All issues Volume 76 (2021) Oil Gas Sci. Technol. – Rev. IFP Energies nouvelles, 76 (2021) 28 Full HTMLThe MAPE values by different ensemble models on WTI crude oil daily prices.
| CEEMDAN |
||||
| Horizon | LSTM_att | SVR | AdaBoost | RF |
|---|---|---|---|---|
| One | 0.0095 | 0.0295 | 0.0281 | 0.0201 |
| Two | 0.0142 | 0.0310 | 0.0322 | 0.0248 |
| Three | 0.0145 | 0.0316 | 0.0354 | 0.0273 |
| Four | 0.0147 | 0.0328 | 0.0403 | 0.0323 |
| Five | 0.0226 | 0.0347 | 0.0434 | 0.0351 |
| Six | 0.0239 | 0.0368 | 0.0467 | 0.0396 |
Note: The values in bold signify the minimum MAPE or RMSE values of different models for each horizon.
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