Research Article

A CEEMDAN and XGBOOST-Based Approach to Forecast Crude Oil Prices

Table 4

MCS between XGBOOST, SVR, FNN, and ARIMA.

ā€‰HORIZON=1HORIZON=3HORIZON=6
ā€‰

XGBOOST1.00001.00001.00001.00001.00001.0000
SVR0.00040.00040.41320.41320.02000.0200
FNN0.00020.00020.02480.05380.00160.0022
ARIMA0.00000.00000.00000.00000.00000.0000