A Combined Prediction Model for Hog Futures Prices Based on WOA-LightGBM-CEEMDAN

Table 8

Forecast accuracy table of CSI 300 stock index futures.

	MSE	MAE	RMSPE (%)	MAPE (%)	R^2	DA
WOA-LightGBM-CEEMDAN	9.5274	2.3375	0.0668	0.0509	99.9971e − 02	0.9753
WOA-LightGBM-EEMD	13.7575	2.7583	0.0793	0.0595	99.9958e − 02	0.9704
WOA-LightGBM-SVR	28.9593	3.9951	0.1187	0.0872	99.9911e − 02	0.9580
WOA-LightGBM	56.6955	4.9665	0.1610	0.1064	99.9827e − 02	0.9432
GWO-LightGBM	87.0789	6.4052	0.2008	0.1382	99.9734e − 02	0.9383
WOA-XGBoost	103.8484	7.9996	0.2242	0.1759	99.9682e − 02	0.9333
WOA-GBDT	197.0538	10.3638	0.3015	0.2249	99.9397e − 02	0.9259
ELM	166.7355	9.0973	0.2846	0.1994	99.9489e − 02	0.9358
BPNN	264.4969	11.5221	0.3634	0.2512	99.9191e − 02	0.9037
SVR	354.7475	10.4587	0.4366	0.2356	99.8915e − 02	0.9136

Bold shows the best predicted results in the classification of each indicator.