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.

DataScenario IScenario IIScenario IIIScenario IV
SCDCSCDCSCDCSCDC

5000.50012–812–812–8
0.9001-23–81-23–81–34–81-23–8
0.9501–34–81-23–81–34–81–34–8
0.9901–34–81–34–81–45–81–34–8

10000.50012–912–912–9
0.9001–34–91-23–91-23–91-23–9
0.9501–34–91–34–91–34–91–34–9
0.9901–45–91–45–91–45–91–34–9

20000.5001-23–1012–1012–1012–10
0.9001–34–101–34–101–34–101-23–10
0.9501–34–101–34–101–34–101–34–10
0.9901–45–101–45–101–45–101–34–10

50000.50012–1212–1212–12
0.9001–34–121–34–121–34–121–34–12
0.9501–45–121–34–121–34–121–34–12
0.9901–56–121–45–121–45–121–45–12

10,0000.50012–1312–1312–13
0.9001-23–131–34–131–34–131–34–13
0.9501–34–131–45–131–34–131–34–13
0.9901–45–131–56–131–56–121–45–13