Research Article
A Hybrid Approach Integrating Multiple ICEEMDANs, WOA, and RVFL Networks for Economic and Financial Time Series Forecasting
Table 9
The directional statistic (Dstat) values of single decomposition and multiple decompositions.
| Dataset | Horizon | MICEEMDAN-WOA-RVFL | ICEEMDAN-WOA-RVFL1 | ICEEMDAN-WOA-RVFL2 | ICEEMDAN-WOA-RVFL3 | ICEEMDAN-WOA-RVFL4 | ICEEMDAN-WOA-RVFL5 | Mean |
| WTI | 1 | 0.9381 | 0.9201 | 0.9161 | 0.9184 | 0.9323 | 0.9271 | 0.9228 | 3 | 0.8576 | 0.8414 | 0.8548 | 0.8385 | 0.8553 | 0.8513 | 0.8483 | 6 | 0.7737 | 0.7419 | 0.7703 | 0.7668 | 0.7627 | 0.7616 | 0.7607 |
| USD/EUR | 1 | 0.941 | 0.9008 | 0.9270 | 0.9204 | 0.9073 | 0.9157 | 0.9142 | 3 | 0.8502 | 0.8052 | 0.8418 | 0.8399 | 0.8296 | 0.8427 | 0.8318 | 6 | 0.7828 | 0.6826 | 0.7809 | 0.7819 | 0.7772 | 0.7706 | 0.7586 |
| IP | 1 | 0.9256 | 0.8967 | 0.8926 | 0.9132 | 0.8967 | 0.9174 | 0.9033 | 3 | 0.8802 | 0.8760 | 0.8430 | 0.8223 | 0.8471 | 0.8802 | 0.8537 | 6 | 0.8141 | 0.8017 | 0.8017 | 0.7066 | 0.7851 | 0.8017 | 0.7794 |
| SSEC | 1 | 0.9156 | 0.9052 | 0.9052 | 0.9052 | 0.9087 | 0.9135 | 0.9076 | 3 | 0.8396 | 0.8222 | 0.8292 | 0.8208 | 0.8368 | 0.8264 | 0.8271 | 6 | 0.7587 | 0.7462 | 0.7441 | 0.7134 | 0.7594 | 0.7448 | 0.7416 |
|
|