Natural Gas Price Forecasting by a New Hybrid Model Combining Quadratic Decomposition Technology and LSTM Model

Table 5

Numerical results of multistep ahead forecasting with a single prediction model.

Prediction horizon	Error indicator	Model 1	Model 2	Model 3	Model 4	Model 5
One-step ahead		0.9802	1.0545	0.9468	1.1615	0.9107
		0.3454	0.4440	0.4196	0.3743	0.3401
		0.1039	0.1545	0.1268	0.1176	0.1029
Three-step ahead		1.0411	1.1334	1.0308	1.3277	0.9986
		0.4933	0.5073	0.4923	0.4959	0.4805
		0.1507	0.1634	0.1526	0.1602	0.1511
Five-step ahead		1.0559	1.2153	1.1014	1.8051	1.0366
		0.5880	0.6451	0.5619	0.7097	0.5577
		0.1910	0.2193	0.1736	0.2353	0.1829