A New Hybrid Forecasting Model Based on SW-LSTM and Wavelet Packet Decomposition: A Case Study of Oil Futures Prices

Table 1

Data selection.

Index	Data sets	Total number	Training sets	Training number	Testing number
WTI	02/01/200923/10/2019	2794	02/01/200931/08/2017	2230	564
Brent	02/01/200923/10/2019	2791	02/01/200921/08/2017	2230	561
RBOB	02/01/200923/10/2019	2976	02/01/200920/11/2017	2380	570
Heating oil	02/01/200923/10/2019	2821	02/01/200922/08/2017	2250	571

Note: training number means the number in training set; testing number represents the number in testing set.