Research Article
A CEEMDAN and XGBOOST-Based Approach to Forecast Crude Oil Prices
Table 2
The RMSE, MAE, and Dstat by single models with horizon = 1, 3, and 6.
| Horizon | Model | RMSE | MAE | Dstat |
| 1 | XGBOOST | 1.2640 | 0.9481 | 0.4827 | SVR | 1.2899 | 0.9651 | 0.4826 | FNN | 1.3439 | 0.9994 | 0.4837 | ARIMA | 1.2692 | 0.9520 | 0.4883 |
| 3 | XGBOOST | 2.0963 | 1.6159 | 0.4839 | SVR | 2.2444 | 1.7258 | 0.5080 | FNN | 2.1503 | 1.6512 | 0.4837 | ARIMA | 2.1056 | 1.6177 | 0.4901 |
| 6 | XGBOOST | 2.9269 | 2.2945 | 0.5158 | SVR | 3.1048 | 2.4308 | 0.5183 | FNN | 3.0803 | 2.4008 | 0.5028 | ARIMA | 2.9320 | 2.2912 | 0.5151 |
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