All issues Volume 76 (2021) Oil Gas Sci. Technol. – Rev. IFP Energies nouvelles, 76 (2021) 28 Full HTMLThe RMSE values by different single models on WTI crude oil daily prices.
| Horizon | LSTM_att | SVR | AdaBoost | RF |
|---|---|---|---|---|
| One | 1.4455 | 2.1408 | 1.5949 | 1.5690 |
| Two | 2.0848 | 2.4467 | 2.2113 | 2.0590 |
| Three | 2.4754 | 2.7494 | 2.5719 | 2.5356 |
| Four | 2.7841 | 3.0050 | 2.8739 | 2.8457 |
| Five | 3.0893 | 3.2504 | 3.0883 | 3.2762 |
| Six | 3.3587 | 3.4988 | 3.3713 | 3.5635 |
Note: The values in bold signify the minimum MAPE or RMSE values of different models for each horizon.
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