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Model Order 3
Range
MSE
TVAR
MSE
GAO
0.25,0.25
-0.5,0.5
0.883
0.4787
0.69
0.174
0.75,0.75
-1.0,1.0
0.79
0.1262
0.826
1.25,1.25
-1.5,1.5
0.6355
1.75,1.75
-2.0,2.0
0.7241
77
0.810
-2.25
0.763
0.0684
2
0.0171
19
0.0066
86
0.0010
4
0.0070
99
0.0046
25
0.822
Model
7
MSE
TVA
R
1.15
19
1.49
1
1.17
8
1.37
8
1.42
79
1.15
19
1.49
1
1.39
1.40
order
Model
10
MSE
TVA
R
1.56
2
1.85
4
1.86
07
1.91
2
1.62
47
1.67
order
Model Order 15
MSE
GAO
MSE
TVAR
MSE
GAO
Model Order
20
MSE
MSE
TVAR
GAO
0.4258
40
0.1845
2.613
0.678
3.06
2.496
0.0337
3.83
0.0226
11
00207
7
0.00
2.58
0.017
2.68
0.742
9
0.253
8
0.023
2.82
0.0081
2.989
0.00
2.31
0.0006
3.02
0.0
1.71
0.00
3.269
2.68
0.00
2.82
1.86
7
1.75
2.02
2.76
1.89
2.361
0.0
3.49
MSE
GAO
0.6183
0.1993
0.0226
0.0018
99
0.0108
0
0
Signal : myns6
Artificial 2 component sine wave, complete signal
Model Order 3
Range
-0.25,0.25
-0.5,0.5
-0.75,0.75
-1.0,1.0
-1.25,1.25
-1.5,1.5
-1.75,1.75
MSE
TVA
R
MSE
GAO
Model order
7
MSE
MSE
TVAR GAO
Model order
10
MSE
MSE
TVAR GAO
1.74
85
1.61
55
1.55
6
1.46
3
1.46
3
1.67
1.26
6
1.710
1
0.616
0.172
0.015
0.002
3
0
0
Model Order 15
Model Order 20
MSE
TVAR
MSE
TVAR
MSE
GAO
MSE
GAO
-2.0,2.0
-2.25
1.47
71
1.34
98
0
0