All issues Volume 76 (2021) Oil Gas Sci. Technol. – Rev. IFP Energies nouvelles, 76 (2021) 28 Full HTMLThe 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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