Research Article
International Gold Price Forecast Based on CEEMDAN and Support Vector Regression with Grey Wolf Algorithm
Table 6
In-sample forecasting accuracy measures of the CEEMDAN-GWO-SVR and benchmark models.
| Model | RMSE | MAPE | DA |
| CEEMDAN-GWO-SVR | 11.8184 | 0.0074 | 52.0178 | CEEMDAN-SVR | 11.8958 | 0.0074 | 51.6800 | CEEMDAN-GA-SVR | 11.8049 | 0.0074 | 51.7511 | CEEMDAN-PSO-SVR | 11.8899 | 0.0074 | 52.0356 | SVR | 12.4188 | 0.0078 | 49.4756 | ANN | 11.8867 | 0.0074 | 49.8667 | BPNN | 11.9888 | 0.0075 | 49.6356 | CART | 7.0880 | 0.0057 | 66.9511 | ARIMA (1, 1, 1) | 3.6881 | 0.0019 | 87.0933 | ARIMA (1, 1, 1)-GARCH (1, 1) | 1.0955 | 0.0017 | 87.0400 |
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