All issues Volume 76 (2021) Oil Gas Sci. Technol. – Rev. IFP Energies nouvelles, 76 (2021) 28 Full HTMLThe MAPE values by ensemble models with news sentiment index on WTI crude oil daily prices.
| With news sentiment index CEEMDAN |
||||
| Horizon | LSTM_att | SVR | AdaBoost | RF |
|---|---|---|---|---|
| One | 0.0065 | 0.0291 | 0.0276 | 0.0173 |
| Two | 0.0116 | 0.0306 | 0.0312 | 0.0221 |
| Three | 0.0129 | 0.0311 | 0.0359 | 0.0262 |
| Four | 0.0143 | 0.0321 | 0.0411 | 0.0322 |
| Five | 0.0208 | 0.0337 | 0.0427 | 0.0359 |
| Six | 0.0231 | 0.0347 | 0.0461 | 0.0398 |
Note: The values in bold signify the minimum MAPE or RMSE values of different models for each horizon.
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