Page 107 - Special Topic Session (STS) - Volume 4

STS566 K. Prokopenko et al.
chosen for forecasting accuracy comparison. Examples of forecasts are
shown on (Fig. 8, 9, 10)

Fig. 8. An example of 180 days of payments forecast by XG BOOST (100, 3). Incoming
payments accuracy: MAPE = 144.55%, RMSD = 39.22%, R2 = 0.56, RSD = 29.87%, Outgoing
payments accuracy: MAPE = 74.80%, RMSD = 31.62%, R2 = 0.69, RSD = 25.85%

Fig. 9. An example of 180 days of payments forecast by LSTM (8x8). Incoming payments
accuracy: MAPE = 81.21%, RMSD = 40.49%, R2 = 0.53, RSD = 31.70%, Outgoing payments
accuracy: MAPE = 129.38%, RMSD = 39.77%, R2 = 0.52, RSD = 22.25%

Fig. 10. An example of 180 days of payments forecast by CS ARMA (3, 1). Incoming payments
accuracy: MAPE = 74.78%, RMSD = 37.91%, R2 = 0.58, RSD = 31.76%, Outgoing payments
accuracy: MAPE = 38.44%, RMSD = 28.32%, R2 = 0.75, RSD = 25.87%

Forecast accuracy calculation results are combined into (Tab.2.)

96 | I S I W S C 2 0 1 9