All issues Volume 76 (2021) Oil Gas Sci. Technol. – Rev. IFP Energies nouvelles, 76 (2021) 28 Full HTMLThe RMSE values by different ensemble models on WTI crude oil daily prices.
| CEEMDAN |
||||
| 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.
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