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

Table 7

MCS between XGBOOST, SVR, and FNN with EEMD or CEEMDAN.

	HORIZON=1		HORIZON=3		HORIZON=6
CEEMDAN-XGBOOST	1	1	1	1	1	1
EEMD-XGBOOST	0	0	0	0	0	0.0030
CEEMDAN-SVR	0	0.0002	0.0124	0.0162	0. 8268	0.8092
EEMD-SVR	0	0	0.0008	0.004	0.7872	0.7926
CEEMDAN-FNN	0	0	0.0338	0.0532	0.2924	0.3866
EEMD-FNN	0	0.0002	0.4040	0.4040	0. 8268	0.8092