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Table 2

The MAPE values by different single models on WTI crude oil daily prices.

Horizon LSTM_att SVR AdaBoost RF
One 0.0229 0.0361 0.0250 0.0245
Two 0.0325 0.0405 0.0358 0.0325
Three 0.0381 0.0456 0.0410 0.0393
Four 0.0447 0.0502 0.0464 0.0454
Five 0.0497 0.0545 0.0501 0.0530
Six 0.0537 0.0586 0.0550 0.0575

Note: The values in bold signify the minimum MAPE or RMSE values of different models for each horizon.

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