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