Research Article
A CEEMDAN and XGBOOST-Based Approach to Forecast Crude Oil Prices
Table 4
MCS between XGBOOST, SVR, FNN, and ARIMA.
| ā | HORIZON=1 | HORIZON=3 | HORIZON=6 | ā | | | | | | |
| XGBOOST | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | SVR | 0.0004 | 0.0004 | 0.4132 | 0.4132 | 0.0200 | 0.0200 | FNN | 0.0002 | 0.0002 | 0.0248 | 0.0538 | 0.0016 | 0.0022 | ARIMA | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
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