Forecasting Crude Oil Price with Multiscale Denoising Ensemble Model

Table 3

Out-of-sample forecasting accuracy comparison of different models.

Models	MSE×10^−3	CWARMA𝑃value	CWRW𝑃value
ARMA	14.359	N/A	0.6197
RW	13.846	0.6197	N/A
LSSVR	13.960	0.0136	0.7648
WDN-ICA-LSSVR	13.765	0.0010	0.1417