All issues Volume 76 (2021) Oil Gas Sci. Technol. – Rev. IFP Energies nouvelles, 76 (2021) 28 Full HTMLThe RMSE 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 | 0.4014 | 1.7183 | 1.9010 | 1.1280 |
| Two | 0.7587 | 1.8312 | 2.1330 | 1.4607 |
| Three | 0.8485 | 1.8882 | 2.3769 | 1.7392 |
| Four | 0.9055 | 1.9808 | 2.6660 | 2.1096 |
| Five | 1.3654 | 2.1267 | 2.8289 | 2.3699 |
| Six | 1.4562 | 2.2093 | 3.0841 | 2.6136 |
Note: The values in bold signify the minimum MAPE or RMSE values of different models for each horizon.
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