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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

<p> Supplementary Table 1. For DJF data set, summary info about RMSE values obtained from methods when the number of input is 2</p><p>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</p><p>Supplementary Table 2. For DJF data set, summary info about RMSE values obtained from methods when the number of input is 3</p><p>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</p><p>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</p><p>Supplementary Table 4. For DJF data set, summary info about RMSE values obtained from methods when the number of input is 5</p><p>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</p><p>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</p><p>Supplementary Table 6. For BIST data set, summary info about RMSE values obtained from methods when the number of input is 3</p><p>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</p><p>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</p><p>Supplementary Table 8. For BIST data set, summary info about RMSE values obtained from methods when the number of input is 5</p><p>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</p><p>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</p><p>Supplementary Table 10. For NASDAQ data set, summary info about RMSE values obtained from methods when the number of input is 3</p><p>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</p><p>Supplementary Table 11. For NASDAQ data set, summary info about RMSE values obtained from methods when the number of input is 4</p><p>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</p><p>Supplementary Table 12. For NASDAQ data set, summary info about RMSE values obtained from methods when the number of input is 5</p><p>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</p><p>Supplementary Table 13. For TAIEX data set, summary info about RMSE values obtained from methods when the number of input is 2</p><p>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</p><p>Supplementary Table 14. For TAIEX data set, summary info about RMSE values obtained from methods when the number of input is 3</p><p>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</p><p>Supplementary Table 15. For TAIEX data set, summary info about RMSE values obtained from methods when the number of input is 4</p><p>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</p><p>Supplementary Table 16. For TAIEX data set, summary info about RMSE values obtained from methods when the number of input is 5</p><p>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</p>

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