Day-Ahead Crude Oil Price Forecasting Using a Novel Morphological Component Analysis Based Model

Table 1

Parameters chosen for SVR models.

Models	Cost	Gamma	Epsilon	Tolerance of termination
OriginalWTI	32	1	0.01562500	0.00050000
Daubechies 4WTI	8	0.06250000	0.06250000	0.00000010
Symmlet 4WTI	8	0.06250000	0.06250000	0.00000010
OriginalBrent	2	0.00781250	0.03125000	0.00040000
Daubechies 6Brent	32	0.06250000	0.00390625	0.00000600
Symmlet 6Brent	8	0.06250000	0.06250000	0.00000001