International Gold Price Forecast Based on CEEMDAN and Support Vector Regression with Grey Wolf Algorithm

Table 1

List of abbreviations.

Abbreviation	Full name
ARCH	Auto-regressive conditional heteroscedasticity
ARIMA	Auto-regressive integrated moving average
BP	Back propagation
BPNN	Back propagation neural network
CEEMDAN	Complete ensemble empirical mode decomposition with adaptive noise
DA	Directional accuracy
DBN	Deep belief network
EEMD	Ensemble empirical mode decomposition
ELM	Extreme learning machine
EMD	Empirical mode decomposition
GA	Genetic algorithm
GARCH	Generalized auto-regressive conditional heteroscedasticity
GWO	Grey wolf optimizer
IMF	Intrinsic mode function
IMFH	High-frequency subsequence
IMFL	Low-frequency subsequence
MAPE	Mean absolute percentage error
NN	Neural network
OS-ELM	Online extreme learning machine
PSO	Particle swarm optimization
Res	Residual
RMSE	Root mean square error
SVR	Support vector regression
VCR	Variance contribution rate
VMD	Variational mode decomposition
WOA	Whale optimization algorithm