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

Table 6

Numerical results of multistep ahead forecasting with the hybrid prediction model.

Prediction horizon	Error indicator	Model 6	Model 7	Model 8	Model 9	Model 10
One-step ahead		0.6746	0.4087	0.4397	0.4378	0.3647
		0.2958	0.2021	0.1948	0.1834	0.1793
		0.0906	0.0621	0.0606	0.0559	0.0576
Three-step ahead		0.7586	0.5520	0.5076	0.4998	0.4588
		0.3700	0.3107	0.2366	0.2266	0.2202
		0.1069	0.0908	0.0744	0.0717	0.0703
Five-step ahead		0.8900	0.8027	0.5684	0.5540	0.5263
		0.4475	0.4520	0.2716	0.2547	0.2470
		0.1265	0.1262	0.0872	0.0805	0.0769