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Table 4

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

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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