Research Article
A New Approach for Reconstruction of IMFs of Decomposition and Ensemble Model for Forecasting Crude Oil Prices
Table 5
The number of IMFs being part of the SD components for all threshold values and all scenarios.
| Data | | Scenario I | Scenario II | Scenario III | Scenario IV | SC | DC | SC | DC | SC | DC | SC | DC |
| 500 | 0.500 | 1 | 2–8 | 1 | 2–8 | 1 | 2–8 | — | — | 0.900 | 1-2 | 3–8 | 1-2 | 3–8 | 1–3 | 4–8 | 1-2 | 3–8 | 0.950 | 1–3 | 4–8 | 1-2 | 3–8 | 1–3 | 4–8 | 1–3 | 4–8 | 0.990 | 1–3 | 4–8 | 1–3 | 4–8 | 1–4 | 5–8 | 1–3 | 4–8 |
| 1000 | 0.500 | 1 | 2–9 | 1 | 2–9 | 1 | 2–9 | — | — | 0.900 | 1–3 | 4–9 | 1-2 | 3–9 | 1-2 | 3–9 | 1-2 | 3–9 | 0.950 | 1–3 | 4–9 | 1–3 | 4–9 | 1–3 | 4–9 | 1–3 | 4–9 | 0.990 | 1–4 | 5–9 | 1–4 | 5–9 | 1–4 | 5–9 | 1–3 | 4–9 |
| 2000 | 0.500 | 1-2 | 3–10 | 1 | 2–10 | 1 | 2–10 | 1 | 2–10 | 0.900 | 1–3 | 4–10 | 1–3 | 4–10 | 1–3 | 4–10 | 1-2 | 3–10 | 0.950 | 1–3 | 4–10 | 1–3 | 4–10 | 1–3 | 4–10 | 1–3 | 4–10 | 0.990 | 1–4 | 5–10 | 1–4 | 5–10 | 1–4 | 5–10 | 1–3 | 4–10 |
| 5000 | 0.500 | 1 | 2–12 | — | — | 1 | 2–12 | 1 | 2–12 | 0.900 | 1–3 | 4–12 | 1–3 | 4–12 | 1–3 | 4–12 | 1–3 | 4–12 | 0.950 | 1–4 | 5–12 | 1–3 | 4–12 | 1–3 | 4–12 | 1–3 | 4–12 | 0.990 | 1–5 | 6–12 | 1–4 | 5–12 | 1–4 | 5–12 | 1–4 | 5–12 |
| 10,000 | 0.500 | 1 | 2–13 | — | — | 1 | 2–13 | 1 | 2–13 | 0.900 | 1-2 | 3–13 | 1–3 | 4–13 | 1–3 | 4–13 | 1–3 | 4–13 | 0.950 | 1–3 | 4–13 | 1–4 | 5–13 | 1–3 | 4–13 | 1–3 | 4–13 | 0.990 | 1–4 | 5–13 | 1–5 | 6–13 | 1–5 | 6–12 | 1–4 | 5–13 |
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