Research Article

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

Table 1

List of abbreviations.

AbbreviationFull name

ARCHAuto-regressive conditional heteroscedasticity
ARIMAAuto-regressive integrated moving average
BPBack propagation
BPNNBack propagation neural network
CEEMDANComplete ensemble empirical mode decomposition with adaptive noise
DADirectional accuracy
DBNDeep belief network
EEMDEnsemble empirical mode decomposition
ELMExtreme learning machine
EMDEmpirical mode decomposition
GAGenetic algorithm
GARCHGeneralized auto-regressive conditional heteroscedasticity
GWOGrey wolf optimizer
IMFIntrinsic mode function
IMFHHigh-frequency subsequence
IMFLLow-frequency subsequence
MAPEMean absolute percentage error
NNNeural network
OS-ELMOnline extreme learning machine
PSOParticle swarm optimization
ResResidual
RMSERoot mean square error
SVRSupport vector regression
VCRVariance contribution rate
VMDVariational mode decomposition
WOAWhale optimization algorithm