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

Table 4

Prediction performance evaluation of distinct prediction models for Brent.

Model	MAE	RMSE	MAPE	SMAPE	TIC
WPD-SW-LSTM	0.6756	1.8180	0.9579	1.2339	0.0191
WPD-LSTM	1.5148	2.4533	1.3950	1.6971	0.0235
WPD-BPNN	2.0444	3.5218	3.0684	3.6750	0.0261
LSTM	3.6183	4.5880	5.2474	5.5041	0.0327
BPNN	3.9204	4.9236	5.4507	5.8135	0.0355
SVM	4.1716	5.3706	6.0980	6.6347	0.0412