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

Table 8

MMCID value between the actual data and the corresponding predictions.

Index	WTI	Brent	RBOB	Heating oil
WPD-SW-LSTM	120.1289	237.8508	4.5909	8.9039
WPD-LSTM	239.3461	384.7985	6.8226	11.9508
WPD-BPNN	305.2824	416.4688	11.4907	13.7667
LSTM	577.9065	516.0784	18.0672	18.0709
BPNN	730.7260	595.6528	26.0103	24.4857
SVM	929.2038	779.0730	41.2264	31.5295