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