資料四的模型比較

4.4.4 資料四的模型比較

圖 22 為各個基本面指標於資料四的移動視窗長度 1 至 7 的百分比圖；圖 23 為統整全部基本面指標後的移動視窗長度 1 至 7 的百分比圖。

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圖 23.各基本面指標之視窗長度百分比圖

圖 24.統整基本面指標之視窗長度百分比圖

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Precision Accuracy

動態視窗法 size 4 0.7054 0.8389

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圖 25.移動視窗法於資料四之 Precision & Accuracy

首先比較 Precision 的結果，動態視窗法 size 4 的模型精確度略輸移動視窗法 size 為 4 的模型，位居所有模型第二 ；傳統法方面則勝過 57.1%的移動視窗法；

而移動視窗法在 size 為 4 時精確度最高。接著在 Accuracy 方面，動態視窗法 size 4 的模型準確度依然高於其他模型；傳統法方面則勝於 85.7%的移動視窗法；而 移動視窗法一樣在 size 為 4 時準確度最高。

圖 25 為資料四的前 7 個年度以累積報酬率當指標，三種方法與大盤比較的 實驗結果。可發現都勝過大盤，且移動視窗模型與傳統模型相差不大。

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圖 26.資料四之前 7 個年度累積報酬率比較

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