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

Table 3

Prediction performance evaluation of distinct prediction models for WTI.

Model	MAE	RMSE	MAPE	SMAPE	TIC
WPD-SW-LSTM	0.8283	1.8493	1.4329	1.3143	0.0130
WPD-LSTM	1.2422	2.2842	2.0092	2.1755	0.0195
WPD-BPNN	2.1742	2.8328	2.7653	2.9991	0.0239
LSTM	3.0488	3.8097	4.6351	4.8980	0.0310
BPNN	3.5219	4.3772	5.4562	5.2742	0.0395
SVM	3.8286	4.7274	5.6108	5.9419	0.0417