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

Table 5

The RMSE, MAE, and Dstat by the models with EEMD or CEEMDAN.

Horizon	Model	RMSE	MAE	Dstat
1	CEEMDAN-XGBOOST	0.4151	0.3023	0.8783
	EEMD-XGBOOST	0.9941	0.7685	0.7109
	CEEMDAN-SVR	0.8477	0.7594	0.9054
	EEMD-SVR	1.1796	0.9879	0.8727
	CEEMDAN-FNN	1.2574	1.0118	0.7597
	EEMD-FNN	2.6835	1.9932	0.7361
3	CEEMDAN-XGBOOST	0.8373	0.6187	0.6914
	EEMD-XGBOOST	1.4007	1.0876	0.6320
	CEEMDAN-SVR	1.2399	1.0156	0.7092
	EEMD-SVR	1.2366	1.0275	0.7092
	CEEMDAN-FNN	1.2520	0.9662	0.7061
	EEMD-FNN	1.2046	0.8637	0.6959
6	CEEMDAN-XGBOOST	1.2882	0.9831	0.6196
	EEMD-XGBOOST	1.7719	1.3765	0.6165
	CEEMDAN-SVR	1.3453	1.0296	0.6683
	EEMD-SVR	1.3730	1.1170	0.6485
	CEEMDAN-FNN	1.8024	1.3647	0.6422
	EEMD-FNN	2.7786	2.0495	0.6337