研究文章
CEEMDAN和XGBOOST-Based方法预测原油价格
表5
美,RMSE和Dstat EEMD或CEEMDAN模型。
|
| 地平线 |
模型 |
RMSE |
美 |
Dstat |
|
| 1 |
CEEMDAN-XGBOOST |
0.4151 |
0.3023 |
0.8783 |
| EEMD-XGBOOST |
0.9941 |
0.7685 |
0.7109 |
| CEEMDAN-SVR |
0.8477 |
0.7594 |
0.9054 |
| EEMD-SVR |
1.1796 |
0.9879 |
0.8727 |
| CEEMDAN-FNN |
1.2574 |
1.0118 |
0.7597 |
| EEMD-FNN |
2.6835 |
1.9932 |
0.7361 |
|
| 3 |
CEEMDAN-XGBOOST |
0.8373 |
0.6187 |
0.6914 |
| EEMD-XGBOOST |
1.4007 |
1.0876 |
0.6320 |
| CEEMDAN-SVR |
1.2399 |
1.0156 |
0.7092 |
| EEMD-SVR |
1.2366 |
1.0275 |
0.7092 |
| CEEMDAN-FNN |
1.2520 |
0.9662 |
0.7061 |
| EEMD-FNN |
1.2046 |
0.8637 |
0.6959 |
|
| 6 |
CEEMDAN-XGBOOST |
1.2882 |
0.9831 |
0.6196 |
| EEMD-XGBOOST |
1.7719 |
1.3765 |
0.6165 |
| CEEMDAN-SVR |
1.3453 |
1.0296 |
0.6683 |
| EEMD-SVR |
1.3730 |
1.1170 |
0.6485 |
| CEEMDAN-FNN |
1.8024 |
1.3647 |
0.6422 |
| EEMD-FNN |
2.7786 |
2.0495 |
0.6337 |
|
|
