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.

HorizonModelRMSEMAEDstat

1XGBOOST1.26400.94810.4827
SVR1.28990.96510.4826
FNN1.34390.99940.4837
ARIMA1.26920.95200.4883

3XGBOOST2.09631.61590.4839
SVR2.24441.72580.5080
FNN2.15031.65120.4837
ARIMA2.10561.61770.4901

6XGBOOST2.92692.29450.5158
SVR3.10482.43080.5183
FNN3.08032.40080.5028
ARIMA2.93202.29120.5151