Open Access

Table 5

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

Horizon LSTM_att SVR AdaBoost RF
One 0.5879 1.8764 1.8408 1.4335
Two 0.9270 1.9819 2.1427 1.6910
Three 0.9405 2.0447 2.3145 1.8269
Four 0.9387 2.1205 2.6146 2.0612
Five 1.3900 2.2489 2.8004 2.2277
Six 1.5075 2.3766 3.0138 2.5068

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

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.