Chinese Stock Index Futures Price Fluctuation Analysis and Prediction Based on Complementary Ensemble Empirical Mode Decomposition

Table 6

Comparison of different models’ prediction errors.

	Daily price series		Five-minute price series
	Linear kernel function	RBF kernel function	Linear kernel function	RBF kernel function
SVM
RMSE	0.053	0.054	0.008	0.008
MAPE	0.009	0.009	0.001	0.001
DS	54.891%	52.445%	48.171%	48.161%
CEEMD-SVM-SVM
RMSE	0.051	0.009	0.008	0.007
MAPE	0.008	0.002	0.001	0.001
DS	62.228%	88.043%	51.565%	52.715%