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The Scientific World Journal
/
2014
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Article
/
Tab 3
/
Research Article
Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis
Table 3
The RMSE and MAE comparisons for different models.
Model
RMSE
MAE
ARIMA (2, 1, 5)
1.3835
1.0207
GARCH (1, 1)
0.9513
0.6947
MLR
0.9450
0.6969
WMLR
0.6572
0.4834
Yu’ ARIMA (Yu et al., [
1
])
2.0350
—
Yu’ FNN (Yu et al., [
1
])
0.8410
—