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

Table 5

Prediction performance evaluation of distinct prediction models for RBOB.

Model	MAE	RMSE	MAPE	SMAPE	TIC
WPD-SW-LSTM	0.0122	0.0302	1.0350	1.0012	0.0085
WPD-LSTM	0.0351	0.0498	1.8576	1.7286	0.0166
WPD-BPNN	0.0464	0.0570	1.9764	1.8878	0.0164
LSTM	0.0514	0.0692	2.2633	2.3379	0.0189
BPNN	0.0671	0.0889	3.6352	4.3773	0.0246
SVM	0.0817	0.1070	4.4089	5.4389	0.0297