Research Article
A Hybrid Approach Integrating Multiple ICEEMDANs, WOA, and RVFL Networks for Economic and Financial Time Series Forecasting
Table 5
The directional statistic (Dstat) values of different prediction models.
| Dataset | Horizon | MICEEMDAN -WOA-RVFL | RW | LSSVR | BPNN | ICEEMDAN -RW | ICEEMDAN -LSSVR | ICEEMDAN -BPNN |
| WTI | 1 | 0.9381 | 0.4815 | 0.5243 | 0.5191 | 0.4977 | 0.9190 | 0.9097 | 3 | 0.8576 | 0.4873 | 0.5087 | 0.5012 | 0.4907 | 0.8300 | 0.8449 | 6 | 0.7737 | 0.5116 | 0.4902 | 0.4948 | 0.5185 | 0.7714 | 0.7575 |
| USD/EUR | 1 | 0.9410 | 0.5019 | 0.4719 | 0.4897 | 0.5056 | 0.8998 | 0.9026 | 3 | 0.8502 | 0.4888 | 0.4897 | 0.4925 | 0.4916 | 0.8118 | 0.8024 | 6 | 0.7828 | 0.4991 | 0.5318 | 0.5253 | 0.5047 | 0.7023 | 0.7154 |
| IP | 1 | 0.9256 | 0.5579 | 0.5909 | 0.5785 | 0.5620 | 0.8636 | 0.8760 | 3 | 0.8802 | 0.6983 | 0.5455 | 0.4876 | 0.6529 | 0.8430 | 0.8058 | 6 | 0.8141 | 0.6198 | 0.5537 | 0.5661 | 0.6405 | 0.7355 | 0.7645 |
| SSEC | 1 | 0.9156 | 0.4944 | 0.5049 | 0.5098 | 0.4979 | 0.9024 | 0.9002 | 3 | 0.8396 | 0.5042 | 0.5021 | 0.5007 | 0.4965 | 0.8222 | 0.8145 | 6 | 0.7587 | 0.4833 | 0.5063 | 0.4965 | 0.4805 | 0.7448 | 0.7455 |
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