 1/1/ Min 25.40 27.23 30.63 27.03 25.57 27.41 33.24 27.18 25.42 27.21 26.56 27.05 ng 1 1/1/ Max 36.03 43.26 81.17 66.98 35.68 43.09 84.40 68.19 34.41 45.93 67.65 69.66 1 2/1/ Std. D. 4.21 3.87 14.37 7.53 4.23 5.26 15.04 15.82 3.72 4.80 9.41 10.65 1 NASDAQ 2012 KW-H Test Te 1/1/ Mean 31.47 37.69 34.15 37.37 28.15 33.18 30.89 32.79 29.74 40.32 37.18 41.02 st 1 1/1/ Min 29.22 29.63 29.33 30.06 25.23 26.26 25.57 26.74 26.20 28.20 28.98 27.98 1 1/1/ Max 34.53 41.73 40.25 41.58 31.04 36.15 37.43 36.46 36.31 44.47 43.96 45.80 1 1/1/ Std. D. 2.24 3.54 3.05 2.87 2.52 3.32 3.20 3.55 4.31 4.81 3.78 4.99 2 KW-H Test Tr 1/1/ 102.5 Mean 36.32 46.47 106.13 36.03 46.60 95.84 84.14 37.48 44.09 71.88 76.59 ai 1 4 ni 1/1/ Min 28.89 31.78 37.27 30.77 24.72 34.38 42.54 29.43 28.93 29.55 34.19 29.08 ng 1 1/1/ 136.6 122.8 108.7 Max 41.75 60.62 182.60 42.15 85.15 193.02 42.68 63.39 135.07 1 6 4 1 1/1/ Std. D. 5.02 5.62 42.17 42.16 5.33 9.82 48.33 41.47 3.76 7.47 34.65 33.13 1 NASDAQ 2013 KW-H Test Te 1/1/ 120.0 300.9 127.4 131.6 246.4 181.8 284.4 Mean 126.71 251.49 234.75 187.63 247.62 st 1 0 5 8 9 9 4 1 1/1/ 117.1 113.7 115.9 129.4 132.8 166.0 Min 96.18 101.74 101.17 120.04 166.34 149.49 1 9 7 7 7 4 5 1/1/ 128.0 846.1 132.6 139.9 343.8 188.3 367.1 Max 133.60 482.13 468.95 190.49 394.83 1 7 9 6 9 9 9 2 160.7 101.4 Std. D. 8.57 6.41 108.66 5.92 4.44 105.83 13.76 5.12 66.34 89.75 2/2/2 4 7 KW-H Test Tr 1/1/ 103.9 105.0 Mean 44.88 57.04 111.04 45.34 54.74 96.65 92.14 42.80 52.33 63.97 ai 1 3 4 ni Min 2/2/2 38.12 38.80 45.15 37.76 37.23 37.68 38.88 37.13 34.70 35.05 43.70 34.58 ng 1/1/ 138.8 133.6 119.6 Max 54.18 74.05 204.30 56.83 62.99 179.49 52.24 62.62 114.16 1 3 7 7 1/1/ Std. D. 5.30 8.73 47.39 43.22 6.17 5.72 48.03 41.52 5.75 6.83 21.41 28.64 NASDAQ 1 2014 KW-H Test Te 1/1/ 197.9 172.7 181.2 298.4 Mean 62.63 77.90 178.86 62.67 71.87 183.40 184.93 226.36 st 1 6 3 4 6 1/1/ 176.0 178.5 Min 53.16 53.35 58.45 53.17 52.12 57.33 52.48 54.03 176.50 182.25 1 5 6 1/1/ 274.5 270.5 186.2 333.6 Max 74.81 94.33 344.02 70.56 80.58 344.32 190.03 338.03 1 7 3 8 7 1/1/ Std. D. 7.94 10.72 90.85 89.21 5.28 7.01 98.89 97.34 2.76 3.98 37.71 58.22 1 KW-H Test

10test 20test 40test SMN- MLP- SMN-R- SMN- MLP- SMN-R- SMN- MLP- SMN-R- Rank PM PM PM Data ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO Tr 1/1/ Mean 30.77 40.03 66.29 54.87 30.07 42.08 58.61 49.41 30.42 37.79 47.25 39.00 ai 1 ni 2/1/ Min 25.20 26.05 30.62 25.18 25.21 26.34 31.95 25.51 24.93 25.12 35.46 25.01 ng 1 1/1/ Max 39.11 53.26 103.58 80.91 35.21 51.84 95.45 73.64 39.18 49.02 86.12 64.00 1 1/1/ Std. D. 5.53 6.14 22.90 22.06 4.18 5.87 19.88 16.01 5.79 6.31 14.30 13.84 1 NASDAQ 2010 KW-H Test Te 1/1/ 104.8 107.1 113.5 Mean 45.58 49.39 123.33 66.17 72.58 136.19 86.94 92.82 129.85 st 1 0 5 2 1/1/ Min 17.72 40.02 25.97 41.50 62.67 63.13 66.97 66.07 80.77 81.03 82.12 85.53 1 1/1/ 180.4 188.7 207.6 Max 48.60 59.36 225.32 69.39 77.55 238.58 94.22 112.37 247.62 1 0 7 3 2/1/ Std. D. 6.69 3.47 64.75 62.17 1.97 3.30 58.86 53.26 3.23 6.46 41.49 46.73 1 KW-H Test Tr 1/1/ Mean 32.53 37.61 45.68 37.19 32.93 39.16 46.01 35.28 32.67 37.20 42.64 35.89 ai 1 ni 3/3/ Min 32.32 32.20 40.35 32.08 32.68 32.46 32.69 32.33 31.88 31.63 31.67 31.23 ng 4 1/1/ Max 32.69 43.81 57.42 43.40 33.44 44.08 62.75 43.92 42.89 43.08 49.60 42.63 2 1/1/ Std. D. 0.08 5.58 4.77 5.75 0.20 5.22 6.07 5.09 2.41 5.39 4.51 5.56 1 NASDAQ 2011 KW-H Test Te 1/1/ Mean 27.03 29.60 27.52 29.07 26.86 27.99 30.25 27.20 35.04 38.82 41.37 39.56 st 1 1/1/ Min 23.02 23.05 23.24 23.15 26.48 26.83 26.54 26.64 34.31 34.39 34.54 34.83 1 1/1/ Max 28.81 37.24 32.83 29.73 27.08 30.49 35.37 27.45 42.53 43.23 47.00 46.33 1 3/1/ Std. D. 2.63 2.37 2.87 1.40 0.13 0.98 1.95 0.18 1.79 3.96 3.55 4.98 1 KW-H Test Tr 1/1/ Mean 29.27 41.11 44.45 39.07 29.88 39.63 45.37 38.17 32.18 39.70 49.81 40.17 ai 1 ni 1/1/ Min 25.53 27.13 29.38 26.94 25.63 27.31 29.69 27.10 25.47 27.11 31.31 26.98 ng 1 1/1/ Max 37.36 46.81 81.29 45.42 35.26 50.07 65.35 45.87 40.18 50.00 86.15 45.64 1 1/1/ Std. D. 3.80 5.02 11.29 5.48 4.25 5.40 8.54 6.39 5.60 5.47 14.21 4.98 3 NASDAQ 2012 KW-H Test Te 1/1/ Mean 30.83 39.14 34.18 38.95 27.15 33.38 32.08 34.13 32.72 40.86 39.33 43.41 st 1 1/1/ Min 28.97 29.43 29.78 29.56 24.71 26.37 24.77 26.90 26.41 28.06 31.25 27.85 1 Max 1/1/ 34.20 42.55 38.29 43.85 30.85 37.39 38.30 37.81 40.68 50.87 46.31 50.11 1 1/1/ Std. D. 1.90 3.75 2.19 4.44 2.20 2.65 3.28 3.78 5.60 5.78 3.51 5.67 2 KW-H Test Tr 1/1/ Mean 37.05 51.00 73.35 61.03 36.81 49.39 70.67 53.34 37.34 46.34 68.87 48.55 ai 1 ni 1/1/ Min 26.81 37.99 36.31 30.94 26.22 33.25 40.92 29.58 28.36 30.10 41.45 29.07 ng 1 1/1/ 133.4 125.5 110.7 Max 45.52 80.25 165.12 43.83 59.82 161.78 43.57 57.87 136.12 1 4 9 1 1/1/ Std. D. 5.66 8.98 41.93 36.62 5.00 6.07 32.19 30.95 4.38 5.95 26.02 21.80 1 NASDAQ 2013 KW-H Test Te 1/1/ 122.5 175.5 130.6 135.2 167.1 185.1 210.0 Mean 130.25 208.93 192.25 187.93 241.12 st 1 0 0 2 2 7 1 4 1/1/ 102.8 117.5 124.0 126.0 128.1 173.8 185.8 Min 106.62 106.44 127.22 175.83 182.17 1 2 5 6 0 5 3 1 1/1/ 129.7 355.8 133.8 147.7 350.3 190.2 369.6 Max 140.47 402.40 394.73 193.96 411.06 1 0 4 0 9 2 4 8 Std. D. 1/1/2 5.70 7.01 93.43 88.93 2.85 4.86 59.52 77.57 4.36 3.56 52.82 54.59 KW-H Test Tr 1/1/ Mean 47.43 71.41 84.26 70.64 46.66 61.30 86.71 82.88 45.20 64.63 81.31 97.57 ai 1 ni Min 2/2/2 37.99 49.50 51.75 37.74 37.48 38.72 42.12 37.10 34.79 43.95 46.68 34.52 ng 1/1/ 144.4 139.6 125.7 Max 57.72 101.43 188.47 57.11 70.37 181.15 55.84 97.15 166.10 1 0 6 7 1/1/ Std. D. 7.65 11.97 35.53 36.62 6.73 7.94 35.74 40.72 6.98 10.28 33.20 34.18 1 NASDAQ KW-H Test 2014 Te 1/1/ 127.3 144.2 182.4 278.0 Mean 71.73 88.54 142.95 64.38 78.90 146.64 190.76 242.81 st 1 3 8 8 2 1/1/ 174.3 178.0 Min 54.84 58.79 55.02 57.25 52.85 53.19 58.57 55.85 174.43 178.58 1 8 7 1/1/ 275.4 103.9 265.9 188.3 329.4 Max 91.21 109.57 327.44 78.87 325.15 203.32 417.29 1 5 6 3 9 1 1/1/ Std. D. 11.93 12.32 71.03 74.77 7.20 10.35 86.44 89.96 3.42 5.66 67.50 66.00 1 KW-H Test

10test 20test 40test SMN- MLP- SMN-R- SMN- MLP- SMN-R- SMN- MLP- SMN-R- Rank PM PM PM Data ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO Tr 1/1/ Mean 30.72 45.96 60.19 39.06 30.58 43.11 58.43 43.19 29.60 41.59 48.10 40.56 ai 1 ni 1/1/ Min 24.95 32.13 38.63 25.19 24.96 26.70 27.45 25.24 24.83 25.68 38.09 24.99 ng 1 1/1/ Max 39.03 58.35 111.24 76.58 38.62 55.74 101.40 71.35 33.95 54.49 73.87 66.50 1 1/1/ Std. D. 5.67 6.24 20.03 10.13 4.64 7.70 19.07 13.65 3.88 7.16 11.49 12.62 1 NASDAQ 2010 KW-H Test Te 1/1/ 109.3 Mean 45.80 47.92 97.95 55.10 65.88 69.89 129.61 88.81 86.26 91.74 129.24 st 1 2 1/1/ Min 40.67 41.89 48.76 42.25 47.02 61.23 48.69 61.92 80.26 81.11 80.38 82.52 1 Max 1/1/ 47.45 52.91 245.89 165.4 70.08 76.55 260.47 187.4 90.80 104.95 214.31 206.5 1 9 1 8 1/2/ Std. D. 1.68 2.47 56.73 26.50 4.99 3.19 55.43 41.29 2.53 5.06 39.96 38.02 1 KW-H Test Tr 1/1/ Mean 32.61 38.18 45.70 35.64 32.98 39.92 47.24 34.82 32.20 39.62 46.35 37.21 ai 1 ni 2/3/ Min 32.34 32.32 33.91 32.11 32.67 32.53 37.35 32.38 31.89 31.70 32.58 31.54 ng 3 1/1/ Max 32.82 43.96 54.99 43.57 33.51 44.54 62.11 43.95 33.12 49.96 60.49 42.81 1 1/1/ Std. D. 0.14 5.58 5.15 5.27 0.21 5.31 5.83 4.67 0.33 5.60 5.35 5.70 1 NASDAQ 2011 KW-H Test Te 1/1/ Mean 26.50 29.03 28.43 29.49 26.94 27.76 31.69 27.80 34.78 40.88 45.89 39.48 st 1 1/1/ Min 23.04 23.10 23.14 23.35 26.64 26.73 26.86 26.76 34.32 34.42 34.43 34.45 1 1/1/ Max 28.95 30.41 34.68 30.54 27.13 32.30 41.42 28.11 37.57 45.43 54.12 44.69 1 2/1/ Std. D. 2.68 1.46 2.79 1.47 0.15 1.21 3.25 0.29 0.68 4.19 4.67 4.66 1 KW-H Test Tr 1/1/ Mean 31.39 39.64 47.26 39.47 30.19 42.90 44.09 41.90 29.07 41.18 46.11 41.86 ai 1 ni 1/1/ Min 25.67 26.93 27.94 26.93 26.15 27.11 29.27 27.10 25.95 26.92 26.03 26.90 ng 1 1/1/ Max 40.28 49.75 80.16 48.95 34.70 51.28 62.75 49.61 35.11 53.84 83.51 47.33 1 1/1/ Std. D. 5.70 6.71 11.42 7.05 3.35 6.87 6.65 6.82 3.42 6.44 11.96 5.17 1 NASDAQ 2012 KW-H Test Te 1/1/ Mean 31.54 37.13 38.04 37.65 26.22 33.06 32.42 34.68 28.63 43.85 41.65 45.49 st 1 1/1/ Min 28.91 29.17 29.38 29.20 24.76 26.26 25.03 26.20 25.99 27.96 27.78 28.04 1 1/1/ Max 36.05 42.74 46.58 45.15 28.83 36.00 36.93 38.03 36.28 54.22 51.85 54.20 1 1/1/ Std. D. 2.54 3.70 4.33 4.38 1.12 2.48 2.96 3.22 3.75 6.96 6.05 6.32 1 KW-H Test Tr 1/1/ Mean 42.24 54.32 98.14 53.75 40.57 55.56 83.48 53.27 39.61 58.28 89.97 45.91 ai 1 ni 1/1/ Min 29.81 39.41 49.40 30.70 28.25 29.63 39.97 29.64 28.89 38.03 56.65 29.07 ng 1 1/1/ 136.5 125.4 Max 49.41 77.16 171.34 46.53 75.79 145.50 50.11 106.07 152.16 51.76 1 2 2 1/1/ Std. D. 5.86 8.19 32.17 28.29 6.55 9.34 32.73 25.16 6.44 13.99 26.90 5.38 1 NASDAQ 2013 KW-H Test Te 1/1/ 123.6 156.2 130.9 139.3 157.3 186.9 193.0 Mean 135.53 215.89 211.24 190.99 256.89 st 1 1 4 0 0 6 7 6 1/1/ 112.6 121.8 115.7 124.0 127.0 175.7 183.1 Min 119.51 117.29 119.57 178.97 179.01 1 3 6 7 8 3 8 9 1/1/ 130.7 366.5 134.8 150.6 366.8 191.5 201.4 Max 167.49 450.12 434.35 205.11 424.21 1 5 6 1 8 8 6 5 1/1/ Std. D. 5.99 9.92 89.38 69.89 4.16 4.87 70.72 69.70 3.59 5.76 78.05 3.79 1 KW-H Test Tr 1/1/ Mean 52.49 71.11 85.43 82.29 48.34 71.62 96.29 76.80 47.32 67.22 90.19 71.27 ai 1 ni Min 1/1/2 38.00 47.97 57.39 38.05 37.22 42.00 46.30 37.36 34.95 48.42 54.08 34.93 ng 1/1/ 144.4 139.6 125.5 Max 63.66 112.45 174.24 65.07 95.60 177.39 59.72 95.62 147.22 1 3 7 3 NASDAQ 1/1/ Std. D. 8.75 13.12 28.16 41.97 9.31 12.37 40.58 32.84 8.59 10.54 29.71 28.23 2014 1 KW-H Test Te Mean 1/1/ 76.28 92.71 137.22 150.8 66.01 85.42 160.44 122.5 186.1 194.49 235.30 220.2 st 1 1 6 5 9 1/1/ 178.6 179.1 Min 55.67 55.80 56.27 57.15 57.06 60.38 58.92 57.71 180.41 180.03 1 8 8 1/1/ 282.8 123.7 268.6 194.3 334.9 Max 93.76 136.40 317.55 80.11 380.56 210.05 386.10 1 7 5 9 9 4 1/1/ Std. D. 14.43 14.77 64.24 86.88 7.33 14.81 104.35 72.35 4.09 8.86 66.61 56.28 1 KW-H Test

Supplementary Table 13. For TAIEX data set, summary info about RMSE values obtained from methods when the number of input is 2

10test 40test SMN- MLP- SMN-R- SMN- MLP-ANN- R- SMN- MLP-ANN- SMN-R- Rank PM SMN-ANN-PSO ANN PM PM Data ANN-PSO ANN-PSO PSO ANN- ANN-PSO PSO ANN-PSO -PSO PSO Tr 1/1/ 1 ai 1 7 222.3 112.9 216 108.8 ni Mean 91.05 105.43 7. 86.89 158.85 86.57 171.79 186.00 0 4 .92 7 ng 0 3 1/1/ 9 1 6. 85. Min 86.09 87.83 87.56 81.90 85.21 86.37 85.23 86.14 89.92 86.13 7 13 2 1/1/ 3 1 1 122.7 245.0 127.0 228 146.7 Max 128.01 8. 93.76 260.65 90.87 248.96 214.53 2 2 3 .15 7 6 0 1/1/ 7 1 5. 32. Std. D. 8.37 18.02 34.40 3.41 14.96 59.66 1.32 21.12 49.03 26.40 4 56 TAIEX 8 2010 KW-H Test Te 1/1/ 4 st 1 7 241.6 601.1 386.1 409.4 642 459.6 466.3 Mean 260.01 6. 544.43 576.79 574.31 6 5 8 3 .31 1 8 3 8 1/1/ 1 1 9 184.8 258.1 319.0 320.6 402 445.1 445.6 Min 193.40 4. 327.41 445.36 457.85 4 1 3 9 .79 7 6 3 2 1/1/ 8 1 1 253.7 622.0 404.2 421.4 660 465.5 478.8 Max 274.06 1. 812.20 724.29 612.08 7 0 6 9 .66 1 8 6 1 2 0 1/2/ 57. Std. D. 15.98 17.87 1. 80.78 25.19 22.29 134.27 5.25 10.18 90.60 31.86 1 35 7 5 KW-H Test Tr Mean 1/1/ 121.3 162.66 3 373.9 126.8 141.6 268.62 340 116.3 145.7 264.61 306.01 TAIEX ai 1 7 1 5 5 3 .88 1 4 2011 ni 2. ng 5 1 1/1/ 1 1 4 115.7 117.0 114.0 115.0 159 107.8 108.9 Min 117.72 8. 158.39 150.55 108.78 5 7 7 3 .25 3 1 9 2 1/1/ 6 1 0 160.5 411.1 159.5 201.3 386 153.7 217.1 Max 173.62 8. 520.82 491.90 352.66 4 9 0 4 .54 8 9 3 0 1/1/ 1 1 2 65. Std. D. 9.87 11.03 8. 64.51 19.20 26.11 111.07 16.07 27.25 112.15 56.34 91 6 9 KW-H Test Te 1/1/ 5 st 1 7 191.5 721.3 247.9 286.1 752 306.8 345.3 Mean 225.16 5. 600.46 665.36 842.15 7 7 3 0 .81 5 9 1 7 1 7 2/1/ 182.2 183.7 235.2 238.7 242 295.9 302.3 Min 185.53 6. 252.92 333.59 301.58 1 3 8 3 8 .02 5 2 5 3 1/1/ 1 1 0 200.3 5 754.6 263.9 614.6 826 323.5 640.6 1079.2 1210.1 Max 275.52 1040.90 0 0. 7 3 2 .30 6 7 0 4 7 0 1/1/ 2 1 4 126.5 172 Std. D. 4.57 27.64 4. 11.00 81.88 217.89 7.47 71.23 217.93 188.44 9 .68 7 5 KW-H Test Tr 1/1/ 1 ai 1 2 166.3 178 ni Mean 80.63 96.91 8. 77.98 87.57 139.53 75.90 88.18 137.87 179.79 8 .14 ng 0 9 1/1/ 7 1 4. 72. Min 71.45 72.19 71.99 72.17 72.96 76.40 72.47 73.38 75.52 73.12 2 86 9 1/1/ 2 1 7 184.7 186 100.5 Max 98.05 119.50 1. 98.39 99.68 258.07 87.96 216.88 189.98 2 .76 6 6 2 5 2/1/ 8. 25. Std. D. 9.66 9.43 28.64 7.39 13.38 50.67 4.45 12.17 36.80 25.67 TAIEX 1 1 27 2012 5 KW-H Test Te 1/1/ 7 st 1 3. 100.7 131 Mean 61.73 78.82 55.18 65.59 80.23 61.91 80.69 111.23 131.03 5 5 .12 0 1/1/ 5 1 5. 52. Min 54.55 54.77 54.95 52.30 53.20 55.19 60.65 61.54 63.67 61.55 7 50 3 Max 1/1/ 80.26 93.93 1 142.5 68.21 76.23 133.99 143 66.30 97.75 164.49 143.54 1 1 6 .00 4. 2 7 1/1/ 1 1 5. 21. Std. D. 11.02 8.10 20.22 4.23 11.17 16.19 1.27 15.38 26.71 19.28 0 15 8 KW-H Test Tr 1/1/ 8 ai 1 9. 126.6 123 Mean 62.84 81.29 64.36 80.24 99.30 64.82 80.30 83.05 123.88 ni 7 4 .63 ng 8 1/1/ 5 1 9. 60. Min 58.94 59.59 59.59 59.50 60.15 68.36 59.94 60.64 60.84 60.56 1 15 5 1/1/ 1 1 6 139.0 137 Max 81.65 84.28 1. 83.17 85.15 161.41 83.37 87.18 118.29 138.58 1 .48 9 4 1/1/ 2 1 4. 16. Std. D. 6.70 7.07 17.87 8.22 9.18 27.42 8.26 9.91 18.59 16.79 9 96 3 TAIEX 2013 KW-H Test Te 1/1/ 2 st 1 2 170.3 271.3 148.0 159.0 252 132.7 146.3 Mean 189.88 0. 214.59 157.72 215.45 3 6 4 8 .93 5 3 6 3 1/1/ 1 1 6 163.3 170.6 137.3 145.1 148 123.4 131.0 Min 164.03 9. 140.92 131.84 131.67 6 1 6 8 .35 4 6 1 8 1/1/ 3 1 4 187.2 286.8 159.0 162.9 267 144.8 156.5 Max 194.45 6. 306.95 231.95 233.57 4 4 8 5 .60 1 9 8 7 1/1/ 4 1 4. 25. Std. D. 4.91 7.88 25.21 5.05 5.83 50.72 4.98 7.43 28.98 21.78 4 57 0 KW-H Test Tr 1/1/ 1 ai 1 2 165.3 169 ni Mean 70.02 78.80 5. 70.05 74.80 100.48 72.12 76.23 122.23 176.13 3 .77 ng 9 1 1/1/ 6 1 9. 64. Min 64.27 65.09 64.96 64.16 64.87 66.27 63.40 63.54 69.20 63.48 6 79 1 1/1/ 2 1 0 180.6 184 110.0 Max 84.18 86.50 2. 85.23 89.59 244.25 82.48 251.00 186.35 7 .00 3 7 1 1/1/ 3 1 3. 25. Std. D. 6.05 9.80 24.38 6.13 10.45 44.05 8.08 12.62 45.07 26.90 5 59 9 KW-H Test Te Mean 1/1/ 65.30 90.54 9 148.5 67.67 80.88 94.69 119 82.50 92.59 92.87 125.34 st 1 9. 4 .74 3 TAIEX 7 2014 1/1/ 6 1 2. 65. Min 60.07 61.86 61.17 64.41 65.65 70.65 70.87 72.07 74.12 71.54 0 43 4 1/1/ 1 1 6 182.8 104.0 133 105.8 118.7 Max 97.69 103.54 0. 97.85 147.57 134.50 180.56 8 4 .45 9 5 9 0 1/1/ 1 1 9. 16. Std. D. 8.13 16.94 25.64 7.29 17.41 16.92 15.60 18.09 12.56 25.30 9 19 7 KW-H Test

10test 20test 40test MLP- SMN- MLP- SMN-R- SMN-ANN- SMN-R- SMN- MLP- SMN-R- Rank PM PM ANN- PM Data ANN-PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO PSO Tr 1/1/ 241.2 101.4 159. 213.9 Mean 110.79 134.90 191.47 138.52 86.57 108.87 171.85 186.00 ai 1 2 7 09 5 ni 1/1/ 101. Min 86.02 87.80 100.36 87.74 84.58 85.11 85.09 85.23 86.14 91.11 86.13 ng 1 06 1/1/ 250.4 122.3 278. 233.8 Max 131.64 153.55 302.45 159.41 90.87 146.77 248.96 214.53 1 2 7 20 4 2/2/ 47.5 Std. D. 18.52 15.72 66.75 36.21 17.78 16.31 40.02 1.32 21.12 48.93 26.40 1 8 TAIEX 2010 KW-H Test Te 1/1/ 606.2 398.3 535. 625.1 465.0 Mean 232.88 262.66 472.18 421.72 478.13 533.31 578.69 st 1 4 4 22 1 1 1/1/ 243.2 337.5 347. 406.1 453.2 Min 176.60 220.30 202.53 380.03 454.65 461.70 459.32 1 7 5 64 9 6 1/1/ 633.8 410.4 811. 665.4 479.7 Max 250.85 276.69 841.47 433.47 501.38 660.27 614.56 1 7 9 49 1 8 1/2/ 141. Std. D. 26.11 11.70 196.25 85.73 16.15 11.78 86.36 10.12 14.60 64.13 60.61 1 02 KW-H Test Tr 1/1/ 332.2 130.8 290. 298.8 116.3 Mean 132.11 183.48 306.26 179.84 145.74 264.61 306.01 ai 1 5 3 09 9 1 ni 1/1/ 160.4 113.2 163. 114.7 107.8 Min 115.71 117.95 163.50 115.21 108.91 150.55 108.78 ng 1 9 1 93 6 3 1/1/ 412.4 160.2 467. 385.9 153.7 Max 161.64 223.19 555.36 207.36 217.19 491.90 352.66 1 4 5 47 3 8 1/1/ 110.1 111. 110.0 Std. D. 20.53 21.99 129.32 21.80 21.82 16.07 27.25 112.15 56.34 1 3 20 9 TAIEX 2011 KW-H Test Te 1/1/ 560.5 250.1 577. 606.2 317.4 Mean 191.33 278.10 539.93 299.94 349.86 547.79 621.87 st 1 0 7 51 8 8 1/2/ 186.4 231.5 202. 231.8 297.4 Min 184.55 187.11 187.61 238.73 300.83 280.91 299.52 2 6 5 64 8 3 1/1/ 766.6 271.9 860. 854.5 353.2 Max 198.38 433.60 920.81 411.10 391.74 897.92 867.33 1 8 2 84 7 0 1/1/ 266.9 260. 294.1 Std. D. 4.40 63.66 219.93 14.15 39.77 15.08 22.37 185.02 262.69 1 3 51 4 KW-H Test Tr Mean 1/1/ 85.68 99.89 125.38 171.2 86.38 110.60 144. 183.5 75.90 88.18 137.87 179.79 TAIEX ai 1 6 24 5 ni 1/1/ 74.8 Min 71.86 72.12 77.80 72.23 72.37 72.92 73.13 72.47 73.38 75.52 73.12 ng 1 9 1/1/ 189.7 101.1 245. 196.2 Max 106.35 124.26 248.51 127.35 87.96 100.56 216.88 189.98 1 5 3 72 2 1/1/ 51.9 Std. D. 12.04 14.74 40.57 34.91 12.82 14.35 26.11 4.45 12.17 36.80 25.67 1 0 2012 KW-H Test Te 1/1/ 149.0 82.3 149.5 Mean 64.19 84.38 84.40 64.07 86.81 77.40 101.43 112.98 151.91 st 1 5 9 0 1/1/ 56.4 Min 54.36 54.70 55.08 54.53 51.05 52.79 52.63 60.58 61.46 73.32 60.75 1 4 1/1/ 187.2 134. 191.7 Max 82.05 102.97 117.88 79.68 107.94 94.17 134.08 168.51 174.68 1 2 77 0 2/1/ 18.1 Std. D. 12.08 12.79 11.25 37.54 12.39 12.66 31.33 16.14 15.54 26.94 28.59 2 9 KW-H Test Tr 1/1/ 118.4 103. 130.0 Mean 68.78 81.73 99.19 69.74 91.41 64.82 80.30 83.05 123.88 ai 1 5 50 4 ni 1/1/ 64.7 Min 58.35 59.64 66.60 59.57 59.10 60.30 60.11 59.94 60.64 60.84 60.56 ng 1 7 1/1/ 143.0 169. 142.9 Max 83.49 105.94 180.03 84.65 102.99 83.37 87.18 118.29 138.58 1 0 45 4 26.2 Std. D. 10.72 16.87 27.62 26.88 11.54 10.94 22.00 8.26 9.91 18.59 16.79 1/2/1 0 TAIEX 2013 KW-H Test Te 1/1/ 245.4 150.4 210. 244.4 137.6 Mean 175.28 187.67 228.17 165.56 151.69 177.27 221.14 st 1 0 6 07 5 5 1/1/ 171.1 143.7 145. 149.1 123.8 Min 161.41 169.07 168.10 145.02 130.10 129.17 127.01 1 6 7 19 6 4 1/1/ 285.4 160.0 330. 266.3 147.2 Max 192.47 207.76 339.23 179.20 167.47 264.69 248.21 1 1 6 37 9 9 1/1/ 52.0 Std. D. 10.70 15.21 49.81 41.29 5.49 8.36 38.88 7.98 10.40 40.15 35.27 1 7 KW-H Test Tr 1/1/ 145.3 143. 147.1 Mean 73.83 93.75 104.07 75.14 94.87 74.33 90.88 108.25 176.35 ai 1 1 36 1 ni 1/1/ 70.5 Min 63.59 65.01 69.31 64.67 64.21 64.81 64.35 62.59 63.49 66.15 62.98 ng 1 6 1/1/ 184.2 232. 185.6 Max 87.77 106.85 226.34 88.51 135.61 84.88 107.03 231.45 192.35 1 8 70 6 1/1/ 44.0 Std. D. 9.07 10.29 32.55 45.90 9.94 13.98 46.72 9.23 10.92 41.10 33.12 1 5 TAIEX 2014 KW-H Test Te 1/1/ 144.5 108. 131.4 Mean 73.59 123.29 104.57 80.13 118.47 82.75 113.99 97.20 139.78 st 1 0 88 3 1/1/ 72.7 Min 61.55 62.83 65.78 62.14 65.91 66.05 66.60 70.76 71.80 73.67 71.98 1 8 1/1/ 205.7 101.7 145. 184.1 106.8 Max 104.88 170.71 143.82 158.25 136.29 119.73 147.54 1 8 8 88 0 9 15.5 Std. D. 17.72 24.65 16.96 40.80 16.83 22.77 34.53 15.92 12.76 9.57 16.97 2/2/3 9 KW-H Test

10test 20test 40test Rank PM SMN- MLP- SMN-R- PM SMN-ANN- MLP- SMN-R- PM SMN- MLP- SMN-R- Data ANN- ANN-PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO PSO Tr 1/1/ 206.6 105.4 179. 182.4 Mean 114.07 156.56 171.08 143.79 99.61 138.04 141.69 165.06 ai 1 1 1 74 8 ni 1/1/ 120. Min 87.15 88.01 94.58 87.78 84.60 106.61 85.13 84.84 85.98 99.34 85.88 ng 1 84 1/1/ 250.9 142.7 281. 234.0 128.1 Max 144.25 217.99 299.20 171.44 168.29 181.26 219.82 1 6 8 11 5 2 1/2/ 51.4 Std. D. 21.26 24.20 53.77 56.57 20.79 17.61 50.73 18.24 23.49 20.69 42.79 1 6 TAIEX 2010 KW-H Test Te 1/1/ 478.1 407.9 570. 550.9 463.6 Mean 242.24 265.75 391.21 429.65 488.12 516.78 526.75 st 1 8 8 99 5 3 1/1/ 242.4 398.1 401. 404.5 447.3 Min 149.40 211.17 156.90 401.13 458.26 462.40 452.56 1 6 7 52 2 9 1/1/ 632.8 418.0 843. 700.2 476.0 Max 253.90 326.30 769.66 456.47 509.41 631.63 618.82 1 8 9 61 4 3 2/1/ 176.3 137. 124.8 Std. D. 22.43 21.82 169.21 6.34 14.99 7.87 14.33 43.22 59.84 1 2 82 4 KW-H Test Tr 1/1/ 265.9 156.6 281. 254.5 135.5 Mean 127.49 199.74 299.01 176.39 179.41 243.43 183.59 ai 1 3 1 68 9 3 ni 1/1/ 117.7 115.0 177. 118.2 107.4 Min 115.62 117.90 172.79 116.35 109.06 174.65 109.02 ng 1 7 5 15 1 7 1/1/ 429.3 192.0 531. 402.9 184.7 Max 162.21 248.76 481.09 233.73 215.11 391.73 357.78 1 7 6 33 7 8 1/1/ 120.3 110. Std. D. 17.75 32.75 101.42 26.15 27.60 99.04 27.49 25.89 69.72 48.41 2 9 36 TAIEX 2011 KW-H Test Te 1/1/ 403.6 271.4 611. 450.9 322.1 Mean 190.15 284.83 526.07 321.39 376.01 565.32 385.65 st 1 0 3 09 4 9 1/1/ 181.2 245.9 256. 251.7 299.7 Min 180.32 186.61 181.55 246.89 302.82 295.88 300.12 2 8 3 91 4 4 1/1/ 809.7 287.9 981. 879.3 358.4 Max 205.64 378.82 821.16 414.21 538.25 864.35 870.64 1 7 2 43 1 5 1/1/ 280.1 201. 272.2 Std. D. 6.82 46.37 239.87 10.42 47.29 19.60 45.32 187.04 118.39 1 7 78 5 KW-H Test Tr 1/1/ 169.8 138. 142.9 Mean 83.99 116.58 128.06 93.73 129.05 87.24 116.09 139.79 135.27 ai 1 6 08 4 ni 2/1/ 73.7 Min 72.11 72.25 77.56 71.92 72.97 73.16 74.27 73.14 73.49 77.58 73.12 ng 2 4 1/1/ 199.8 118.2 236. 202.2 101.8 Max 99.84 141.48 228.78 156.30 143.86 257.93 206.45 1 5 3 91 4 4 1/1/ 38.5 Std. D. 11.86 18.79 34.47 38.30 16.58 20.77 41.61 12.33 20.07 37.66 43.84 1 4 TAIEX 2012 KW-H Test Te 1/1/ 127.3 84.0 114.4 Mean 64.61 99.03 86.62 71.57 103.67 77.97 111.49 118.09 114.89 st 1 2 7 6 1/1/ 53.7 Min 52.35 54.87 60.17 52.54 52.57 52.64 57.19 60.87 61.40 71.50 60.90 1 5 1/1/ 162.9 98.3 170.9 Max 82.17 111.88 102.01 93.89 128.02 95.71 141.31 172.76 175.40 1 9 2 3 2/2/ 11.1 Std. D. 12.80 13.75 8.57 24.84 14.66 17.42 36.28 16.50 21.31 22.45 26.04 1 4 KW-H Test Tr 1/1/ 105.8 103. Mean 64.00 96.16 95.39 74.21 87.76 93.34 68.23 101.16 106.82 102.85 ai 1 9 67 ni 1/1/ 70.4 Min 58.44 59.60 59.63 59.57 58.73 60.35 60.12 59.58 60.75 68.35 60.62 ng 1 2 1/1/ 139.7 135. 139.8 Max 81.47 112.55 153.62 97.56 112.65 86.08 113.51 165.94 140.40 1 1 58 8 1/1/ 16.8 Std. D. 7.32 13.19 21.09 25.94 13.31 19.27 21.64 10.51 12.26 24.06 27.78 1 7 KW-H Test Te Mean 1/1/ 171.06 201.92 217.20 223.6 154.1 162.33 198. 172.3 135.4 165.87 178.87 176.15 st 1 7 0 40 4 1 1/1/ 169.6 143.4 148. 148.0 126.4 Min 157.73 168.67 168.12 145.21 130.38 130.96 127.05 1 3 1 47 2 1 1/1/ 274.6 164.8 289. 249.5 147.8 Max 188.24 218.67 314.44 182.07 182.90 272.35 231.07 1 2 9 73 4 3 1/1/ 43.3 Std. D. 6.30 12.26 35.37 35.76 6.86 13.38 21.80 7.31 10.82 37.59 37.41 1 2 KW-H Test Tr 1/1/ 123.9 123. 121.8 Mean 76.87 106.46 132.85 80.92 105.23 76.88 101.13 136.88 132.10 ai 1 6 99 0 ni 68.1 Min 65.20 65.11 73.15 64.52 64.27 64.90 64.25 63.26 63.57 65.28 62.79 ng 3/2/2 2 1/1/ 192.3 100.8 192. 194.8 Max 96.41 149.18 201.01 123.02 94.00 120.11 247.72 190.73 1 6 5 88 4 1/1/ 34.0 Std. D. 10.96 17.24 37.73 44.48 12.40 13.16 41.04 10.92 16.19 49.41 41.08 1 8 TAIEX 2014 KW-H Test Te 1/1/ 132.4 115. 136.5 Mean 79.44 144.91 119.86 88.69 135.61 89.82 121.65 102.28 130.01 st 1 3 06 9 1/1/ 68.3 Min 58.19 62.69 64.14 60.29 64.91 65.96 67.42 69.34 71.70 72.95 72.98 1 0 1/1/ 200.0 132.4 133. 183.0 110.3 Max 109.79 189.22 161.81 157.43 139.35 120.24 145.56 1 3 7 41 3 3 13.7 Std. D. 21.97 30.44 24.59 36.40 21.76 24.38 27.94 17.99 15.90 10.49 16.10 1/2/4 8 KW-H Test

10test 20test 40test MLP- SMN- MLP- SMN-R- SMN-ANN- SMN-R- SMN- MLP- SMN-R- Rank PM PM ANN- PM Data ANN-PSO ANN-PSO ANN-PSO PSO ANN-PSO ANN-PSO ANN-PSO ANN-PSO PSO Tr 1/1/ 146.9 100.5 155. 177.9 Mean 122.38 148.67 158.05 163.92 99.16 144.32 158.07 163.57 ai 1 4 8 95 2 ni 1/1/ 89.7 Min 87.36 91.05 134.78 87.97 84.56 85.43 85.33 84.75 86.08 86.49 86.11 ng 1 4 1/1/ 245.6 143.3 284. 249.6 123.7 Max 145.31 192.55 249.26 194.59 191.03 246.79 214.44 1 3 1 72 6 9 1/1/ 41.5 Std. D. 20.49 24.25 29.67 29.96 19.77 27.20 54.99 16.92 28.35 39.84 41.01 1 3 TAIEX 2010 KW-H Test Te 1/1/ 290.6 404.6 524. 533.6 458.6 Mean 251.96 269.88 406.79 452.97 491.28 537.90 517.51 st 1 4 0 36 2 8 1/1/ 249.4 382.9 385. 396.8 410.8 Min 242.04 249.19 247.17 394.74 455.01 457.66 454.24 1 5 5 25 6 6 1/1/ 639.6 414.5 854. 705.5 470.4 Max 266.81 312.01 832.41 484.15 523.05 731.20 595.87 1 1 2 08 7 0 1/1/ 124. 119.0 Std. D. 7.98 16.91 124.96 83.33 7.63 22.88 14.45 17.83 77.63 47.25 1 47 4 KW-H Test Tr 1/1/ 179.4 159.9 262. 185.7 144.9 TAIEX Mean 152.29 200.59 320.42 202.70 203.22 262.39 181.10 ai 1 3 5 49 7 2 2011 ni 1/1/ 118.4 114.0 185. 116.1 107.5 Min 115.82 118.01 189.23 115.46 109.11 166.81 109.27 ng 1 5 4 43 4 0 1/1/ 234.4 213.9 494. 394.7 205.6 Max 193.01 241.93 559.83 248.19 251.41 400.28 221.86 1 3 5 20 6 1 Std. D. 1/1/ 27.71 35.10 97.89 27.95 36.40 37.15 84.0 61.55 38.95 30.98 81.03 31.53 3 6 KW-H Test Te 1/1/ 205.1 266.9 542. 299.6 339.6 Mean 200.19 282.01 595.81 329.26 395.15 603.61 369.42 st 1 1 3 10 7 0 1/1/ 181.8 232.3 235. 234.2 293.0 Min 177.67 185.25 195.42 235.23 298.50 294.04 301.67 1 0 8 19 5 5 1/1/ 235.8 288.5 927. 876.0 398.6 Max 229.41 532.44 907.40 485.98 448.05 919.82 432.32 1 1 4 86 6 5 2/1/ 200. 136.9 Std. D. 15.09 67.73 205.02 14.84 19.98 50.41 38.00 33.45 211.50 39.26 2 89 5 KW-H Test Tr 1/1/ 129.1 157. 140.2 Mean 89.00 129.00 151.63 92.69 133.51 84.38 129.62 164.50 128.96 ai 1 8 90 5 ni 1/1/ 96.4 Min 71.48 76.72 81.88 72.84 72.67 73.25 73.10 72.39 75.72 78.92 73.33 ng 1 4 1/1/ 197.7 136.9 285. 212.5 100.9 Max 117.09 161.19 246.37 163.72 166.36 233.58 216.43 1 9 7 32 8 5 1/1/ 41.8 Std. D. 15.38 22.00 41.69 37.29 20.41 23.62 42.76 11.05 21.50 44.18 39.95 1 4 TAIEX 2012 KW-H Test Te 1/1/ 101.8 95.8 104.8 Mean 70.55 106.96 90.35 68.22 110.15 71.24 122.23 127.20 112.62 st 1 3 0 6 1/1/ 65.4 Min 54.37 56.81 64.21 54.62 51.92 53.03 51.97 60.50 60.89 74.66 60.59 1 9 1/1/ 133.2 105.5 148. 141.0 Max 101.03 118.72 113.41 142.37 94.37 159.18 174.54 155.67 1 1 3 99 6 3/3/ 19.1 Std. D. 16.05 14.10 9.51 21.47 19.21 19.00 26.31 13.91 22.32 22.80 24.88 1 7 KW-H Test Tr 1/1/ 101. Mean 70.21 92.02 107.54 89.11 67.93 93.79 93.85 64.70 93.44 103.06 90.79 ai 1 89 ni 1/1/ 69.7 Min 58.13 59.69 69.66 59.64 58.73 61.19 60.18 58.95 60.62 66.86 60.60 ng 1 5 1/1/ 136. 121.1 Max 84.36 120.14 144.36 99.67 84.87 121.77 82.58 120.16 158.75 119.35 1 51 3 14.1 Std. D. 11.83 17.05 16.86 10.54 11.13 13.08 16.22 6.94 16.58 18.82 14.88 2/1/1 6 TAIEX 2013 KW-H Test Te 1/1/ 198.7 149.9 188. 170.0 132.8 Mean 174.81 194.85 240.95 165.91 160.21 171.99 155.77 st 1 2 0 43 9 4 1/1/ 167.6 143.5 145. 147.1 123.6 Min 131.59 153.69 167.86 144.70 126.20 133.83 131.27 1 3 5 03 8 1 1/1/ 209.6 159.3 254. 196.0 145.9 Max 191.20 225.40 327.26 190.80 185.70 263.33 178.99 1 7 3 41 7 2 23.3 Std. D. 14.65 20.12 38.74 9.91 5.01 9.76 12.65 4.96 15.34 31.66 13.01 2/1/1 5 KW-H Test Tr 1/1/ 113.8 131. 110.7 Mean 82.12 101.99 121.32 82.81 114.58 83.75 110.47 136.68 104.36 ai 1 1 37 0 ni 67.8 Min 64.29 65.20 79.95 64.76 64.98 65.01 64.55 63.03 64.06 69.57 63.09 ng 1/2/1 4 1/1/ 189.7 107.6 216. 191.4 104.5 Max 108.29 154.24 174.75 133.14 134.02 202.37 128.89 1 1 2 32 1 7 1/1/ 41.5 TAIEX Std. D. 16.77 20.76 25.24 25.06 15.12 18.15 25.19 14.81 18.94 35.07 19.44 1 4 2014 KW-H Test Te 1/1/ 143.8 119. 137.4 Mean 91.92 128.66 126.41 90.36 150.53 99.23 132.95 112.57 122.39 st 1 1 77 0 1/1/ 66.7 Min 59.46 63.02 64.22 65.26 65.68 66.07 66.98 71.28 73.22 83.35 72.81 1 1 1/1/ 173.8 138.8 145. 164.3 123.1 Max 144.40 183.40 172.77 179.01 160.45 136.41 144.70 1 1 9 73 4 4 17.0 Std. D. 34.47 31.57 25.89 28.86 28.06 30.17 26.81 20.91 19.85 11.57 17.48 4/2/4 0 KW-H Test