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

Table 7

Wilcoxon signed rank test for proposed model with different prediction models.

		WTI	Brent	RBOB	Heating oil
WPD-LSTM		1	1	1	1
	value	−39.1953	−42.0197	−7.7244	−20.9041
	Prob.
WPD-BPNN		1	1	1	1
	value	−22.2057	−21.8502	−30.8334	−20.6775
	Prob.
LSTM		1	1	1	1
	value	−45.7889	−36.8169	−26.5620	−18.0050
	Prob.
BPNN		1	1	1	1
	value	−23.8007	−30.5701	−31.1161	−21.1325
	Prob.
SVM		1	1	1	1
	value	−8.9625	−37.2304	−33.3299	−21.0766
	Prob.