研究文章
混合方法集成多个ICEEMDANs, WOA RVFL网络经济和金融时间序列预测
表6
结果Diebold-Mariano (DM)测试。
|
| 数据集 |
地平线 |
测试模型 |
ICEEMDAN-LSSVR |
ICEEMDAN-BPNN |
ICEEMDAN-RW |
LSSVR |
摘要利用 |
RW |
|
| 西德克萨斯中质原油 |
1 |
MICEEMDAN-WOA-RVFL |
−4.9081 (≤0.0001) |
−7.0030 (≤0.0001) |
−6.1452 (≤0.0001) |
−10.7240 (≤0.0001) |
−10.3980 (≤0.0001) |
−10.6210 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−3.5925 (0.0003) |
−6.0620 (≤0.0001) |
−10.5640 (≤0.0001) |
−10.3680 (≤0.0001) |
−10.4660 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−5.9718 (≤0.0001) |
−10.2070 (≤0.0001) |
−9.9529 (≤0.0001) |
−10.0960 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
3.0776 (0.0021) |
2.7682 (0.0057) |
3.0951 (0.0020) |
| LSSVR |
|
|
|
|
−1.8480 (0.0648) |
1.0058 (0.3147) |
| 摘要利用 |
|
|
|
|
|
1.9928 (0.0464) |
| 3 |
MICEEMDAN-WOA-RVFL |
−4.9136 (≤0.0001) |
−3.6146 (0.0003) |
−10.8660 (≤0.0001) |
−16.5990 (≤0.0001) |
−15.6260 (≤0.0001) |
−16.6720 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−2.1143 (0.0346) |
−10.7560 (≤0.0001) |
−16.7020 (≤0.0001) |
−15.6780 (≤0.0001) |
−16.7760 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−10.5250 (≤0.0001) |
−16.2160 (≤0.0001) |
−15.3500 (≤0.0001) |
−16.2430 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
3.0818 (0.0021) |
2.0869 (0.0370) |
3.2155 (0.0012) |
| LSSVR |
|
|
|
|
−2.7750 (0.0056) |
2.3836 (0.0173) |
| 摘要利用 |
|
|
|
|
|
3.0743 (0.0021) |
| 6 |
MICEEMDAN-WOA-RVFL |
−3.9302 (≤0.0001) |
−5.1332 (≤0.0001) |
−18.9130 (≤0.0001) |
−19.0620 (≤0.0001) |
−21.9930 (≤0.0001) |
−19.5080 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−3.4653 (0.0005) |
−18.9170 (≤0.0001) |
−19.1680 (≤0.0001) |
−22.0120 (≤0.0001) |
−19.5420 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−18.8380 (≤0.0001) |
−19.1650 (≤0.0001) |
−21.9930 (≤0.0001) |
−19.5200 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
2.6360 (0.0085) |
0.5129 (0.6081) |
4.1421 (≤0.0001) |
| LSSVR |
|
|
|
|
−2.2124 (0.0271) |
3.9198 (≤0.0001) |
| 摘要利用 |
|
|
|
|
|
4.3545 (≤0.0001) |
|
| 美元/欧元 |
1 |
MICEEMDAN-WOA-RVFL |
−8.8860 (≤0.0001) |
−8.6031 (≤0.0001) |
−4.4893 (≤0.0001) |
−15.4300 (≤0.0001) |
−15.4100 (≤0.0001) |
−15.3440 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−0.8819 (0.3780) |
−4.4230 (≤0.0001) |
−14.7210 (≤0.0001) |
−14.7320 (≤0.0001) |
−14.6280 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−4.4158 (≤0.0001) |
−14.6310 (≤0.0001) |
−14.6440 (≤0.0001) |
−14.5310 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
3.3089 (0.0010) |
3.2912 (0.0010) |
3.3244 (0.0009) |
| LSSVR |
|
|
|
|
−1.8732 (0.06132) |
2.9472 (0.0033) |
| 摘要利用 |
|
|
|
|
|
3.4378 (0.0006) |
| 3 |
MICEEMDAN-WOA-RVFL |
−10.1370 (≤0.0001) |
−7.9933 (≤0.0001) |
−5.7359 (≤0.0001) |
−18.3380 (≤0.0001) |
−18.6460 (≤0.0001) |
−18.2090 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−1.4797 (0.1392) |
−5.5972 (≤0.0001) |
−17.9030 (≤0.0001) |
−18.1920 (≤0.0001) |
−17.7730 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−5.6039 (≤0.0001) |
−17.8370 (≤0.0001) |
−18.1350 (≤0.0001) |
−17.6910 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
3.0048 (0.0027) |
2.9552 (0.0032) |
3.0206 (0.0026) |
| LSSVR |
|
|
|
|
−1.4077 (0.1595) |
1.5242 (0.1278) |
| 摘要利用 |
|
|
|
|
|
2.1240 (0.0339) |
| 6 |
MICEEMDAN-WOA-RVFL |
−11.1070 (≤0.0001) |
−10.0570 (≤0.0001) |
−7.4594 (≤0.0001) |
−18.3010 (≤0.0001) |
−18.4640 (≤0.0001) |
−18.4940 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
1.9379 (0.0529) |
−7.0858 (≤0.0001) |
−17.4490 (≤0.0001) |
−17.5970 (≤0.0001) |
−17.6370 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−7.1244 (≤0.0001) |
−17.5850 (≤0.0001) |
−17.7340 (≤0.0001) |
−17.7690 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
2.5399 (0.0112) |
2.6203 (0.0089) |
2.6207 (0.0089) |
| LSSVR |
|
|
|
|
2.2946 (0.0220) |
2.5913 (0.0097) |
| 摘要利用 |
|
|
|
|
|
−0.2090 (0.8345) |
| 知识产权 |
1 |
MICEEMDAN-WOA-RVFL |
−3.4304 (0.0007) |
−2.4253 (0.0098) |
−3.4369 (0.0007) |
−3.5180 (0.0005) |
−4.1486 (≤0.0001) |
−3.3215 (0.0015) |
| ICEEMDAN-LSSVR |
|
−0.6714 (0.5026) |
−3.2572 (0.0013) |
−3.3188 (0.0010) |
−4.0082 (≤0.0001) |
−2.9573 (0.0034) |
| ICEEMDAN-BPNN |
|
|
−3.6265 (0.0004) |
−3.7455 (0.0002) |
−4.6662 (≤0.0001) |
−3.3790 (0.0008) |
| ICEEMDAN-RW |
|
|
|
−0.7438 (0.4577) |
−0.0502 (0.9600) |
2.6089 (0.0096) |
| LSSVR |
|
|
|
|
0.4094 (0.6826) |
3.4803 (0.0006) |
| 摘要利用 |
|
|
|
|
|
1.6021 (0.1104) |
| 3 |
MICEEMDAN-WOA-RVFL |
−4.5687 (≤0.0001) |
−3.7062 (0.0003) |
−5.9993 (≤0.0001) |
−6.8919 (≤0.0001) |
−5.5008 (≤0.0001) |
−5.8037 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
1.1969 (0.2325) |
−5.5286 (≤0.0001) |
−6.6325 (≤0.0001) |
−5.2260 (≤0.0001) |
−5.3260 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−5.7199 (≤0.0001) |
−6.7722 (≤0.0001) |
−5.2955 (≤0.0001) |
−5.5099 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
−5.6536 (≤0.0001) |
−3.6721 (0.0003) |
1.7609 (0.0795) |
| LSSVR |
|
|
|
|
0.2479 (0.8044) |
6.3126 (≤0.0001) |
| 摘要利用 |
|
|
|
|
|
3.9699 (≤0.0001) |
| 6 |
MICEEMDAN-WOA-RVFL |
−5.9152 (≤0.0001) |
−3.5717 (0.0004) |
−5.9430 (≤0.0001) |
−7.5672 (≤0.0001) |
−10.8900 (≤0.0001) |
−5.8450 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−2.5163 (0.0125) |
−5.8465 (≤0.0001) |
−7.5185 (≤0.0001) |
−10.7140 (≤0.0001) |
−5.7483 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−5.6135 (≤0.0001) |
−7.4370 (≤0.0001) |
−10.3470 (≤0.0001) |
−5.5254 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
−7.6719 (≤0.0001) |
−2.2903 (0.02287) |
0.8079 (0.4200) |
| LSSVR |
|
|
|
|
3.8137 (0.0002) |
7.7861 (≤0.0001) |
| 摘要利用 |
|
|
|
|
|
2.3351 (0.0204) |
|
| SSEC |
1 |
MICEEMDAN-WOA-RVFL |
−4.0255 (≤0.0001) |
−3.748 (0.0004) |
−7.9407 (≤0.0001) |
−10.8090 (≤0.0001) |
−10.3070 (≤0.0001) |
−10.7330 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−1.5083 (0.1317) |
−7.8406 (≤0.0001) |
−10.5410 (≤0.0001) |
−10.0710 (≤0.0001) |
−10.5020 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−7.7986 (≤0.0001) |
−10.5470 (≤0.0001) |
−10.0580 (≤0.0001) |
−10.5030 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
3.5571 (0.0004) |
3.2632 (0.0011) |
3.5150 (0.0005) |
| LSSVR |
|
|
|
|
−1.0197 (0.3081) |
−0.6740 (0.5004) |
| 摘要利用 |
|
|
|
|
|
0.8078 (0.4193) |
| 3 |
MICEEMDAN-WOA-RVFL |
−3.8915 (0.0001) |
−3.7312 (0.0002) |
−10.5890 (≤0.0001) |
−10.5480 (≤0.0001) |
−10.7470 (≤0.0001) |
−10.1260 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−2.4145 (0.0159) |
−10.5830 (≤0.0001) |
−10.5240 (≤0.0001) |
−10.7760 (≤0.0001) |
−10.1110 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−10.2420 (≤0.0001) |
−10.1860 (≤0.0001) |
−10.4400 (≤0.0001) |
−9.7595 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
3.4031 (0.0007) |
2.3198 (0.0205) |
3.1912 (0.0014) |
| LSSVR |
|
|
|
|
−0.5931 (0.5532) |
−1.2284 (0.2194) |
| 摘要利用 |
|
|
|
|
|
−0.0042 (0.9966) |
| 6 |
MICEEMDAN-WOA-RVFL |
−2.9349 (0.0034) |
−3.7544 (0.0002) |
−10.2390 (≤0.0001) |
−10.1970 (≤0.0001) |
−11.0150 (≤0.0001) |
−10.1630 (≤0.0001) |
| ICEEMDAN-LSSVR |
|
−2.5830 (0.0099) |
−10.1390 (≤0.0001) |
−10.0940 (≤0.0001) |
−10.9630 (≤0.0001) |
−10.0690 (≤0.0001) |
| ICEEMDAN-BPNN |
|
|
−9.6418 (≤0.0001) |
−9.5562 (≤0.0001) |
−10.4090 (≤0.0001) |
−9.5122 (≤0.0001) |
| ICEEMDAN-RW |
|
|
|
2.3167 (0.0207) |
1.3656 (0.1723) |
2.2227 (0.02639) |
| LSSVR |
|
|
|
|
−1.9027 (0.05728) |
−0.5814 (0.5611) |
| 摘要利用 |
|
|
|
|
|
1.5707 (0.1165) |
|
|
